Please keep in mind that time stamps in TickByTick callbacks have a resolution of 1 second. Therefore, liquid instruments can have many trades per second, each trade would be reported as a separate callback, and all trades that took place within the same second will have the same time stamp.
The same is true, and for many instruments more visible, for BidAsk updates. The instruments we subscribe to often have 10 BidAsk updates for each trade.
Your log is from pre-market trading but I am sure AAPL is good for seven trades in one second an hour before market open.
Hope that helps,
闯ü谤驳别苍
PS. If you tag each callback with your own local higher resolution arrival time stamp you will see that callbacks with identical time stamps do not happen in one block. What I mean is you will see that they take place over approximately one second but not equally spaced nor all together. There is also a separate thread about millisecond resolution of TickByTick data.
