protected override void OnRtnDepthMarketData(CLRCQdpFtdcDepthMarketDataField DepthMarketData) { /*if (null != ProgramTradeEvents.RtnDepthMarketDataHandler) * { * Parallel.ForEach(ProgramTradeEvents.RtnDepthMarketDataHandler.GetInvocationList(), handler => * { * (handler as EventHandler<RtnDepthMarketDataEventArgs>).BeginInvoke(this, new RtnDepthMarketDataEventArgs { DepthMarketData = DepthMarketData }, null, null); * }); * }*/ }
protected override void UdpMarketData(CLRCQdpFtdcDepthMarketDataField qmdata) { }