System and method for measuring latency in a continuous processing system

A method for measuring latency in a continuous processing system, where messages are pushed through a directed execution graph that comprises a set of connected primitives, the method comprising:

• generating a tracer message that is designed to pass through and be outputted by each primitive in the tracer message's path regardless of the function of the primitive and without changing the state of the primitive;
• inserting the tracer message in a queue in a data stream in the continuous processing system, wherein the tracer message is inserted at a desired start point for measuring latency;
• pushing the tracer message through the execution graph, wherein
• if one or more data messages precede the tracer messages in an input queue of a primitive, the primitive processes such tracer message only after processing such data message(s);
• if the tracer message passes through a primitive with a time delay for outputting data messages, the tracer message is outputted by the primitive without the time delay;
• and
• if a duplicate of the tracer message is detected at a single primitive in the execution graph, the duplicate is discarded;
• and
• at a desired end point for measuring latency, calculating the length of time the tracer message took to travel from the start point to the end point.