ctp-python 使用教程¶
1. 安装¶
# 从 PyPI 安装（推荐）
pip install ctp-python
# 从源码安装（需要 swig 和 C++ 编译器）
# macOS: brew install swig
# Linux: sudo apt install swig g++
pip install .
验证安装：
2. 环境配置¶
SimNow 模拟环境¶
- 在 https://www.simnow.com.cn 注册账号
- 注册后短信获取投资者代码（InvestorID）
- 使用以下连接信息：
第一套环境（交易时段，与实盘一致）：
| 组别 | 交易前置 | 行情前置 |
|---|---|---|
| 第一组 | tcp://182.254.243.31:30001 |
tcp://182.254.243.31:30011 |
| 第二组 | tcp://182.254.243.31:30002 |
tcp://182.254.243.31:30012 |
| 第三组 | tcp://182.254.243.31:30003 |
tcp://182.254.243.31:30013 |
第二套环境（7×24 测试）：
| 交易前置 | 行情前置 | 服务时间 |
|---|---|---|
tcp://182.254.243.31:40001 |
tcp://182.254.243.31:40011 |
交易日 16:00～次日 09:00；非交易日 16:00～次日 12:00 |
SimNow 默认配置：
- BrokerID: 9999
- AppID: simnow_client_test
- AuthCode: 0000000000000000（16 个 0）
3. 行情接收¶
3.1 最简行情示例¶
import ctp
import time
import hashlib
import tempfile
import os
class MyMdSpi(ctp.CThostFtdcMdSpi):
"""行情回调处理类"""
def __init__(self, front, broker_id, user_id, password):
super().__init__()
self.front = front
self.broker_id = broker_id
self.user_id = user_id
self.password = password
# 创建流文件目录
flow_dir = os.path.join(tempfile.gettempdir(), 'ctp_md') + os.sep
os.makedirs(flow_dir, exist_ok=True)
# 创建 API 实例
self.api = ctp.CThostFtdcMdApi.CreateFtdcMdApi(flow_dir)
def start(self):
"""启动行情连接"""
self.api.RegisterSpi(self)
self.api.RegisterFront(self.front)
self.api.Init()
def wait(self):
"""阻塞等待"""
self.api.Join()
# ---- 回调方法 ----
def OnFrontConnected(self):
"""连接建立后自动登录"""
print("行情前置已连接")
field = ctp.CThostFtdcReqUserLoginField()
field.BrokerID = self.broker_id
field.UserID = self.user_id
field.Password = self.password
self.api.ReqUserLogin(field, 1)
def OnFrontDisconnected(self, nReason):
"""连接断开（API 会自动重连）"""
print(f"行情前置断开, 原因: {nReason:#06x}")
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
"""登录应答"""
if pRspInfo.ErrorID == 0:
print(f"行情登录成功, 交易日: {pRspUserLogin.TradingDay}")
# 登录成功后订阅行情
instruments = ["IF2603", "SA605", "rb2605"]
self.api.SubscribeMarketData(instruments)
print(f"已订阅: {instruments}")
else:
print(f"行情登录失败: {pRspInfo.ErrorID} {pRspInfo.ErrorMsg}")
def OnRspSubMarketData(self, pSpecificInstrument, pRspInfo, nRequestID, bIsLast):
"""订阅应答"""
inst = pSpecificInstrument.InstrumentID
if pRspInfo.ErrorID == 0:
print(f"订阅成功: {inst}")
else:
print(f"订阅失败: {inst} - {pRspInfo.ErrorMsg}")
def OnRtnDepthMarketData(self, pData):
"""收到行情数据 —— 核心回调"""
print(f"[{pData.UpdateTime}.{pData.UpdateMillisec:03d}] "
f"{pData.InstrumentID} "
f"最新:{pData.LastPrice} "
f"买:{pData.BidPrice1}/{pData.BidVolume1} "
f"卖:{pData.AskPrice1}/{pData.AskVolume1} "
f"量:{pData.Volume}")
if __name__ == "__main__":
spi = MyMdSpi(
front="tcp://182.254.243.31:30011",
broker_id="9999",
user_id="你的投资者代码",
password="你的密码"
)
spi.start()
spi.wait() # 阻塞主线程，持续接收行情
