We present a new algorithm for identifying the substructure within simulated dark matter haloes. The method is an extension of that proposed by Tormen et al. (2004) and Giocoli et al. (2008a), which identifies a subhalo as a group of self-bound particles that prior to being accreted by the main progenitor of the host halo belonged to one and the same progenitor halo (hereafter satellite). However, this definition does not account for the fact that these satellite haloes themselves may also have substructure, which thus gives rise to sub-subhaloes, etc. Our new algorithm identifies substructures at all levels of this hierarchy, and we use it to determine the mass function of all substructure (counting sub-haloes, sub-subhaloes, etc.). On average, haloes which formed more recently tend to have a larger mass fraction in substructure and to be less concentrated than average haloes of the same mass. We provide quantitative fits to these correlations. Even though our algorithm is very different from that of Gao et al. (2004), we too find that the subhalo mass function per unit mass at redshift z = 0 is universal. This universality extends to any redshift only if one accounts for the fact that host haloes of a given mass are less concentrated at higher redshifts, and concentration and substructure abundance are anti-correlated. This universality allows a simple parametrization of the subhalo mass function integrated over all host halo masses, at any given time. We provide analytic fits to this function which should be useful in halo model analyses which equate galaxies with halo substructure when interpreting clustering in large sky surveys. Finally, we discuss systematic differences in the subhalo mass function that arise from different definitions of (host) halo mass.
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