I try to call a function every 1 ms. The problem is, I like to do this with windows. So I tried the multimediatimer API.
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A call to NtQueryTimerResolution() will return a value for ActualResolution. In your case the actual resolution is almost certainly 0.9765625 ms. This is exactly what you show in the first plot.
The second occurace of about 1.95 ms is more precisely Sleep(1) = 1.9531 ms = 2 x 0.9765625 ms
I guess the interrupt period runs at someting close to 1ms (0.9765625).
And now the trouble begins: The timer signals when the desired delay expires.
Say the ActualResolution is set to 0.9765625, the interrupt heartbeat of the system will run at 0.9765625 ms periods or 1024 Hz and a call to Sleep is made with a desired delay of 1 ms. Two scenarios are to be looked at:
So the result depends a lot on when the call was made and therefore you may observe 0.98ms events as well as 1.95ms events.
Edit: Using the CreateTimerQueueTimer will push the observed delay to 1.95 because the timer tick (interrupt period) is 0.9765625 ms. On the first occurence of the interrupt, the requested duration of 1 ms has not quite expired, thus the TimerProc will only be triggered after the second interrupt (2 x 0.9765625 ms = 1.953125 ms > 1 ms). Consequently, the queueTimer plot shows the peak at 1.953125 ms.
Note: This behavior strongly depends on the underlying hardware.
More details can be found at the Windows Timestamp Project