3.2 行情数据处理要点¶
from sys import float_info
def OnRtnDepthMarketData(self, pData):
# 1. 检查价格是否有效（无效价格 = float_info.max）
if pData.LastPrice < float_info.max:
last_price = pData.LastPrice
else:
last_price = None # 无有效最新价
# 2. 必须在回调内复制数据（回调返回后 pData 被释放）
tick = {
'instrument': pData.InstrumentID,
'time': pData.UpdateTime,
'last': pData.LastPrice,
'volume': pData.Volume,
'open_interest': pData.OpenInterest,
'bid1': pData.BidPrice1,
'bid1_vol': pData.BidVolume1,
'ask1': pData.AskPrice1,
'ask1_vol': pData.AskVolume1,
}
self.tick_queue.put(tick) # 放入队列供策略线程消费
4. 交易登录¶
交易接口的登录流程比行情多一步穿透式认证：
4.1 交易连接示例¶
import ctp
import time
import hashlib
import tempfile
import os
class MyTraderSpi(ctp.CThostFtdcTraderSpi):
"""交易回调处理类"""
def __init__(self, front, broker_id, user_id, password,
app_id="simnow_client_test",
auth_code="0000000000000000"):
super().__init__()
self.front = front
self.broker_id = broker_id
self.user_id = user_id
self.password = password
self.app_id = app_id
self.auth_code = auth_code
self.request_id = 0
self.front_id = 0
self.session_id = 0
self.order_ref = 0
# 创建流文件目录
flow_dir = os.path.join(tempfile.gettempdir(), 'ctp_trader') + os.sep
os.makedirs(flow_dir, exist_ok=True)
self.api = ctp.CThostFtdcTraderApi.CreateFtdcTraderApi(flow_dir)
def next_request_id(self):
self.request_id += 1
return self.request_id
def next_order_ref(self):
self.order_ref += 1
return str(self.order_ref)
def start(self):
self.api.RegisterSpi(self)
# 订阅私有流和公共流（仅接收新的推送）
self.api.SubscribePrivateTopic(2) # THOST_TERT_QUICK
self.api.SubscribePublicTopic(2)
self.api.RegisterFront(self.front)
self.api.Init()
def wait(self):
self.api.Join()
# ---- 连接与认证 ----
def OnFrontConnected(self):
"""连接建立 → 发起认证"""
print("交易前置已连接")
field = ctp.CThostFtdcReqAuthenticateField()
field.BrokerID = self.broker_id
field.UserID = self.user_id
field.AppID = self.app_id
field.AuthCode = self.auth_code
self.api.ReqAuthenticate(field, self.next_request_id())
def OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID, bIsLast):
"""认证应答 → 发起登录"""
if pRspInfo.ErrorID == 0:
print("认证成功")
field = ctp.CThostFtdcReqUserLoginField()
field.BrokerID = self.broker_id
field.UserID = self.user_id
field.Password = self.password
self.api.ReqUserLogin(field, self.next_request_id())
else:
print(f"认证失败: {pRspInfo.ErrorID} {pRspInfo.ErrorMsg}")
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
"""登录应答 → 确认结算单"""
if pRspInfo.ErrorID == 0:
self.front_id = pRspUserLogin.FrontID
self.session_id = pRspUserLogin.SessionID
self.order_ref = int(pRspUserLogin.MaxOrderRef)
print(f"登录成功, 交易日: {pRspUserLogin.TradingDay}, "
f"FrontID: {self.front_id}, SessionID: {self.session_id}")
# 确认结算单（每日首次登录必须）
field = ctp.CThostFtdcSettlementInfoConfirmField()
field.BrokerID = self.broker_id
