Quantization of data streams of instrumented software and handling of delayed or late data

A computing device, comprising:

• a processor;
• and
• a non-transitory computer-readable medium having stored thereon instructions that, when executed by the processor, cause the processor to perform operations including:
• receiving, by a data quantizer system, a first data point of a time series of data points via a network, the first data point having a first data point raw time and received at a first data point receipt time;
• identifying a first roll-up window for the first data point based on the first data point raw time;
• determining that the first data point is received after the first roll-up window is closed;
• determining that the first data point is received in an in-order condition based on at least the first data point receipt time;
• in response to determining that the first data point is received after the first roll-up window is closed and that the first data point is received in an in-order condition, adding the first data point to the first roll-up window;
• generating a first roll-up data point for the first roll-up window using the first data point and at least one other data point added to the first roll-up window;
• storing the first roll-up data point to one or more non-transitory data storage devices;
• receiving a second data point of the time series of data points via the network, the second data point having a second data point raw time and received at a second data point receipt time;
• identifying a second roll-up window for the second data point based on the second data point raw time;
• determining that second data point is received after the second roll-up window is closed;
• determining that the second data point is received in an out-of-order condition based on the second data point raw time and the second data point receipt time;
• generating a second roll-up data point for the second roll-up window using at least one other data point added to the second roll-up window and without using the second data point;
• storing the second roll-up data point to the one or more non-transitory data storage devices;
• receiving a third data point of the time series of data points via the network, the third data point having a third data point raw time and received at a third data point receipt time;
• identifying a third roll-up window for the third data point based on the third data point raw time;
• determining that third data point is received while the third roll-up window is open;
• generating a third roll-up data point for the third roll-up window using the third data point and at least one other data point added to the third roll-up window;
• and
• storing the third roll-up data point to the one or more non-transitory data storage devices.

A non-transitory computer-readable medium having stored thereon instructions that, when executed by one or more processors, cause the one or more processors to perform operations comprising:

• receiving, by a data quantizer system, a first data point of a time series of data points via a network, the first data point having a first data point raw time and received at a first data point receipt time;
• identifying a first roll-up window for the first data point based on the first data point raw time;
• determining that the first data point is received after the first roll-up window is closed;
• determining that the first data point is received in an in-order condition based on at least the first data point receipt time;
• in response to determining that the first data point is received after the first roll-up window is closed and that the first data point is received in an in-order condition, adding the first data point to the first roll-up window;
• generating a first roll-up data point for the first roll-up window using the first data point and at least one other data point added to the first roll-up window;
• storing the first roll-up data point to one or more non-transitory data storage devices;
• receiving a second data point of the time series of data points via the network, the second data point having a second data point raw time and received at a second data point receipt time;
• identifying a second roll-up window for the second data point based on the second data point raw time;
• determining that second data point is received after the second roll-up window is closed;
• determining that the second data point is received in an out-of-order condition based on the second data point raw time and the second data point receipt time;
• generating a second roll-up data point for the second roll-up window using at least one other data point added to the second roll-up window and without using the second data point;
• storing the second roll-up data point to the one or more non-transitory data storage devices;
• receiving a third data point of the time series of data points via the network, the third data point having a third data point raw time and received at a third data point receipt time;
• identifying a third roll-up window for the third data point based on the third data point raw time;
• determining that third data point is received while the third roll-up window is open;
• generating a third roll-up data point for the third roll-up window using the third data point and at least one other data point added to the third roll-up window;
• and
• storing the third roll-up data point to the one or more non-transitory data storage devices.