Spotting a stale price feed from inside an EA

[FXS Prop Desk]

i log the longest gap per hour into a csv and set the limit at about three times the worst gap from the last few weeks, not the average.

Worst gap instead of the average is the right call, rollover is exactly where an average misleads. One thing to watch with a rolling few-week window: a holiday week or one feed hiccup becomes the new worst gap and quietly loosens the limit for a month. Capping how much the limit may grow from one week to the next, or leaving out days already known to be abnormal, keeps the baseline honest. GBPUSD as the nosy neighbour works well, with one caveat. If both freeze at the same second, the problem is the connection rather than the symbol, and that is worth a different alert.

[FXS Prop Desk]

i log the longest gap per hour into a csv and set the limit at about three times the worst gap from the last few weeks, not the average.

Worst gap instead of the average is the right call, rollover is exactly where an average misleads. One thing to watch with a rolling few-week window: a holiday week or one feed hiccup becomes the new worst gap and quietly loosens the limit for a month. Capping how much the limit may grow from one week to the next, or leaving out days already known to be abnormal, keeps the baseline honest. GBPUSD as the nosy neighbour works well, with one caveat. If both freeze at the same second, the problem is the connection rather than the symbol, and that is worth a different alert.