diff --git a/pyfutures/futuresDemo.py b/pyfutures/futuresDemo.py
index 736fdd50..114642f9 100644
--- a/pyfutures/futuresDemo.py
+++ b/pyfutures/futuresDemo.py
@@ -14,22 +14,22 @@ def __init__(self, instruments, broker_id,
         self.passwd = passwd
 
     def OnRspError(self, info, RequestId, IsLast):
-        print " Error"
+        print(" Error")
         self.isErrorRspInfo(info)
 
     def isErrorRspInfo(self, info):
         if info.ErrorID !=0:
-            print "ErrorID=", info.ErrorID, ", ErrorMsg=", info.ErrorMsg
+            print("ErrorID=", info.ErrorID, ", ErrorMsg=", info.ErrorMsg)
         return info.ErrorID !=0
 
     def OnFrontDisConnected(self, reason):
-        print "onFrontDisConnected:", reason
+        print("onFrontDisConnected:", reason)
 
     def OnHeartBeatWarning(self, time):
-        print "onHeartBeatWarning", time
+        print("onHeartBeatWarning", time)
 
     def OnFrontConnected(self):
-        print "OnFrontConnected:"
+        print("OnFrontConnected:")
         self.user_login(self.broker_id, self.investor_id, self.passwd)
 
     def user_login(self, broker_id, investor_id, passwd):
@@ -39,9 +39,9 @@ def user_login(self, broker_id, investor_id, passwd):
         r=self.ReqUserLogin(req, self.requestid)
 
     def OnRspUserLogin(self, userlogin, info, rid, is_last):
-        print "OnRspUserLogin", is_last, info
+        print("OnRspUserLogin", is_last, info)
         if is_last and not self.isErrorRspInfo(info):
-            print "get today's trading day:", repr(self.GetTradingDay())
+            print("get today's trading day:", repr(self.GetTradingDay()))
             self.subscribe_market_data(self.instruments)
 
     def subscribe_market_data(self, instruments):
@@ -54,8 +54,8 @@ def subscribe_market_data(self, instruments):
     #    print "OnRspUnSubMarketData"
 
     def OnRtnDepthMarketData(self, depth_market_data):
-        print "OnRtnDepthMarketData"
-        print depth_market_data.BidPrice1,depth_market_data.BidVolume1,depth_market_data.AskPrice1,depth_market_data.AskVolume1,depth_market_data.LastPrice,depth_market_data.Volume,depth_market_data.UpdateTime,depth_market_data.UpdateMillisec,depth_market_data.InstrumentID
+        print("OnRtnDepthMarketData")
+        print(depth_market_data.BidPrice1,depth_market_data.BidVolume1,depth_market_data.AskPrice1,depth_market_data.AskVolume1,depth_market_data.LastPrice,depth_market_data.Volume,depth_market_data.UpdateTime,depth_market_data.UpdateMillisec,depth_market_data.InstrumentID)
 
 #inst=[u'al1008', u'al1009', u'al1010', u'al1011', u'al1012', u'al1101', u'al1102', u'al1103', u'al1104', u'al1105', u'al1106', u'al1107', u'au1008', u'au1009', u'au1010', u'au1011', u'au1012', u'au1101', u'au1102', u'au1103', u'au1104', u'au1105', u'au1106', u'au1107', u'cu1008', u'cu1009', u'cu1010', u'cu1011', u'cu1012', u'cu1101', u'cu1102', u'cu1103', u'cu1104', u'cu1105', u'cu1106', u'cu1107', u'fu1009', u'fu1010', u'fu1011', u'fu1012', u'fu1101', u'fu1103', u'fu1104', u'fu1105', u'fu1106', u'fu1107', u'fu1108', u'rb1008', u'rb1009', u'rb1010', u'rb1011', u'rb1012', u'rb1101', u'rb1102', u'rb1103', u'rb1104', u'rb1105', u'rb1106', u'rb1107', u'ru1008', u'ru1009', u'ru1010', u'ru1011', u'ru1101', u'ru1103', u'ru1104', u'ru1105', u'ru1106', u'ru1107', u'wr1008', u'wr1009', u'wr1010', u'wr1011', u'wr1012', u'wr1101', u'wr1102', u'wr1103', u'wr1104', u'wr1105', u'wr1106', u'wr1107', u'zn1008', u'zn1009', u'zn1010', u'zn1011', u'zn1012', u'zn1101', u'zn1102', u'zn1103', u'zn1104', u'zn1105', u'zn1106']
 inst = [u'AU0']