Ask HN: What is the highest fidelity timestamp of a stock exchange trade?

https://news.ycombinator.com/item?id=10148447
by irln • 11 years ago
2 1 11 years ago

It appears that most exchanges use Price-Time-Priority in their matching systems. Does anyone know what is the smallest increment exchanges use for their timestamp (e.g. a single millisecond)?

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