field.InvestorID = self.user_id
self.api.ReqSettlementInfoConfirm(field, self.next_request_id())
else:
print(f"登录失败: {pRspInfo.ErrorID} {pRspInfo.ErrorMsg}")
def OnRspSettlementInfoConfirm(self, pSettlementInfoConfirm, pRspInfo, nRequestID, bIsLast):
"""结算确认应答 → 可以开始交易了"""
if pRspInfo.ErrorID == 0:
print("结算单已确认，可以开始交易")
else:
print(f"结算确认失败: {pRspInfo.ErrorMsg}")
def OnFrontDisconnected(self, nReason):
print(f"交易前置断开: {nReason:#06x}")
def OnRspError(self, pRspInfo, nRequestID, bIsLast):
print(f"错误: {pRspInfo.ErrorID} {pRspInfo.ErrorMsg}")
5. 查询操作¶
注意：CTP 查询有流控限制，每秒最多 1 次查询请求。连续查询需间隔 1 秒以上。
5.1 查询合约¶
def query_instrument(self, instrument_id="", exchange_id=""):
"""查询合约信息（空参数=查全部）"""
field = ctp.CThostFtdcQryInstrumentField()
field.InstrumentID = instrument_id
field.ExchangeID = exchange_id
ret = self.api.ReqQryInstrument(field, self.next_request_id())
print(f"查询合约请求: {ret}") # 0=发送成功
def OnRspQryInstrument(self, pInstrument, pRspInfo, nRequestID, bIsLast):
"""合约查询应答（可能多次回调）"""
if pInstrument:
print(f"合约: {pInstrument.InstrumentID}, "
f"名称: {pInstrument.InstrumentName}, "
f"交易所: {pInstrument.ExchangeID}, "
f"乘数: {pInstrument.VolumeMultiple}, "
f"最小变动: {pInstrument.PriceTick}")
if bIsLast:
print("--- 合约查询完成 ---")
5.2 查询资金¶
def query_account(self):
"""查询资金账户"""
field = ctp.CThostFtdcQryTradingAccountField()
field.BrokerID = self.broker_id
field.InvestorID = self.user_id
self.api.ReqQryTradingAccount(field, self.next_request_id())
def OnRspQryTradingAccount(self, pTradingAccount, pRspInfo, nRequestID, bIsLast):
if pTradingAccount:
print(f"动态权益: {pTradingAccount.Balance:.2f}")
print(f"可用资金: {pTradingAccount.Available:.2f}")
print(f"持仓盈亏: {pTradingAccount.PositionProfit:.2f}")
print(f"平仓盈亏: {pTradingAccount.CloseProfit:.2f}")
print(f"手续费: {pTradingAccount.Commission:.2f}")
print(f"保证金: {pTradingAccount.CurrMargin:.2f}")
5.3 查询持仓¶
def query_position(self, instrument_id=""):
"""查询持仓（空=查全部）"""
field = ctp.CThostFtdcQryInvestorPositionField()
field.BrokerID = self.broker_id
field.InvestorID = self.user_id
field.InstrumentID = instrument_id
self.api.ReqQryInvestorPosition(field, self.next_request_id())
def OnRspQryInvestorPosition(self, pInvestorPosition, pRspInfo, nRequestID, bIsLast):
if pInvestorPosition and pInvestorPosition.Position > 0:
direction = "多" if pInvestorPosition.PosiDirection == '2' else "空"
print(f"{pInvestorPosition.InstrumentID} "
f"{direction} {pInvestorPosition.Position}手 "
f"(今:{pInvestorPosition.TodayPosition} "
f"昨:{pInvestorPosition.YdPosition}) "
f"盈亏:{pInvestorPosition.PositionProfit:.2f}")
if bIsLast:
print("--- 持仓查询完成 ---")
6. 报单与撤单¶
6.1 限价报单¶
def send_order(self, instrument_id, exchange_id, direction, offset, price, volume):
"""
发送限价报单
Args:
instrument_id: 合约代码, 如 "IF2603"
exchange_id: 交易所代码, 如 "CFFEX"
