while True:
message = TCoreAPI.getdata()
if message['DataType']=="REALTIME":
print("实时行情: \n",pd.DataFrame.from_dict(message['Quote'],orient='index').T) #这里只是展示用,实际应用建议不要使用dataframe转换实时数据,会影响运行效率
elif message['DataType']=="GREEKS":
print("实时GREEKS: \n",pd.DataFrame.from_dict(message['Quote'],orient='index').T)
elif message['DataType']=='ACCOUNTS':
print("账户列表更新: \n",message['Accounts'])
arrInfo = message['Accounts']
if len(arrInfo) != 0:
strAccountMask = arrInfo[0]["AccountMask"]
elif message['DataType'] == "EXECUTIONREPORT":
print("实时委托回报: \n",pd.DataFrame.from_dict(message["Report"],orient='index').T)
elif message['DataType'] == "FILLEDREPORT":
print("实时成交: \n",pd.DataFrame.from_dict(message["Report"],orient='index').T)