http://www.nanex.net/Research/fantaseconds/fantaseconds.html Maybe they are using the newly discovered neutrinos http://www.elitetrader.com/vb/showthread.php?s=&threadid=227695 In all seriousness, I don't know what is going on
"Millions of traders depend on the accuracy of exchange timestamps -- especially after bad timestamps were found to be a key factor in the disastrous market crash known as the flash crash of May 2010. " we keep track of our own timestamps precisely because exchange(or vendor feed) timestamps can be off :eek: