Hi Team,
We are using RFA C++ 8.x OMM Consumer and are investigating end-to-end market data latency.
From the RFA Developer Guide, I noticed references to Event Queue Statistics and a statement that an application can determine how long an event has been in RFA. This suggests that RFA may be tracking when an event enters an internal queue before it is dispatched to the application.
I would like to understand:
- Does RFA record a timestamp when an incoming market data message/event is enqueued internally by RFA?
- Is there an API on
OMMItemEvent, Event, or another object that exposes:- event arrival time,
- enqueue time,
- queue residence time, or
- event age within RFA?
- Is this information available only when using an EventQueue with Statistics, or for all events?
- Is the reported time measured from:
- network arrival into the RFA adapter,
- insertion into the internal response/event queue,
- or some other point in the processing pipeline?
- If available, could you provide the relevant API/method names and a small code snippet demonstrating how to retrieve this information?
Our goal is to measure the latency contribution of the RFA layer itself and distinguish:
- network/provider latency,
- RFA internal queueing latency,
- application processing latency.
Any guidance would be appreciated.
Thanks.
