主题：[求助] 询问一些关于历史数据的问题

请问应该怎么做呢？我想转个股票的到excel里面分析。

或者c/c++什么的有范本么？谢谢！

太感谢了！就是这个！

另外还有个问题，我怎样保证数据来了之后只传一次呢？详细情况另一个帖子里有。

 

另外还有就是我发现分笔数据中，有时候不全，有时候全是0，只是在委卖委买的期货里，

但是我很清楚的记得前天图表里绝对有委卖，委买的情况实时显示。

所以请问这到底是怎么回事儿啊，如果我vba引用，会不会出问题阿，谢谢！

http://www.weistock.com/bbs/dispbbs.asp?BoardID=5&replyID=375&ID=106&skin=1

第二个问题已经完全解决了，我这才知道现在金字塔这样的处理分笔的方法是多么先进！希望这个以后也不会改变。谢谢！

 

另外，请问，ReportNotify我如何设定为k线完成触发，而不是完全的行情触发呢？

bars,time

8852,38716.06
8852,38716.36
8853,38716.59
8853,38716.98
8854,38717.19
8854,38717.41
8855,38717.67
8856,38718.05
8856,38718.38
8857,38718.66
8857,38718.98
8858,38719.17
8858,38719.38
8859,38719.61
8860,38720.05
8860,38720.39
8861,38720.64
8862,38721.08

我想让一个bar完成再触发，非常感谢！

非常感谢！不过，还有一小小点疑惑：ReportNotify定义为盘口数据发生改变即触发。可是期货数据是一秒两次吧，那么盘口数据怎么改变的呢？

还是说是双行情系统的关系，或者一部分数据在解压，更新了bar，所以触发一次，然后剩下的数据也解析，又更新了bar，所以又触发了一次。

会不会出现bar数变了，可是实际盘口数据还没补充完毕的情况？

另外，ReportNotify的触发的刷新是定时的，如上面看到的一秒四次左右，还是数据到达第一时间触发，有一个触发延时呢？

太感谢老师了。

另外期货数据是一秒两次，那么盘口数据怎么改变的呢？

还是说是双行情系统的关系，或者一部分数据在解压，更新了bar，所以触发一次，然后剩下的数据也解析，又更新了bar，所以又触发了一次。

会不会出现bar数变了，可是实际盘口数据还没补充完毕的情况？

 

因为我的理解是，如果没有新数据过来，按理应该是不变，不触发的，但是它触发了，说明有新数据过来。可是期货行情是一秒两次，只应该触发两次而已。所以有可能还有其他数据源，或者是像我想象的，解数据包没解完全，部分更新导致的触发？

 

刚才我用ReportNotify触发输出了实时数据，包括ReportData和minutedata，然后发现，其实数据并没有更新，请查看以下部分结果。

第一列都是minutedata.count即bar数

 

4239,34776.68,4786,1193276,823694,4786,400,4785,8,1,3.936574E+10,34776.68
4240,34776.7,4785,1193278,823712,4785,74,4784,204,0,3.93666E+10,34776.7
4240,34776.93,4785,1193278,823712,4785,74,4784,204,0,3.93666E+10,34776.93
4241,34777.21,4785,1193276,823746,4785,69,4784,204,1,3.936823E+10,34777.21
4241,34777.75,4785,1193276,823746,4785,69,4784,204,1,3.936823E+10,34777.75
4241,34777.82,4785,1193276,823746,4785,69,4784,204,1,3.936823E+10,34777.82
4241,34778.15,4785,1193276,823746,4785,69,4784,204,1,3.936823E+10,34778.15
4242,34778.68,4785,1193276,823768,4785,63,4784,376,1,3.936928E+10,34778.68
4242,34778.96,4785,1193276,823768,4785,63,4784,376,1,3.936928E+10,34778.96
4242,34779.2,4785,1193276,823768,4785,63,4784,376,1,3.936928E+10,34779.2
4242,34779.46,4785,1193276,823768,4785,63,4784,376,1,3.936928E+10,34779.46
4243,34779.73,4785,1193216,823830,4785,33,4784,375,1,3.937225E+10,34779.73
4243,34780.03,4785,1193216,823830,4785,33,4784,375,1,3.937225E+10,34780.03
4243,34780.25,4785,1193216,823830,4785,33,4784,375,1,3.937225E+10,34780.25
4244,34780.67,4786,1193222,823898,4786,473,4785,467,1,3.93755E+10,34780.67

