Connections that die without telling anyone

[Fairman]

Connections that die without telling anyone

A network connection can fail silently. The cable remains plugged in, the platform shows a green status, and no data flows. The path has broken somewhere between the trader and the broker, and neither end knows yet.

This is the half-open connection. The operating system keeps the socket open until a timeout expires, which can be minutes. During that time, prices on the screen are frozen and orders go nowhere.

Platforms mitigate it with heartbeats: regular small messages that confirm the link is alive. If none arrive within a set time, the platform declares a disconnect and reconnects. The interval varies, and a long one means a long blind period.

A scalper can add a safeguard: a script or indicator that tracks the time since the last tick and flashes a warning when it exceeds a few seconds on a liquid pair.

A manual check is the clock. On a major pair during busy hours, a feed that hasn't ticked in five seconds is suspect.

The danger is trading on a frozen price. An order sent into a dead connection may sit in a buffer and fire when the link returns, at a price that has moved a long way.

What's the longest silent freeze seen on a live feed, and how was it noticed?

[Amanhasnoname]

The worst one I have had was about forty seconds on EURUSD during the London morning, and the platform still showed the connection as fine. I only noticed because my trade was not moving at all while the economic news headlines in another window were clearly describing a move. When the feed came back, price was a long way from where I thought it was.

After that I added a small indicator that writes the seconds since the last tick in the corner of the chart and turns the text red after four seconds. On a major in busy hours it almost never goes above two, so red is a very obvious warning, and I have caught two smaller freezes with it since.

The other habit I picked up is keeping a second price source open, a simple web chart from a different provider. If my terminal and that chart disagree by more than a pip or so, I do not send anything until I understand why. It costs nothing and it has saved me at least one bad entry.