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)); }