What are the timestamp requirements for reporting information to the CAT?
Except as otherwise provided, the CAT NMS Plan requires CAT Reporters to report CAT Data to the CAT in milliseconds. To the extent that a CAT Reporter’s order handling or execution systems utilize timestamps in increments finer than milliseconds, then such CAT Reporter is required to utilize such finer increments up to nanoseconds when reporting CAT Data to the CAT. CAT Reporters that capture timestamps in increments more granular than nanoseconds are required to truncate the timestamps after the nanosecond level--and must not round up or down--for submission to CAT.