System and method for measuring latency in a continuous processing system

The present invention provides a system and method for measuring latency in a continuous processing system. The invention involves generating "tracer" messages that are specifically designed for measuring latency. A tracer message is configured 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. Tracer messages are not filtered by filter primitives or delayed by time-delay primitives. Tracer messages are detected and discarded within loops. These rules provide for predictable behavior of tracer messages, thereby making them reliable indicators of latency and liveness in the continuous processing system. A tracer message is inserted into the continuous processing system at a desired start point for measuring latency. At a desired end point for measuring latency, latency is measured by calculating the amount of time the tracer message took to travel from the start point to the end point.