public bool ReqQuoteInsert(CustomQuote quote, out string errMsg) { ThostFtdcInputQuoteField req = new ThostFtdcInputQuoteField(); req.BrokerID = BROKER_ID; req.InvestorID = INVESTOR_ID; req.QuoteRef = QUOTE_REF; req.InstrumentID = quote.InstrumentID; req.AskPrice = quote.AskPrice; req.BidPrice = quote.BidPrice; req.AskVolume = quote.AskVolume; req.BidVolume = quote.BidVolume; req.AskOffsetFlag = quote.AskOffsetFlag; req.BidOffsetFlag = quote.BidOffsetFlag; req.AskHedgeFlag = quote.AskHedgeFlag; req.BidHedgeFlag = quote.BidHedgeFlag; int ret = trader.ReqQuoteInsert(req, iRequestID++); errMsg = (ret == 0) ? "-" : "CTP询价回应录入失败,返回值:" + ret; return(ret == 0); }