Silent WebSocket Gaps Can Hide Hours of Missing Market Data Without Any Alerts

A WebSocket connection to a market data provider can remain technically open and error-free while silently missing hours of trade data, a failure mode that standard logs and health dashboards cannot detect. Because logs are event-driven, they record only what happens — not the absence of incoming data — leaving monitoring systems structurally blind to feed stalls. Distinguishing a genuinely quiet market from a dead feed requires per-symbol tracking calibrated to each instrument's normal activity level, rather than a simple connection-alive check. Engineers recommend using event-rate watchers, sequence gap detection, and synthetic canary ticks to catch stalled feeds in real time. Periodic data completeness audits — querying stored streams for unexpected gaps — serve as a complementary retrospective layer that live observability alone cannot replace.