''

def onRtnDepthMarketData(self, data):

    instrument = data['InstrumentID']
    if (instrument not in self.__instruments):
        self.__logger.error(u'\u5408\u7ea6', instrument, '\xe6\xb2\xa1\xe6\x9c\x89\xe8\xae\xa2\xe9\x98\x85')
        return
    try:
        time = data['UpdateTime']
        price = data['LastPrice']
        volume = data['Volume']
        amount = data['Turnover']
        pre_close = data['PreClosePrice']
        with self.__lock:
            df = self.__ticksDf[instrument]
            last_quotation_time = (None if (len(df) == 0) else df.ix[(len(df) - 1)].time)
            if valid_tick_data(time, pre_close, price, last_quotation_time):
                df.loc[len(df)] = [time, price, volume, amount]
            else:
                self.__logger.warn(u'\u884c\u60c5\u6570\u636e\u9519\u8bef', data)
    except Exception as e:
        self.__logger.error(e)
