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Quote Freshness
Q: What is quote freshness? A: Quote freshness measures how recent an odds quote is, and helps filter stale prices that may create false arbitrage signals.
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Quote Freshness
Q: What is quote freshness?
A: Quote freshness is a key data quality metric in live arbitrage.
It asks:
Is this odds quote still recent enough to use?
Arbitrage opportunities often disappear quickly. A high price from a few minutes ago may already be adjusted, limited, or closed.
Quote age can be written as:
\[ \text{quote_age_seconds}=\text{current time}-\text{quote_timestamp} \]
Example:
| Quote time | Current time | Quote age |
|---|---|---|
| 12:00:05 | 12:00:20 | 15 seconds |
| 11:57:00 | 12:00:20 | 200 seconds |
If the strategy allows a maximum age of 60 seconds, the first quote can enter calculation and the second should be filtered.
Freshness filtering is not about improving theoretical return. It is about reducing false signals.