Round trip latency (or Request/Response latency) is the time period between a message being observed at an Agent Point and the message response being observed at the same Agent Point.

This metric records the real latency (as observed at the Visibility Point):

  • FROM a request to the trading counterparty or venue (e.g. a New Order request or Cancellation request)

  • TO a response from the trading counterparty or venue (e.g. an acknowledgment or confirmation)

Importantly, these measurements are taken at the Visibility Point - ensuring that it is as close to the trading counterparty or venue as can be obtained.

Related terms

Latency
Visibility Point
Agent Event