Horstman Economy 7 quartz maxistore?

I have just had my latest electricity bill, which seems a bit steep, and I have also recently noticed that the "off peak" neon light on my economy 7 is on 24/7, I can't say that I have noticed that before, Is it meant to be lit all the time, or only when its heating the water in the cylinder? Also, if I have been having on my hot water on 24/7, have I got a case to tell Scottish Gas? Is it an issue for them?