void OnRspQryExchange(ThostFtdcExchangeField pExchange, ThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast) { DebugPrintFunc(new StackTrace()); if (bIsLast && !IsErrorRspInfo(pRspInfo)) { //请求查询行情 ReqQryDepthMarketData(); } }