direction: '0'=买, '1'=卖
offset: '0'=开仓, '1'=平仓, '3'=平今, '4'=平昨
price: 报单价格
volume: 数量（手）
Returns:
int: 0=发送成功
"""
field = ctp.CThostFtdcInputOrderField()
field.BrokerID = self.broker_id
field.InvestorID = self.user_id
field.UserID = self.user_id
field.InstrumentID = instrument_id
field.ExchangeID = exchange_id
field.OrderRef = self.next_order_ref()
field.Direction = direction # '0'=买, '1'=卖
field.CombOffsetFlag = offset # '0'=开, '1'=平, '3'=平今, '4'=平昨
field.CombHedgeFlag = '1' # 投机
field.OrderPriceType = '2' # 限价
field.LimitPrice = price
field.VolumeTotalOriginal = volume
field.TimeCondition = '3' # GFD 当日有效
field.VolumeCondition = '1' # 任何数量
field.MinVolume = 1
field.ContingentCondition = '1' # 立即
field.ForceCloseReason = '0' # 非强平
field.IsAutoSuspend = 0
ret = self.api.ReqOrderInsert(field, self.next_request_id())
print(f"报单请求: {instrument_id} {'买' if direction=='0' else '卖'}"
f"{'开' if offset=='0' else '平'} {volume}手 @ {price}, ret={ret}")
return ret
# 使用示例
# spi.send_order("IF2603", "CFFEX", '0', '0', 4700.0, 1) # 买开1手 @ 4700
# spi.send_order("IF2603", "CFFEX", '1', '1', 4710.0, 1) # 卖平1手 @ 4710
6.2 市价报单¶
def send_market_order(self, instrument_id, exchange_id, direction, offset, volume):
"""发送市价报单（部分交易所不支持，如 SHFE/INE）"""
field = ctp.CThostFtdcInputOrderField()
field.BrokerID = self.broker_id
field.InvestorID = self.user_id
field.UserID = self.user_id
field.InstrumentID = instrument_id
field.ExchangeID = exchange_id
field.OrderRef = self.next_order_ref()
field.Direction = direction
field.CombOffsetFlag = offset
field.CombHedgeFlag = '1'
field.OrderPriceType = '1' # 任意价（市价）
field.LimitPrice = 0
field.VolumeTotalOriginal = volume
field.TimeCondition = '1' # IOC 立即完成否则撤销
field.VolumeCondition = '1' # 任何数量
field.MinVolume = 1
field.ContingentCondition = '1'
field.ForceCloseReason = '0'
return self.api.ReqOrderInsert(field, self.next_request_id())
6.3 撤单¶
def cancel_order(self, instrument_id, exchange_id, order_sys_id):
"""
撤单（通过 ExchangeID + OrderSysID 定位）
"""
field = ctp.CThostFtdcInputOrderActionField()
field.BrokerID = self.broker_id
field.InvestorID = self.user_id
field.UserID = self.user_id
field.ActionFlag = '0' # 删除
field.InstrumentID = instrument_id
field.ExchangeID = exchange_id
field.OrderSysID = order_sys_id
ret = self.api.ReqOrderAction(field, self.next_request_id())
print(f"撤单请求: {instrument_id} OrderSysID={order_sys_id}, ret={ret}")
return ret
def cancel_order_by_ref(self, instrument_id, front_id, session_id, order_ref):
"""
撤单（通过 FrontID + SessionID + OrderRef 定位）
"""
field = ctp.CThostFtdcInputOrderActionField()
field.BrokerID = self.broker_id
field.InvestorID = self.user_id
field.UserID = self.user_id
field.ActionFlag = '0'
field.InstrumentID = instrument_id
field.FrontID = front_id
