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CTP加入期权标的物
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QuantBox_CTP_Trade/TraderApi.cpp

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@@ -1183,6 +1183,7 @@ void CTraderApi::OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CTho
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pField->ExpireDate = GetDate(pInstrument->ExpireDate);
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pField->OptionsType = TThostFtdcOptionsTypeType_2_PutCall(pInstrument->OptionsType);
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pField->StrikePrice = pInstrument->StrikePrice < DBL_EPSILON ? 0 : pInstrument->StrikePrice;
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strcpy(pField->UnderlyingInstrID, pInstrument->UnderlyingInstrID);
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m_msgQueue->Input_NoCopy(ResponeType::OnRspQryInstrument, m_msgQueue, m_pClass, bIsLast, 0, pField, sizeof(InstrumentField), nullptr, 0, nullptr, 0);
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}

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