是否方便给出一个完整可以运行的代码.

不过从现象看应该是取到的history对象为空导致的,你可以调试一下,看看调取那个品种的数据取不到了

Sub Chashuju2()\'盘中数据检查
 today=Date()
 if Weekday(today)=1 or Weekday(today)=7 or  todaystop=1 then Exit Sub\'星期6和7不检查
 if cdate(time)>=cdate("08:59:00") and cdate(time)<=cdate("09:00:00") then \'开盘前8点59分先做一次账户检查
  Set mail = CreateObject("WWSCommon.SmtpMail")
  strcon= ""
  if order.Account2(2,"你的ctp账户")<>1 then strcon = strcon & "交易帐号未登陆" & vbCrLf
  if application.ReceiveDataStatus = 0 then strcon = strcon & "金字塔数据接收未启动" & vbCrLf
     with mail
          .SenderName = "程序化监督"
          .SenderAddress = "email@163.com"
          if strcomp(strcon,"")=0 then
           .Subject = "盘中检测已准备就绪" & cdate(date+time)
           strcon = "盘中检测已准备就绪"
          else
           .Subject = "盘中检测异常" & cdate(date+time)
          end if
      end with
      call mail.AddReceiver("139","13688888888@139.com")
      call mail.AddTextContent(strcon)
      call mail.Sender("smtp.163.com","email@163.com","123456")
      Set mail = nothing
 end if
 if cdate(time)<cdate("09:15:00") or cdate(time)>cdate("15:15:00") then exit Sub\'只在所交易的合约开盘的时间内做检查，我交易合约是股指，所以定这个时间
 dim code(6)
 dim market(6)
 dim zhouqimin(2)
 strcon= ""
 if application.ReceiveDataStatus = 0 then application.ReceiveData(1)
 Application.PeekAndPump
 if order.Account2(2,"你的ctp账户")<>1 then strcon = strcon & "交易帐号未登陆" & vbCrLf
 if application.ReceiveDataStatus = 0 then strcon = strcon & "金字塔数据接收未启动" & vbCrLf
 code(0)=Document.GetExtString("股指交易合约")
 market(0)="ZJ"

 Holding = Document.GetExtData("IFHOLDING")
 dim BuyHoding
 dim BuyTodayHoding
 dim SellHoding
 dim SellTodayHoding
 dim BuyCost
 dim SellCost
 dim PNL
 Dim UseMargin
 Result = Order.HoldingInfoByCode2(code(0),market(0),BuyHoding,BuyCost,BuyTodayHoding,SellHoding,SellCost,SellTodayHoding,PNL,UseMargin,"你的ctp登陆资金账号")
 If Result = 1 Then
  if Round(BuyHoding-SellHoding)<>Round(Holding) then
   strcon = strcon & code(0) & "持仓不同步，实际持仓" & Round(BuyHoding-SellHoding) & "手，应为" & Holding & "手" & vbCrLf
  end if
 End If

 code(1)=Document.GetExtString("股指主力合约")
 market(1)="ZJ"
 code(2)="000001"
 market(2)="SH"
 code(3)="1Z2016"
 market(3)="SH"
 code(4)="1Z2056"
 market(4)="SH"
 code(5)="000300"
 market(5)="SH"
 zhouqimin(0)=1
 zhouqimin(1)=5
 for pzindex=0 To 5 step 1
  for zhouqi = 0 to 5 step 1
   if zhouqi<2 or zhouqi>4 then
    set History = marketdata.GetHistoryData(code(pzindex),market(pzindex),zhouqi)
    Xa=today
    set mkt = marketdata.GetMarketInfo2(market(pzindex))
    if zhouqi<2 then Xa=cdate(today+mkt.opentime-cdate("1975-1-1")+cdate("00:0" & zhouqimin(zhouqi) & ":00"))
    a=History.GetPosFromDate(Xa)
    aaa=History.GetPosFromDate(cdate(today+mkt.closetime-cdate("1975-1-1")))
    copentime=cdate(mkt.opentime-cdate("1975-1-1"))
    if zhouqi<2 then Kn = mkt.TradeSeconds / 60 / zhouqimin(zhouqi)
    
