Pingback

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A Pingback is one of three types of Linkbacks, methods for Web authors to request notification when somebody links to one of their documents. This enables authors to keep track of who is linking to, or referring to their articles. Some weblog software, such as WordPress and Community Server, support automatic pingbacks where all the links in a published article can be pinged when the article is published.

Essentially, a Pingback is a signal (ping) sent from Site A to Site B. However, it's also a link. When Site B receives the notification signal, it automatically goes back to Site A checking for the existence of a live incoming link. If that link exists, the Pingback is recorded successfully. This makes Pingbacks less prone to spam than Trackbacks.

Both sites must be Pingback enabled in order to establish this communication. If a site is Pingback enabled, each time you link-out you will be "pinging" external sites. Pingback requires for Site A to physically link to Site B.

[edit] See also

Linkback, the suite of protocols that allows websites to manually and automatically link to one another.
Refback, a similar protocol but easier than Pingbacks since the site originating the link doesn't have to be Pingback enabled
Trackback, a similar protocol but more prone to SPAM