As of today(it was probably most of the time, but the word is out) Amasty Product Feed for Magento is vulnerable to local file disclosure.
More information on this can be found on https://gist.github.com/JeroenBoersma/87b7c996f66b96b2a24d8977b1b165ac
Amasty already supplied a valid patch on this matter, contact them if you need the latest version of the module.
You can also check your sites on Magereport.com. This is the preferred way.
But still feel free to use this check on your site!