void OnRtnDepthMarketData(ThostFtdcDepthMarketDataField pDepthMarketData)
{
string s = string.Format("{0,-6} : UpdateTime = {1}.{2:D3}, LasPrice = {3}", pDepthMarketData.InstrumentID, pDepthMarketData.UpdateTime, pDepthMarketData.UpdateMillisec, pDepthMarketData.LastPrice);
Debug.WriteLine(s);
Console.WriteLine(s);
}