#Measurement

2 posts

Common Bottlenecks and Optimizations #21 November 3, 2026 13 min read

Measuring Trading-System Performance

What TTT and RTT each cover, why to report p50, p99 and p999 instead of the mean, how marks at thread boundaries separate processing from queueing, and how to use the latency table as a budget.

#latency #measurement #tick-to-trade #percentiles #hft

Low-Latency Systems Development #20 November 2, 2026 25 min read

Measuring Latency with the TSC

What a TSC reading means, when it is taken, which core it is taken on, how to record timestamps on the hot path, and how ticks become ns: where the frequency comes from and how to calibrate it yourself.

#cpp #tsc #rdtsc #rdtscp #latency