From 1517117b8e50447282487025fb7aff5bdfdd22b0 Mon Sep 17 00:00:00 2001
From: chenxy123 <xiaoyou.chen@hotmail.com>
Date: Fri, 10 Mar 2017 23:24:24 +0800
Subject: [PATCH] =?UTF-8?q?=E5=9C=A8CTP=E6=8E=A5=E5=8F=A3=E5=B1=82?=
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---
 vn.trader/ctpGateway/ctpGateway.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/vn.trader/ctpGateway/ctpGateway.py b/vn.trader/ctpGateway/ctpGateway.py
index 3d07c562..b76e2ba0 100644
--- a/vn.trader/ctpGateway/ctpGateway.py
+++ b/vn.trader/ctpGateway/ctpGateway.py
@@ -338,6 +338,11 @@ class CtpMdApi(MdApi):
     #----------------------------------------------------------------------  
     def onRtnDepthMarketData(self, data):
         """行情推送"""
+        # 忽略成交量为0的无效tick数据
+        if not data['Volume']:
+            return
+        
+        # 创建对象
         tick = VtTickData()
         tick.gatewayName = self.gatewayName