All books

Professional

Apps About Coach Log in Start reading

Quantitative Finance · Glossary

What is Instrumentation point, latency attribution?

Also known as: instrumentation point · latency attribution

Definition 26.1 Low-Latency Software · Chapter 26 — Build: Tick-to-Trade, Measured

An instrumentation point is a place in a path where the time is read and recorded with the identity of the message passing it. Latency attribution divides a message’s end-to-end latency into the intervals between consecutive instrumentation points, so that each part is charged to the stage that spent it.

Read in context →