From 2322406a931926e186afc7a0b23dd199c66681a3 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Thu, 19 Sep 2019 16:07:32 +0800
Subject: [PATCH] [Fix] only subscribe if contract data found

---
 vnpy/app/spread_trading/engine.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/vnpy/app/spread_trading/engine.py b/vnpy/app/spread_trading/engine.py
index 87310395..837d299e 100644
--- a/vnpy/app/spread_trading/engine.py
+++ b/vnpy/app/spread_trading/engine.py
@@ -221,11 +221,12 @@ class SpreadDataEngine:
 
             # Subscribe market data
             contract = self.main_engine.get_contract(vt_symbol)
-            req = SubscribeRequest(
-                contract.symbol,
-                contract.exchange
-            )
-            self.main_engine.subscribe(req, contract.gateway_name)
+            if contract:
+                req = SubscribeRequest(
+                    contract.symbol,
+                    contract.exchange
+                )
+                self.main_engine.subscribe(req, contract.gateway_name)
 
         return leg