After opening with VS2015, click testMdApi.cpp, change the INVESTOR_ID and PASSWORK to the second point, and then you can receive the data.

上期所CTP-Api之C++行情Demo版
上期所CTP-Api之C++行情Demo版\.vs
上期所CTP-Api之C++行情Demo版\.vs\testMdUserApi
上期所CTP-Api之C++行情Demo版\.vs\testMdUserApi\v14
上期所CTP-Api之C++行情Demo版\.vs\testMdUserApi\v14\.suo
上期所CTP-Api之C++行情Demo版\Bin
上期所CTP-Api之C++行情Demo版\Bin\DialogRsp.con
上期所CTP-Api之C++行情Demo版\Bin\QueryRsp.con
上期所CTP-Api之C++行情Demo版\Bin\TradingDay.con
上期所CTP-Api之C++行情Demo版\Bin\thostmduserapi.dll
上期所CTP-Api之C++行情Demo版\Bin\thosttraderapi.dll
上期所CTP-Api之C++行情Demo版\Debug
上期所CTP-Api之C++行情Demo版\Debug\BuildLog.htm
上期所CTP-Api之C++行情Demo版\Debug\testMdUserApi.Build.CppClean.log
上期所CTP-Api之C++行情Demo版\Debug\testMdUserApi.log
上期所CTP-Api之C++行情Demo版\Debug\testMdUserApi.tlog
上期所CTP-Api之C++行情Demo版\DialogRsp.con
上期所CTP-Api之C++行情Demo版\MdSpi.cpp
上期所CTP-Api之C++行情Demo版\MdSpi.h
上期所CTP-Api之C++行情Demo版\QueryRsp.con
上期所CTP-Api之C++行情Demo版\ReadMe.txt
上期所CTP-Api之C++行情Demo版\ThostTraderApi
上期所CTP-Api之C++行情Demo版\ThostTraderApi\ThostFtdcMdApi.h
上期所CTP-Api之C++行情Demo版\ThostTraderApi\ThostFtdcUserApiDataType.h
上期所CTP-Api之C++行情Demo版\ThostTraderApi\ThostFtdcUserApiStruct.h
上期所CTP-Api之C++行情Demo版\ThostTraderApi\thostmduserapi.dll
上期所CTP-Api之C++行情Demo版\ThostTraderApi\thostmduserapi.lib
上期所CTP-Api之C++行情Demo版\ThostTraderApi\thosttraderapi.dll
上期所CTP-Api之C++行情Demo版\TradingDay.con
上期所CTP-Api之C++行情Demo版\stdafx.cpp
上期所CTP-Api之C++行情Demo版\stdafx.h
上期所CTP-Api之C++行情Demo版\testMdApi.cpp
上期所CTP-Api之C++行情Demo版\testMdUserApi.sln
上期所CTP-Api之C++行情Demo版\testMdUserApi.vcproj
上期所CTP-Api之C++行情Demo版\testMdUserApi.vcproj.TANWENHONG.Administrator.user
上期所CTP-Api之C++行情Demo版\testMdUserApi.vcxproj
上期所CTP-Api之C++行情Demo版\testMdUserApi.vcxproj.filters

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