Stale prices at the end of the week
Late on Friday, some brokers' feeds slow down. Quotes arrive less often. A price shown on the screen may be several seconds old.
The danger is entering on a stale quote. The order goes out at the displayed price, but the real market has moved. The fill comes back worse, or a requote appears.
The chart looks normal. There is nothing to warn that the feed is lagging.
Comparing the broker's feed with an independent source during Friday evening reveals the delay. A few seconds of lag is common on some brokers.
Avoiding trading in the last hours of the week removes the problem. For those who like trading then, knowing the lag helps adjust expectations.
The staleness can also be one-sided. The bid may update while the ask lags, producing odd spreads that look tight on screen and are not tradeable. Any time the spread shows an unusually low value late on Friday, treating it as suspicious rather than generous is the safer reading.
How stale does the broker's feed get late on Friday, compared with an independent source?
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Stale prices at the end of the week
Stale prices at the end of the week
It’s Fairman 
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Re: Stale prices at the end of the week
Between Christmas and the New Year, the market looks sleepy. Many desks are empty, volumes drop sharply, and ranges shrink. It tempts a lot of scalpers to keep trading as normal.
The problem is that a thin market is jumpier at the micro level. A single decent order can move price several pips, and spreads at off-peak hours can be wide. Stops placed as usual end up closer to the noise relative to the liquidity.
There's also the matter of year-end flows. Funding pressures, portfolio adjustments, and tax-related moves can produce sudden bursts of activity in an otherwise empty market. Those bursts hit when nobody is around to provide an offsetting bid or offer.
A few scalpers do well in this period by trading only the clearest setups with reduced size. Others find the whole stretch unprofitable and take time off.
Checking last year's results for the final week of December against the rest of the year gives a more honest picture than any seasonal rule of thumb.
Brokers also change behavior in this period. Some reduce maximum order sizes, widen markups, or alter margin requirements. A few suspend certain account types on the holiday itself. The terms are usually posted on the broker's site a week ahead, and reading them avoids the surprise of an order rejected on December 25th with no explanation.
How did the last week of December look in the trade log compared with the usual weeks?
The problem is that a thin market is jumpier at the micro level. A single decent order can move price several pips, and spreads at off-peak hours can be wide. Stops placed as usual end up closer to the noise relative to the liquidity.
There's also the matter of year-end flows. Funding pressures, portfolio adjustments, and tax-related moves can produce sudden bursts of activity in an otherwise empty market. Those bursts hit when nobody is around to provide an offsetting bid or offer.
A few scalpers do well in this period by trading only the clearest setups with reduced size. Others find the whole stretch unprofitable and take time off.
Checking last year's results for the final week of December against the rest of the year gives a more honest picture than any seasonal rule of thumb.
Brokers also change behavior in this period. Some reduce maximum order sizes, widen markups, or alter margin requirements. A few suspend certain account types on the holiday itself. The terms are usually posted on the broker's site a week ahead, and reading them avoids the surprise of an order rejected on December 25th with no explanation.
How did the last week of December look in the trade log compared with the usual weeks?