I grew up in NYC, I visit there a couple times a year, and I've used rapid transit in a number of other cities -- I've ridden mass transit rail thousands of times. I can count on the toes of one elbow how many times I wished I was EDCing a telescoping fiberglass rod along with a DC voltage detector. I can't believe that I would trust such an instrument with my life if I happened to have one while evacuating from a train.

I stand by my original statement with one modification. If you're not a railroad professional, there's no equipment that you can EDC that will safely test if the third rail is live.