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想象，同一个策略在不同平台运行的结果，也是会不一样的。这又是一个让人伤心的问题。回头想想Tick数据的逻辑，Volume是累计成交量，Turnover是累计成交额，在CTP数据传输的UDP的模式下，数据包若掉包，那么少一条Tick数据，在接收行情后的计算上，只是会导致把成交量和成交额计算到下一个Tick时间上，对整体影响并不大。所以，关于K线数据的这个问题，想好怎么来对待它了吗？","updated":"T14:37:37.000Z","canComment":false,"commentPermission":"anyone","commentCount":16,"collapsedCount":0,"likeCount":28,"state":"published","isLiked":false,"slug":"","lastestTipjarors":[],"isTitleImageFullScreen":false,"rating":"none","titleImage":"/v2-2c9d7a8e203a67bc48b3_r.jpg","links":{"comments":"/api/posts//comments"},"reviewers":[],"topics":[{"url":"/topic/","id":"","name":"量化交易"},{"url":"/topic/","id":"","name":"程序化交易"},{"url":"/topic/","id":"","name":"宽客 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中，介绍了使用C++程序获取CTP的行情数据，这次来介绍下使用C#来获取数据。首先到 下载CTP.Solution-文件（也可以直接百度搜CTP.Solution-），解压后如下：先使用vs2015打开CTP.VS2010.sln，选择CTPMA.VS2010.Net4.0项目（具体选择哪个都可以，可以自行选择），右键点生成，在输出上会提示已生成对应的CTP.dll文件。接下来，打开DemoMktData文件夹的项目，在项目中“引用”下CTPMA.VS2008项目中右键“移除” 该引用。然后在“引用”右键添加前面CTPMA.VS2010.Net4.0项目生成的CTP.dll文件。接着修改下Program.cs中的FRONT_ADDR、BrokerID、UserID、Password和合约。由于CTP.dll选择的是CTPMA.VS2010.Net4.0项目，因此在项目中右键选择“属性”，在“应用程序”中，设定目标框架为.NET Framework 4。在\"生成\"中，目标平台选择X86。在\"生成事件\"中，将原来的生成事件代码清空（执行有问题，所以改用手动方法来加载）。然后将ThostTraderApi文件夹下的两个.dll和.lib文件复制到E:\\test\\CTP.Solution\\DemoMktData\\bin\\Debug\\下面。这样就OK了，启动项目，即接收到Tick行情。如果希望将文件保存到本地，则在OnRtnDepthMarketData函数中，写上相应的代码即可。其中在CTPMA.VS2010.Net4.0项目中，为将C++代码生成托管的CTP.dll代码，有兴趣的可以自己研究下。","state":"published","sourceUrl":"","pageCommentsCount":0,"canComment":false,"snapshotUrl":"","slug":,"publishedTime":"T00:45:42+08:00","url":"/p/","title":"小白期货CTP程序化交易开发入门（五）--C#程序获取Tick数据","summary":"在
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请问文华程序化WH3能否用上期CTP平台　[文华财经]
咨询内容：
本人现在的期货公司有JSD和CTP两个交易平台（从文华登录交易服务器可以看到），我现在用通用版WH3做程序化，现在只能登录JSD平台，我的问题是：如果向期货公司申请使用CTP交易平台，是否仍能用文华WH3自编的程序化交易？是否程序化下单更快捷可靠？是否不必考虑用什么API接口自己具备编程能力？费用上有何区别？
文华技术人员：
1、CTP权限请您联系期货公司处理
2、程序化交易使用CTP后台效果较好，可以正常进行程序化交易
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3、您使用软件就可以了，您想实现什么，您的费用指的是什么
文华客服：
用了上期CTP平台和现在的程序化交易方式是否一样，仍然用现有的文华编的程序化模型可以交易，现有的文华程序化授权用户名和密码是否不变。
网友回复：
软件功能是一样的，只是后台不一样，文华授权都不需要改变的，可以继续使用。
有思路，想编写各种指标公式，程序化交易模型，选股公式，预警公式的朋友
可联系技术人员 QQ:
&进行 有偿 编写！
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