The XAM architecture that specifies a software program instrumentation and data collection method and system is disclosed. The XAM architecture includes definition of a measurement type hierarchy, the definition of an XAM API that adapts an application program to a local XAM library, and a message protocol, based on XML, through which the XAM library is configured by, and sends collected data to, an XAM services process. Predefined measurement types include primitive measurement types and aggregate measurement types, the latter allowing for significant decrease in data transmission overheads between the XAM library and the XAM services process because of data filtering and processing by XAM library routines.