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Maintenance windows are announced, scheduled, and easy to ignore. The risk isn't the maintenance itself. It's being unable to act if the market moves while the platform is unavailable or behaving strangely.

What can go wrong:
- Stops and targets may not trigger during maintenance on some brokers.
- After maintenance, prices may jump to where the market moved, triggering stops at poor prices.
- Pending orders might fill at the first available price after restart.
- Platforms may reconnect slowly, leaving you unable to see positions.

A conservative rule: flat 30 minutes before any announced maintenance, pending orders cancelled, no new trades until 30 minutes after the stated end time.

Most maintenance happens over weekends, when scalpers are flat anyway. The rule matters for the occasional weekday window, often late evening UK time.

It's a small habit with no downside apart from missing a few minutes of thin trading.

Do you have a standard approach to maintenance windows?

A common belief is that brokers widen spreads before big releases to squeeze traders. It is a tidy story, and it is only partly true.

The first source is upstream. Liquidity providers and market makers widen their own quotes in the minutes before a number because they do not want to be the other side of a trade at a stale price when the release lands. Their risk gets bigger, so they charge more for it. That widening shows up even on feeds that have nothing to do with a retail broker's markup, which is why raw-spread accounts balloon too.

The second source is the broker, and this one does vary. Some pass the provider spread through with a fixed markup, so the widening is just inherited. Others add their own buffer on top around scheduled events. That part is a policy choice, and it is not always documented clearly.

What the myth gets wrong is the timing and the shape. Widening often starts well before the minute people expect, builds in steps, and sometimes the very tightest spreads of the whole morning appear a few minutes earlier, when everyone is waiting. So the calm stretch before a release is not a safe zone either.

It also gets wrong the idea that nothing can be learned from it. Pairs and events differ, and watching the spread at fixed offsets before a release shows how early a particular broker's feed starts to move.

Has anyone logged how many minutes before NFP or CPI the spread starts to climb on their feed, and does it match what other brokers show?