public override int ReqSubscribeMarketData(params string[] pInstrument)
{
int size = Marshal.SizeOf(typeof(IntPtr));
IntPtr insts = Marshal.AllocHGlobal(size * pInstrument.Length);
var tmp = insts;
for (int i = 0; i < pInstrument.Length; i++, tmp += size)
{
Marshal.StructureToPtr(Marshal.StringToHGlobalAnsi(pInstrument[i]), tmp, false);
}
return((int)_q.SubscribeMarketData(insts, pInstrument.Length));
}