上面是单独minutedata的结果，虽然触发多次，但是除了我自己设定的timer，根本没有变化和新数据。下面是reportdata和minutedata一起：

6600,2010-11-9 上午 10:07:31,4709,4730,4730,4679,4720,4804,4710,4791,989444,4.730116E+10,6601,0,4791,133,4792,423,4,192512,509336,480004,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295343E+10,313098,684478,3553,3047,5261,4778,0,1463,1447,3690,1.10772E+10,1.339724E+10,2.267344E+10,0,0,4791,1198552,989444,4792,423,4791,133,0,4.730116E+10,36451.65,36451.65
6600,2010-11-9 上午 10:07:31,4709,4730,4730,4679,4720,4804,4710,4791,989444,4.730116E+10,6601,0,4791,133,4792,423,4,192512,509336,480004,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295343E+10,313098,684478,3553,3047,5261,4778,0,1463,1447,3690,1.10772E+10,1.339724E+10,2.267344E+10,0,0,4791,1198552,989444,4792,423,4791,133,0,4.730116E+10,36452.05,36452.05
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,121,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.35,36452.35
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,121,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.62,36452.62
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,130,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.88,36452.88
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,130,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36453.13,36453.13
6602,2010-11-9 上午 10:07:33,4709,4730,4730,4679,4720,4804,4710,4792,989476,4.730269E+10,6603,0,4791,143,4792,420,6,286720,509342,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434303E+10,2.295468E+10,313104,684478,3554,3048,5262,4780,1,1464,1447,3691,1.107748E+10,1.339724E+10,2.267468E+10,0,1,4792,1198548,989476,4792,420,4791,143,1,4.730269E+10,36453.2,36453.21
6602,2010-11-9 上午 10:07:33,4709,4730,4730,4679,4720,4804,4710,4792,989476,4.730269E+10,6603,0,4791,145,4792,420,6,286720,509342,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434303E+10,2.295468E+10,313104,684478,3554,3048,5262,4780,1,1464,1447,3691,1.107748E+10,1.339724E+10,2.267468E+10,0,1,4792,1198548,989476,4792,420,4791,143,1,4.730269E+10,36453.6,36453.6
6602,2010-11-9 上午 10:07:33,4709,4730,4730,4679,4720,4804,4710,4792,989476,4.730269E+10,6603,0,4791,143,4792,420,6,286720,509342,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434303E+10,2.295468E+10,313104,684478,3554,3048,5262,4780,1,1464,1447,3691,1.107748E+10,1.339724E+10,2.267468E+10,0,1,4792,1198548,989476,4792,420,4791,143,1,4.730269E+10,36453.9,36453.9
6602,2010-11-9 上午 10:07:33,4709,4730,4730,4679,4720,4804,4710,4792,989476,4.730269E+10,6603,0,4791,145,4792,420,6,286720,509342,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434303E+10,2.295468E+10,313104,684478,3554,3048,5262,4780,1,1464,1447,3691,1.107748E+10,1.339724E+10,2.267468E+10,0,1,4792,1198548,989476,4792,420,4791,143,1,4.730269E+10,36453.91,36453.91
6603,2010-11-9 上午 10:07:34,4709,4730,4730,4679,4720,4804,4710,4792,989534,4.730547E+10,6604,0,4791,146,4792,391,58,2781184,509400,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434582E+10,2.295468E+10,313104,684478,3555,3048,5263,4780,1,1464,1447,3692,1.107748E+10,1.339724E+10,2.267746E+10,0,1,4792,1198546,989534,4792,391,4791,146,1,4.730547E+10,36454.21,36454.21
6604,2010-11-9 上午 10:07:34,4709,4730,4730,4679,4720,4804,4710,4792,989536,4.730557E+10,6605,0,4791,162,4792,405,2,94208,509402,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434591E+10,2.295468E+10,313104,684478,3556,3048,5264,4780,1,1464,1447,3693,1.107748E+10,1.339724E+10,2.267756E+10,0,1,4792,1198546,989536,4792,405,4791,162,1,4.730557E+10,36454.62,36454.62
6604,2010-11-9 上午 10:07:34,4709,4730,4730,4679,4720,4804,4710,4792,989536,4.730557E+10,6605,0,4791,162,4792,405,2,94208,509402,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434591E+10,2.295468E+10,313104,684478,3556,3048,5264,4780,1,1464,1447,3693,1.107748E+10,1.339724E+10,2.267756E+10,0,1,4792,1198546,989536,4792,405,4791,162,1,4.730557E+10,36455.02,36455.02
6605,2010-11-9 上午 10:07:35,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,214,4792,403,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36455.34,36455.34
6605,2010-11-9 上午 10:07:35,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,165,4792,403,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36455.66,36455.66
6605,2010-11-9 上午 10:07:35,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,214,4792,403,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36455.68,36455.68
6605,2010-11-9 上午 10:07:35,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,165,4792,403,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36456.13,36456.13
6605,2010-11-9 上午 10:07:36,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,166,4792,404,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36456.4,36456.4
6605,2010-11-9 上午 10:07:36,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,166,4792,404,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36456.68,36456.68
6605,2010-11-9 上午 10:07:36,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,166,4792,404,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36456.7,36456.7

可以看出，同一个bar的所有数据完全相同。如果是这样的话，显然vba调用在做重复劳动。