senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[Fix] only subscribe if contract data found

Browse Source
This commit is contained in:
vn.py 2019-09-19 16:07:32 +08:00
parent 5e8a648874
commit 2322406a93
1 changed files with 6 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
vnpy/app/spread_trading/engine.py
View File

@ -221,6 +221,7 @@ class SpreadDataEngine:
# Subscribe market data # Subscribe market data
contract = self.main_engine.get_contract(vt_symbol) contract = self.main_engine.get_contract(vt_symbol)
if contract:
req = SubscribeRequest( req = SubscribeRequest(
contract.symbol, contract.symbol,
contract.exchange contract.exchange