field.SessionID = session_id
field.OrderRef = order_ref
return self.api.ReqOrderAction(field, self.next_request_id())
6.4 报单回报处理¶
def OnRspOrderInsert(self, pInputOrder, pRspInfo, nRequestID, bIsLast):
"""报单被 CTP 前置拒绝"""
print(f"报单拒绝: {pRspInfo.ErrorID} {pRspInfo.ErrorMsg}")
def OnErrRtnOrderInsert(self, pInputOrder, pRspInfo):
"""报单被交易所拒绝"""
print(f"交易所拒绝: {pRspInfo.ErrorID} {pRspInfo.ErrorMsg}")
def OnRtnOrder(self, pOrder):
"""报单状态变化通知"""
status_map = {
'0': '全部成交', '1': '部分成交排队中', '2': '部分成交不在队列',
'3': '未成交排队中', '4': '未成交不在队列', '5': '撤单',
'a': '未知(已提交)', 'b': '尚未触发', 'c': '已触发'
}
status = status_map.get(pOrder.OrderStatus, pOrder.OrderStatus)
print(f"报单回报: {pOrder.InstrumentID} "
f"{'买' if pOrder.Direction=='0' else '卖'} "
f"状态={status} "
f"已成={pOrder.VolumeTraded}/{pOrder.VolumeTotalOriginal} "
f"OrderSysID={pOrder.OrderSysID} "
f"{pOrder.StatusMsg}")
def OnRtnTrade(self, pTrade):
"""成交回报"""
print(f"成交回报: {pTrade.InstrumentID} "
f"{'买' if pTrade.Direction=='0' else '卖'} "
f"{pTrade.Volume}手 @ {pTrade.Price} "
f"TradeID={pTrade.TradeID} "
f"时间={pTrade.TradeTime}")
def OnRspOrderAction(self, pInputOrderAction, pRspInfo, nRequestID, bIsLast):
"""撤单失败"""
print(f"撤单失败: {pRspInfo.ErrorID} {pRspInfo.ErrorMsg}")
def OnErrRtnOrderAction(self, pOrderAction, pRspInfo):
"""交易所撤单失败"""
print(f"交易所撤单失败: {pRspInfo.ErrorID} {pRspInfo.ErrorMsg}")
7. 完整策略示例¶
以下是一个简单的双均线策略框架，展示如何整合行情和交易：
import ctp
import time
import os
import tempfile
from collections import deque
from threading import Thread
class DualMaStrategy(ctp.CThostFtdcTraderSpi):
"""双均线策略（仅用于演示，请勿直接用于实盘）"""
def __init__(self, config):
super().__init__()
self.config = config
self.request_id = 0
self.order_ref = 0
self.front_id = 0
self.session_id = 0
self.ready = False
self.position = 0 # >0 多头, <0 空头, 0 空仓
# 均线参数
self.prices = deque(maxlen=20)
self.fast_period = 5
self.slow_period = 20
# 同时创建行情和交易 API
td_dir = os.path.join(tempfile.gettempdir(), 'strategy_td') + os.sep
md_dir = os.path.join(tempfile.gettempdir(), 'strategy_md') + os.sep
os.makedirs(td_dir, exist_ok=True)
os.makedirs(md_dir, exist_ok=True)
self.td_api = ctp.CThostFtdcTraderApi.CreateFtdcTraderApi(td_dir)
self.md_api = ctp.CThostFtdcMdApi.CreateFtdcMdApi(md_dir)
self.md_spi = self.MdHandler(self)
class MdHandler(ctp.CThostFtdcMdSpi):
"""内部行情处理器"""
def __init__(self, strategy):
super().__init__()
self.strategy = strategy
def OnFrontConnected(self):
field = ctp.CThostFtdcReqUserLoginField()
field.BrokerID = self.strategy.config['broker_id']
field.UserID = self.strategy.config['user_id']
field.Password = self.strategy.config['password']
self.strategy.md_api.ReqUserLogin(field, 1)
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
self.strategy.md_api.SubscribeMarketData(
