Order latency data question.

[christlsh]

asset = (
BacktestAsset()
.data([
'data/ethusdt_20221003.npz'
])
.initial_snapshot('data/ethusdt_20221002_eod.npz')
.linear_asset(1.0)
.intp_order_latency([
'latency/feed_latency_20221003.npz'
])
.power_prob_queue_model(2.0)
.no_partial_fill_exchange()
.trading_value_fee_model(-0.00005, 0.0007)
.tick_size(0.01)
.lot_size(0.001)
.roi_lb(0.0)
.roi_ub(3000.0)
.last_trades_capacity(10000)
)

In the example market making strat, there is a file of latency in .intp_order_latency. I checked the code and it says one could generate it by interpolation or collect the real order latency. I'm wondering can any one provide a sample file for my reference? I would like to know the format and entries of the file. THX.

[nkaz001]

Please see https://hftbacktest.readthedocs.io/en/py-v2.1.0/tutorials/Order%20Latency%20Data.html