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CTP获取期货tick数据

于 2022-06-18 发布 文件大小:996.26 kB
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这个是利用上期所CTP接口编写的C++程序,可以获取任意期货的tick数据 1、Tickdata文件夹下的instrument.txt是合约列表,以后要收取行情的合约可以在里面更新,instrument最大行数目前设定是350可修改。 2、注意若合约数量有变,注意修改循环的次数。 2、行情文件默认保存在E:instrument下所以在E盘建立此文件夹,或者自己手动修改 3、每天开盘前启动,或者不启动一直不关闭程序也可以。

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