Is it OK to leave OBD2 reader under the hood while driving

[MikeJM]

Sorry, I didn't find a better category to place this question.Anyway, I have a 2000 W202, C240. Unfortunately, unlike America, in Europe it was not a standard to have OBD2 port in cars built after 96, so mine doesn't have it either. What I have is a 38 pin diagnostic port under the hood. I've bought a 38 pin to 16 pin adapter so that I can connect to my WIFI OBD2 reader. I have purchased DashCommand app that really does a great job. But lots of features like average fuel consumption are only available while driving. I was wondering if it's OK to leave the OBD2 reader connected to the diagnostic port while I'm driving? Can it harm the system somehow?By system I mean the car.