I'm comparing the ms timestamp that IB sends in RT_TRD_VOLUME (presumably exchange time) to the time my computer receives that message from the API.? IB's timestamp is always earlier than my computer's time but the difference varies systematically from approx 50ms to 1000ms, which makes me very suspicious of the accuracy of that timestamp.
Here's an example of some typical timing observations from this evening
Local=21:53:14.690? RT_TRD_VOLUME=21:53:14.569? Delay=0.121 sec
Local=21:53:37.439? RT_TRD_VOLUME=21:53:37.310? Delay=0.130 sec
Local=21:53:55.157? RT_TRD_VOLUME=21:53:54.935? Delay=0.223 sec
Local=21:54:32.918? RT_TRD_VOLUME=21:54:32.598? Delay=0.321 sec
Local=21:55:12.783? RT_TRD_VOLUME=21:55:12.355? Delay=0.429 sec
Local=21:55:44.538? RT_TRD_VOLUME=21:55:44.003? Delay=0.536 sec
Local=21:56:33.214? RT_TRD_VOLUME=21:56:32.559? Delay=0.655 sec
Local=21:56:33.222? RT_TRD_VOLUME=21:56:32.559? Delay=0.663 sec
Local=21:57:17.301? RT_TRD_VOLUME=21:57:16.536? Delay=0.765 sec
Local=21:57:53.561? RT_TRD_VOLUME=21:57:52.696? Delay=0.865 sec
Local=21:58:52.949? RT_TRD_VOLUME=21:58:51.983? Delay=0.966 sec
Local=21:59:10.079? RT_TRD_VOLUME=21:59:09.106? Delay=0.973 sec?
Local=21:59:44.829? RT_TRD_VOLUME=21:59:44.753? Delay=0.076 sec? <-- resets back to 76ms
Local=21:59:51.043? RT_TRD_VOLUME=21:59:50.963? Delay=0.080 sec
Local=21:59:59.960? RT_TRD_VOLUME=21:59:59.779? Delay=0.181 sec
Local=22:00:04.979? RT_TRD_VOLUME=22:00:04.789? Delay=0.190 sec
Local=22:00:21.766? RT_TRD_VOLUME=22:00:21.517? Delay=0.249 sec
