Method and system for displaying latency, useful in broker-dealer computer
systems engaged generally in automated processing of orders for
securities including sending to markets messages comprising orders and
cancellations and receiving from markets responses to orders and
cancellations, including recording for messages sent to markets the time
when each message is sent and the identity of the market to which each
message is sent, including recording for responses received from markets
the time when each response is received, wherein each response
corresponds to a particular message. Embodiments include calculating
latencies for markets dependent upon recorded time when a message is sent
to the market and a recorded time when a corresponding response is
received from the market. Latencies are embodied alternatively as instant
values or various kinds of averages. Embodiments includes latencies for
communications ports as well as for markets. Embodiments include counting
messages and responses for markets and for ports, and displaying the
counts. Embodiments include displaying the identity of the markets and
the latencies for the markets.