HFT CORE SYSTEMS

End-to-end latency attribution

Lesson 82 of 96Phase 08: Production safety and operations
Video lesson coming soon

The written objectives and hands-on lab are available now.

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Learning objectives

What you should understand

  1. Define timestamps at each processing boundary
  2. Attribute queueing, compute and transport components
  3. Avoid subtracting incomparable clock domains

Lab

Hands-on exercise

Instrument packet-to-decision-to-order latency in the simulator.

Deliverable

Evidence of completion

An end-to-end waterfall with percentile distributions per stage.

Prerequisite
EP 81

Phase 08

Production safety and operations

Full curriculum