[self.strategy.config['instrument']])
def OnRtnDepthMarketData(self, pData):
self.strategy.on_tick(pData)
def start(self):
# 启动交易连接
self.td_api.RegisterSpi(self)
self.td_api.SubscribePrivateTopic(2)
self.td_api.SubscribePublicTopic(2)
self.td_api.RegisterFront(self.config['td_front'])
self.td_api.Init()
# 启动行情连接
self.md_api.RegisterSpi(self.md_spi)
self.md_api.RegisterFront(self.config['md_front'])
self.md_api.Init()
def on_tick(self, tick):
"""处理每个 tick（在 CTP 回调线程中）"""
from sys import float_info
if tick.LastPrice >= float_info.max:
return
self.prices.append(tick.LastPrice)
if len(self.prices) < self.slow_period or not self.ready:
return
prices = list(self.prices)
fast_ma = sum(prices[-self.fast_period:]) / self.fast_period
slow_ma = sum(prices[-self.slow_period:]) / self.slow_period
print(f"[{tick.UpdateTime}] {tick.InstrumentID} "
f"价格={tick.LastPrice:.2f} "
f"MA{self.fast_period}={fast_ma:.2f} "
f"MA{self.slow_period}={slow_ma:.2f} "
f"持仓={self.position}")
# 信号逻辑（简化版）
if fast_ma > slow_ma and self.position <= 0:
if self.position < 0:
self._send_order('0', '1', tick.LastPrice, abs(self.position)) # 买平
self._send_order('0', '0', tick.LastPrice, 1) # 买开
elif fast_ma < slow_ma and self.position >= 0:
if self.position > 0:
self._send_order('1', '1', tick.LastPrice, self.position) # 卖平
self._send_order('1', '0', tick.LastPrice, 1) # 卖开
def _send_order(self, direction, offset, price, volume):
self.request_id += 1
self.order_ref += 1
field = ctp.CThostFtdcInputOrderField()
field.BrokerID = self.config['broker_id']
field.InvestorID = self.config['user_id']
field.UserID = self.config['user_id']
field.InstrumentID = self.config['instrument']
field.ExchangeID = self.config['exchange']
field.OrderRef = str(self.order_ref)
field.Direction = direction
field.CombOffsetFlag = offset
field.CombHedgeFlag = '1'
field.OrderPriceType = '2'
field.LimitPrice = price
field.VolumeTotalOriginal = volume
field.TimeCondition = '3'
field.VolumeCondition = '1'
field.MinVolume = 1
field.ContingentCondition = '1'
field.ForceCloseReason = '0'
self.td_api.ReqOrderInsert(field, self.request_id)
# ---- Trader 回调 ----
def OnFrontConnected(self):
field = ctp.CThostFtdcReqAuthenticateField()
field.BrokerID = self.config['broker_id']
field.UserID = self.config['user_id']
field.AppID = self.config.get('app_id', 'simnow_client_test')
field.AuthCode = self.config.get('auth_code', '0000000000000000')
self.td_api.ReqAuthenticate(field, 1)
def OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
field = ctp.CThostFtdcReqUserLoginField()
field.BrokerID = self.config['broker_id']
field.UserID = self.config['user_id']
field.Password = self.config['password']
self.td_api.ReqUserLogin(field, 2)
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
self.front_id = pRspUserLogin.FrontID
