An Aggregation is a set of specific calculations applied to data or previously calculated statistics by an Aggregator. For example, an aggregation might calculate a single value, such as the average time (in seconds) it takes for RFQs to receive a price within a 10-second window.
In VMX-Capture, a Statistics Collector module aggregates data to generate statistics from the observed traffic. An example of an aggregation that VMX-Capture might perform is recording the bandwidth measured in a 1 millisecond window, and recording the mean, low, average, and maximum value seen in each 10 second period.
When these stats are passed to VMX-Analysis for use in further aggregation, we refer to them as Pre-aggregated Stats. When these stats are passed to the Core Data Feed, we refer to them as stats.
In VMX-Analysis, an Aggregator performs calculations on Agent Event data and on Pre-aggregated Stats.