NYSE Swaps Millisecond Timestamps for Microseconds for More Granular Latency Stats

The change will affect NYSE-administered consolidated tape subscribers.

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The change will occur on Aug. 3 for NYSE and July 27 for Nasdaq.

Timestamps will now comprise 12 characters to account for microseconds, and will include a "participant Timestamp" field that counts microseconds from midnight Eastern Time, as well as a Regional Reference Number, representing the participant's transaction ID, and the 12-character Trade Reporting Facility timestamps into NYSE's Daily TAQ Quotes, Daily TAQ Trades and Baily TAQ NBBO services.

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