No, it's not possible to create a group underneath a device.
See object hierarchy: https://www.paessler.com/manuals/prtg/object_hierarchy.htm
What we did to organize sensors ( and optimize performance ) is creating several probes for different system elements ( probe for network, probe for datacenter hardware, probe for virtual servers, probe for Citrix servers ).
We have on every probe ( were applicable ) a Group " Server layer ", with a device template for all Windows servers. What we want to monitor on a Windows servers by default, for example Windows services which have startup type "Automatic", networking, ping, etc.
Seperated from that we have a Group " Application layer ", were the additional sensors are specified. Like for Citrix the Citrix Services with startup type "Automatic" are important.
Add comment