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13:52 但行情还显示 13:49:58。

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起初以为是夜盘才会有,昨晚还收到了11/30 21:23的数据(但11/30并非交易日)。今天白天又观察了下, 还是会有明显的延迟(几分钟至几十分钟)。
跟广发期货技术人员咨询过,正常延迟应该在秒级。

另外,本地检查了TCP连接,和CTP交易、行情的服务器的两个TCP连接都在。

tcp        0      0 192.168.50.112:54986    183.62.252.251:42413    ESTABLISHED 518246/python       
tcp        0      0 192.168.50.112:50720    183.62.252.251:42405    ESTABLISHED 518246/python
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是实盘吗?有收盘之后关闭软件开盘再重启吗?

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仿真盘。关闭重新开,重新连接后还是一样。

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sudo tcpdump -i enp6s0 host 183.62.252.251 -qnc 100
tcpdump: verbose output suppressed, use -v[v]... for full protocol decode
listening on enp6s0, link-type EN10MB (Ethernet), snapshot length 262144 bytes
14:40:19.626434 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 51
14:40:19.666845 IP 183.62.252.251.42405 > 192.168.50.112.59204: tcp 147
14:40:19.666915 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 0

14:40:21.628652 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 30
14:40:21.669166 IP 183.62.252.251.42405 > 192.168.50.112.59204: tcp 148
14:40:21.669238 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 0

14:40:23.630790 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 51
14:40:23.671461 IP 183.62.252.251.42405 > 192.168.50.112.59204: tcp 147
14:40:23.671524 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 0

14:40:25.632004 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 30
14:40:25.672877 IP 183.62.252.251.42405 > 192.168.50.112.59204: tcp 148
14:40:25.672941 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 0

14:40:27.634300 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 51
14:40:27.675162 IP 183.62.252.251.42405 > 192.168.50.112.59204: tcp 147
14:40:27.675224 IP 192.168.50.112.59204 > 183.62.252.251.42405: tcp 0
^C
15 packets captured
15 packets received by filter
0 packets dropped by kernel

抓包显示TCP连接有数据推送,而且符合行情订阅的2s周期。

另一个关键的点是:双击持仓信息时,日志显示订阅行情,行情数据会马上更新:

2025-12-03 14:38:44.978 - [518686] - INFO - vnpy.trader.engine:332 - 订阅行情 -> CTP:SubscribeRequest(symbol='fu2601', exchange=<Exchange.SHFE: 'SHFE'>)
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我在 .on_bar 里加了一个 print,确实几乎没有收到任何 minute 数据

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22:28:20.679420 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:28:20.767305 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0
22:28:35.683241 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:28:35.735050 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0
22:28:50.686425 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:28:50.749213 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0
22:29:05.687160 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:29:05.737944 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0
22:29:10.514283 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 6
22:29:10.514355 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 0
22:29:20.689102 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:29:20.740670 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0
22:29:35.689450 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:29:35.947329 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:29:35.998103 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0
22:29:50.691612 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:29:50.740366 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0
22:30:03.604158 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 6
22:30:03.604238 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 0
22:30:05.693719 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:30:05.744481 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0
22:30:20.694283 IP 192.168.50.112.56270 > 183.62.252.251.42413: tcp 6
22:30:20.746247 IP 183.62.252.251.42413 > 192.168.50.112.56270: tcp 0

更新下,行情订阅改成60s后,抓包观察,似乎没有抓到定时推送,这个每15s的包看起来像是心跳包(对CTP还不熟)。
会不会是CTP版本问题?广发仿真交易系统版本是6.7.10_P2

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感觉问题还是出在CTP适配上,用SIMMON的CTP接口行情订阅完全没有问题。

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破案了,是期货公司仿真柜台成交量太低,没有成交就没有行情推送导致的。CTP适配没有问题。

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