Quantization of Data Streams of Instrumented Software

1 . A method for processing data streams generated by instrumented software, the method comprising:

receiving, a plurality of input data streams, each input data stream received from an instance of instrumented software executing on an external system, each data stream providing values of a metric, the values generated at variable time intervals;

receiving a request to periodically evaluate an expression based on data values of the input data streams;

for each input data stream, identifying a function for aggregating values of the metric of the input data stream;

generating a plurality of quantized data streams based on the input data streams, each quantized data stream comprising data values occurring periodically at a fixed time interval, the generating comprising, for each fixed time interval, for each input data stream, determining a data value of the quantized data stream for the fixed time interval, comprising:

determining an aggregate value by applying the identified function over data values of the input data stream received within the fixed time interval; and

periodically evaluating the expression based on data values of the plurality of quantized data streams.