期货CTP编程:报告下单字段有误,up有分
ThostFtdcInputOrderField req = new ThostFtdcInputOrderField();
req.BrokerID = BROKER_ID;
req.InvestorID = INVESTOR_ID;
req.InstrumentID = "rb1605";
req.OrderRef = ORDER_REF;
req.OrderPriceType = CTP.EnumOrderPriceTypeType.LimitPrice;
req.Direction = DIRECTION;
req.CombOffsetFlag= CTP.EnumOffsetFlagType.Open;
req.CombHedgeFlag = CTP.EnumHedgeFlagType.Speculation;
req.LimitPrice = 1690;
req.VolumeTotalOriginal = 1;
req.TimeCondition = CTP.EnumTimeConditionType.GFD;
req.VolumeCondition = CTP.EnumVolumeConditionType.AV;
req.MinVolume = 1;
req.ContingentCondition = CTP.EnumContingentConditionType.Immediately;
req.ForceCloseReason =CTP.EnumForceCloseReasonType.NotForceClose;
req.IsAutoSuspend = 0;
req.UserForceClose = 0;
int iResult = api.ReqOrderInsert(req, ++iRequestID);
上面是详细报单
参考了上期给出的说明文档
我用c# 调c++ dll,结构体ThostFtdcInputOrderField c++转c#仔细验证无误
错误报告:CTP下单字段有误,
求助,谢谢