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中国金融期货交易所技术文档行情客户端应用程序接口行情客户端应用程序接口版权所有©中国金融期货交易所第I页中国金融期货交易所技术文档行情客户端应用程序接口2006年10月19日文件版本号修正日期备注V1.012007-03-28首次发布V1.022009-08-07修改示例程序，添加Join等待目录第1章介绍..........................................................................................................................1第2章体系结构..................................................................................................................12.1通讯模式..................................................................................................................12.2数据流......................................................................................................................2第3章运行模式..................................................................................................................13.1工作线程..................................................................................................................13.2本地文件..................................................................................................................1第4章开发接口..................................................................................................................14.1CFfexFtdcMduserSpi接口.......................................................................................14.1.1OnFrontConnected方法...................................................................................14.1.2OnFrontDisconnected方法..............................................................................14.1.3OnHeartBeatWarning方法...............................................................................24.1.4OnRspUserLogin方法......................................................................................24.1.5OnRspUserLogout方法....................................................................................34.1.6OnRtnDepthMarketData方法..........................................................................44.1.7OnRspError方法..............................................................................................64.2CFfexFtdcMduserApi接口.......................................................................................74.2.1CreateFtdcMduserApi方法..............................................................................74.2.2Release方法.....................................................................................................74.2.3Init方法............................................................................................................84.2.4Join方法...........................................................................................................84.2.5GetTradingDay方法.........................................................................................84.2.6RegisterSpi方法...............................................................................................84.2.7RegisterFront方法............................................................................................94.2.8SubscribeMarketDataTopic方法......................................................................94.2.9ReqUserLogin方法..........................................................................................94.2.10ReqUserLogout方法....................