[已解决]怎么获取期货的实时行情数据，我找了VB的代码。帮我看看吧！
本帖最后由 zhouhaijin 于 2015-1-20 22:41 编辑我搞错了！！！！
刚测试了下超版afan说的新浪的http://hq.sinajs.cn/list=CFF_RE_IF1502速度是很快，不过数据不实时，15秒刷新一次，有点慢。
各位老师请指点下。谢谢!!!
下面是VB的代码，au3怎么获取OnMarketData事件的消息，ObjEvent 的参数我不知道该怎么填。不知道对象是哪个。Dim WithEvents ctp As ICTPClientAPI
Private Sub Login_Click()
Dim errorID As Long
Dim succ As Long
Set ctp = New CTPCOMLib.ICTPClientAPI
Call ctp.Login("config.xml", "00100", "888888", errorID)
If errorID = 0 Then
MsgBox "登录ok"
Else
MsgBox "登录错误：" & errorID
End If
End Sub
Private Sub Buy_Click()
Dim OrderID As Long
Dim index As Integer
Dim tm1, tm2 As Date
Call ctp.Buy("IF1008", 1, 0, OrderID)
End Sub
Private SubMD_Click()
Call ctp.SubscribeMD("IF1008")
End Sub
Private Sub Close_Click()
Set ctp = Nothing
End Sub
Private Sub Sell_Click()
Dim OrderID As Long
Call ctp.Sell("IF1008", 1, 0, OrderID)
End Sub
Private Sub ctp_OnAccount(ByVal PreBalance As Double, ByVal Balance As Double, ByVal Available As Long, ByVal Commission As Double, ByVal FrozenCommission As Double, ByVal Margin As Double, ByVal FrozenMargin As Double, ByVal CloseProfit As Double, ByVal PositionProfit As Double)
Label1.Caption = Available
End Sub
Private Sub ctp_OnMarketData(ByVal InstrumentID As String, ByVal BidPrice1 As Double, ByVal BidVolume1 As Long, ByVal AskPrice1 As Double, ByVal AskVolume1 As Long, ByVal OpenPrice As Double, ByVal HighestPrice As Double, ByVal LowestPrice As Double, ByVal LastPrice As Double, ByVal OpenInterest As Long, ByVal Volume As Long, ByVal UpperLimitPrice As Double, ByVal LowerLimitPrice As Double, ByVal PreSettlementPrice As Double, ByVal AveragePriceAs Double,ByVal UpdateTime As String, ByVal UpdateMilliSecond As Long)
End Sub
Private Sub ctp_OnPosition(ByVal InstrumentID As String, ByVal IsLong As Long, ByVal Volume As Long, ByVal CloseProfit As Double, ByVal PositionProfit As Double, ByVal TotalClosable As Long, ByVal TodayClosable As Long)
Label2.Caption = Volume
End Sub
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