What is claimed is:1. An e-beam apparatus comprising:an electron optics system configured to project an e-beam onto an object,an object table to hold the object,a positioning device configured to move the object table relative to the electron optics system, the positioning device comprising a short stroke stage configured to move the object table relative to the electron optics system and a long stroke stage configured to move the short stroke stage relative to the electron optics system, anda first magnetic shield to shield the electron optics system from a magnetic disturbance generated by the positioning device, the first magnetic shield having a plurality of through holes,wherein the object table is mounted to the positioning device by a plurality of connecting structures extending through the plurality of through holes of the first magnetic shield.2. The e-beam apparatus according to claim 1, wherein the positioning device further comprises a magnetic actuator.3. The e-beam apparatus according to claim 2, wherein the magnetic actuator is configured to move the object table.4. The e-beam apparatus according to claim 2, further comprising a third magnetic shield comprising a local magnetic shield configured to substantially envelop the magnetic actuator by a magnetically shielding material.5. The e-beam apparatus according to claim 4, wherein the first magnetic shield further comprises a movable magnetic shield which is connected to a part to be moved by the positioning device.6. The e-beam apparatus according to claim 4, wherein an opening is provided in the local magnetic shield.7. The e-beam apparatus according to claim 1, wherein the first magnetic shield comprises a movable magnetic shield which is connected to a part to be moved by the positioning device.8. The e-beam apparatus according to claim 7, wherein the movable magnetic shield is connected to the long stroke stage or a part to be moved by the long stroke stage.9. The e-beam apparatus according to claim 7, comprising the magnetic actuator, wherein the movable magnetic shield is configured to at least partially shield a magnetic disturbance generated by the magnetic actuator.10. The e-beam apparatus according to claim 7, wherein a length of the movable magnetic shield extends along at least a field of view of the electron optics system and a range of movement of the positioning device.11. The e-beam apparatus according to claim 1, further comprising a second magnetic shield comprising a static magnetic shield that is static relative to the electron optics system.12. The e-beam apparatus according to claim 11, wherein a length of the static magnetic shield extends along at least a field of view of the electron optics system.13. The e-beam apparatus according to claim 11, wherein the static magnetic shield is provided with a through hole, a propagation path of the e-beam passing through the through hole.14. The e-beam apparatus according to claim 11, wherein the first magnetic shield comprises a movable magnetic shield which is connected to a part to be moved by the positioning device.15. The e-beam apparatus according to claim 1, wherein the first magnetic shield further acts as a thermal shield or acts as a particle barrier.16. The e-beam apparatus according to claim 1, wherein the e-beam apparatus comprises a high voltage plate, and wherein the first magnetic shield is combined with the high voltage plate.17. The e-beam apparatus according to claim 1, further comprising a gravity compensator to at least partly compensate a gravity force on at least one of the object table and a part of the positioning device, the gravity compensator being a non-magnetic gravity compensator or a magnetic gravity compensator shielded by the first magnetic shield.18. The e-beam apparatus according to claim 1, further comprising a position sensor to measure a relative distance between the short stroke stage and the long stroke stage, or between the short stroke stage and the object table, the position sensor being a non-magnetic position sensor or a magnetic position sensor shielded by the first magnetic shield.19. The e-beam apparatus according to claim 1, wherein the e-beam apparatus is a scanning electron microscope, an electron beam direct writer, an electron beam projection lithography apparatus, an electron beam inspection apparatus, an electron beam defect verification apparatus, or an electron beam metrology apparatus.20. An e-beam apparatus comprising:an electron optics system configured to project an e-beam onto an object;an object table to hold the object;a positioning device configured to move the object table relative to the electron optics system, the positioning device comprising:a short stroke stage configured to move the object table relative to the electron optics system, anda long stroke stage configured to move the short stroke stage relative to the electron optics system;a movable magnetic shield connected to a part to be moved by the positioning device and having a plurality of through holes, wherein the object table is mounted to the positioning device by a plurality of connecting structures extending through a plurality of through holes in the movable magnetic shield; anda static magnetic shield that is static relative to the electron optics system, wherein the static magnetic shield is provided with a hole, a propagation path of the e-beam passing through the hole.