Beginning with TWS Version 939, possible values for the HALTED tick type are:
0 = Not halted
1 = General halt (trading halt is imposed for purely regulatory reasons)
with/without volatility halt.
2 = Volatility only halt (trading halt is imposed by the exchange to protect
against extreme volatility).
类似涨跌停吧,是为了保护投资者,幅度过大时候暂停交易。
这个在股市还好,在期货市场,有些品种一连四五个涨停板,逃都没法逃,
100万进去,最后倒贴broker 500万。