diff --git a/vnpy/trader/gateway/ctpGateway/ctpGateway.py b/vnpy/trader/gateway/ctpGateway/ctpGateway.py index 49f6f518..c7cd21bf 100644 --- a/vnpy/trader/gateway/ctpGateway/ctpGateway.py +++ b/vnpy/trader/gateway/ctpGateway/ctpGateway.py @@ -413,7 +413,7 @@ class CtpMdApi(MdApi): tick.tradingDay = data['TradingDay'] # 先根据交易日期,生成时间 - tick.datetime = datetime.strptime(tick.date + ' ' + tick.time, '%Y-%m-%d %H:%M:%S') + tick.datetime = datetime.strptime(tick.date + ' ' + tick.time, '%Y%m%d %H:%M:%S.%f') # 修正时间 if tick.datetime.hour >= 20: if tick.datetime.isoweekday() == 1: