EMA C++ Performace Tools Guide : 4 Consumer Performance Tool : 4.3 Latency Measurement : 4.3.1 Consumer Latency
 
4.3.1 Consumer Latency
Consumer Latency Measurement Sequence:
1. Read the message from the API (received via the underlying transport).
2. Decode the message.
3. Check whether the payload contains latency information, if so:
Get the current time (t2).
Calculate the difference between timestamps.
Store the result as part of the recorded output information.