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Quantitative Finance · Glossaire

Qu'est-ce que « Instrumentation point, latency attribution » ?

Aussi appelé : instrumentation point · latency attribution

Definition 26.1 Low-Latency Software · Chapitre 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.

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