    if zhouqi=5 then
     if cdate(time)>cdate(copentime) and History.Date(aaa)<>cdate(today) then strcon=strcon & code(pzindex) & " 当天日线缺失" & vbCrLf
    else
     if History.Date(a)<cdate(today) then aa=aaa-a else aa=aaa-a+1
     mins = DateDiff("n",cdate(copentime),cdate(time))
     if mins>-1 and (cdate(time)<cdate("11:30:00") or cdate(time)>cdate("13:00:00")) then\'中午休市时不检查
      if cdate(time)<cdate("11:30:00") then
       mins = mins \\ zhouqimin(zhouqi)+1
      elseif cdate(time)>cdate("13:00:00") then
       mins = mins \\ zhouqimin(zhouqi)+1-90 \\ zhouqimin(zhouqi)
      end if
      if mins<>aa and aa<Kn then
       strcon=strcon & code(pzindex) & " 当天" & zhouqimin(zhouqi) & "分钟K线数目前为" & aa & ",应为" & mins & vbCrLf
      elseif aa>Kn then
       strcon=strcon & code(pzindex) & " 当天" & zhouqimin(zhouqi) & "分钟K线数目前为" & aa & ",应为" & Kn & vbCrLf
      end if
     end if
    end if
   end if
  next
 next
 
 secs = 100
 for i=0 to SigCount-1 step 1
  if states(i)=1 and (cdate(time)<cdate("11:30:00") or cdate(time)>cdate("13:00:00")) then\'进对已加载的公式检查状态，中午休市不检查
   secs = DateDiff("s",cdate(newtime(i)),cdate(time))
   if cdate(time)>cdate("09:31:00") and secs>60 then \'由于我的所有公式均是1分钟调用一次VBA函数READSIG，所以公式最近一次运行时间应该在60秒内，如果你的公式是5分钟的，那么这个时间要加大
    strcon = strcon & "策略" & i & "已超过" & secs & "秒没有执行" & vbCrLf
   end if
  end if
 next
 
 if strcomp(strcon,"")=0 then
  errorcount=0
  if (cdate(time)<cdate("09:16:05") or (cdate(time)>cdate("13:00:00") and cdate(time)<cdate("13:01:05"))) and secs<120 then

\'固定在上午和下午开盘后的第一次检查时发邮件通知，即使是一切正常时
   Set mail = CreateObject("WWSCommon.SmtpMail")
      with mail
           .SenderName = "程序化监督"
           .SenderAddress = "email@163.com"
           .Subject = "公式已开始运行" & cdate(date+time)
       end with
       call mail.AddReceiver("139","13688888888@139.com")
       call mail.AddTextContent("公式已开始运行")
       call mail.Sender("smtp.163.com","email@163.com","123456")
       Set mail = nothing
  end if
 else
  errorcount=errorcount+1
  if errorcount<3 or errorcount=5 then\'连续异常时，会有第1、第2、第5次通知；如果出现异常后，又恢复正常，异常通知次数会重新计算
   Set mail = CreateObject("WWSCommon.SmtpMail")
      with mail
           .SenderName = "程序化监督"
           .SenderAddress = "email@163.com"
           .Subject = "盘中异常通知第" & errorcount & "次 " & cdate(date+time)
       end with
       call mail.AddReceiver("139","13688888888@139.com")
       call mail.AddTextContent(strcon)
       call mail.Sender("smtp.163.com","email@163.com","123456")
       Set mail = nothing
      end if
    end if
End Sub

or pzindex=0 To 5 step 1
  for zhouqi = 0 to 5 step 1
   if zhouqi<2 or zhouqi>4 then
    Application.MsgOut code(pzindex) & "--" & market(pzindex)
    set History = marketdata.GetHistoryData(code(pzindex),market(pzindex),zhouqi)
    Xa=today

建议你多学习一下调试方法吧, 将code数组打印输出一下你就能看到, 是因为你没有读取到品种代码引起的History 为空导致的