c*y
2 楼
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。
【在 Y****a 的大作中提到】
: 神码意思?
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。
【在 Y****a 的大作中提到】
: 神码意思?
o*7
3 楼
期货市场停板也可以出货的,交易deep ITM option就行了。
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