self.session_id = pRspUserLogin.SessionID
self.order_ref = int(pRspUserLogin.MaxOrderRef)
field = ctp.CThostFtdcSettlementInfoConfirmField()
field.BrokerID = self.config['broker_id']
field.InvestorID = self.config['user_id']
self.td_api.ReqSettlementInfoConfirm(field, 3)
def OnRspSettlementInfoConfirm(self, pSettlementInfoConfirm, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
self.ready = True
print("策略就绪，开始运行")
def OnRtnTrade(self, pTrade):
if pTrade.Direction == '0': # 买
self.position += pTrade.Volume
else:
self.position -= pTrade.Volume
print(f"成交: {'买' if pTrade.Direction=='0' else '卖'} "
f"{pTrade.Volume}手 @ {pTrade.Price}, 当前持仓: {self.position}")
def OnRtnOrder(self, pOrder):
if pOrder.OrderStatus == '5':
print(f"报单已撤: {pOrder.StatusMsg}")
if __name__ == "__main__":
config = {
'td_front': 'tcp://182.254.243.31:30001',
'md_front': 'tcp://182.254.243.31:30011',
'broker_id': '9999',
'user_id': '你的投资者代码',
'password': '你的密码',
'instrument': 'IF2603',
'exchange': 'CFFEX',
}
strategy = DualMaStrategy(config)
strategy.start()
strategy.td_api.Join()
8. 常见问题¶
Q: No module named 'ctp._ctp'¶
C 扩展未编译。使用 pip install ctp-python 安装预编译版本，或从源码构建（需 swig）。
Q: symbol not found '_libiconv'（macOS）¶
构建时未链接 libiconv。确保 setup.py 中 macOS 6.7.7+ 配置包含 LIB_NAMES = ["iconv"]，然后 pip install --no-cache-dir . 重新构建。
Q: 登录返回 "不合法的登录"（ErrorID=3）¶
- 检查密码是否正确
- 检查是否在服务时段内（第一套环境仅交易时段可用）
- 新注册用户需等到第三个交易日才能使用第二套(7×24)环境
Q: 订阅行情成功但收不到数据¶
- 检查合约代码格式（CZCE 用 3 位如
SA605，不是SA2605） - 确认合约是否在交易时段内有成交
- 确认合约未到期
Q: OnFrontConnected 不回调¶
- 检查前置地址是否正确（IP + 端口）
- 检查网络连通性：
telnet 182.254.243.31 30011 - 确认 API 版本与服务器匹配（6.3.15+ 才能连 SimNow）
Q: 查询返回 -3（每秒请求超限）¶
CTP 查询有流控，每秒最多 1 次。连续查询之间 time.sleep(1) 间隔。
Q: 回调中的数据对象什么时候失效？¶
回调返回后立即失效。必须在回调内复制需要的字段值，不要保存对象引用。
Q: 平仓时平今还是平昨？¶
- SHFE/INE（上期/能源）：区分平今(
'3')和平昨('4') - 其他交易所：使用平仓(
'1')即可，系统自动处理
9. 合约代码规则¶
| 交易所 | 代码 | 格式 | 示例 |
|---|---|---|---|
| CFFEX（中金所） | 品种+4位年月 | IF2603 |
沪深300股指期货 2026年3月 |
| SHFE（上期所） | 小写品种+4位年月 | rb2605 |
螺纹钢 2026年5月 |
| INE（能源中心） | 小写品种+4位年月 | sc2606 |
原油 2026年6月 |
| DCE（大商所） | 小写品种+4位年月 | m2609 |
豆粕 2026年9月 |
| CZCE（郑商所） | 大写品种+3位年月 | SA605 |
纯碱 2026年5月 |
| GFEX（广期所） | 小写品种+4位年月 | si2606 |
工业硅 2026年6月 |
CZCE 特殊规则：郑商所合约不带世纪位。如 2026年5月纯碱是
SA605（不是SA2605）。
10. CTP 交易时段¶
SimNow 环境¶
| 环境 | 服务时间 |
|---|---|
| 第一套（交易时段） | 与实际生产环境一致（见下方） |
| 第二套（7×24） | 交易日 16:00～次日 09:00；非交易日 16:00～次日 12:00 |
期货交易时段¶
| 时段 | 时间 | 品种 |
|---|---|---|
| 夜盘 | 21:00 - 23:00 | 大部分商品期货 |
| 夜盘延长 | 21:00 - 01:00 | 铜、铝等有色金属 |
| 夜盘延长 | 21:00 - 02:30 | 黄金、白银、原油 |
| 上午第一节 | 09:00 - 10:15 | 所有品种 |
| 上午第二节 | 10:30 - 11:30 | 所有品种 |
| 下午 | 13:30 - 15:00 | 所有品种 |
| 股指期货 | 09:30 - 11:30, 13:00 - 15:00 | IF, IH, IC, IM |
| 国债期货 | 09:30 - 11:30, 13:00 - 15:15 | T, TF, TS |
注意：周末和法定节假日不交易。SimNow 第一套环境在非交易时段不可用。