Good question. See for yourself when calling reqTickByTick(), try converting the time from an epoch to a timestamp with the format -> 'hh:mm:ss.ms'. Then call reqHistoricalTicks() and see a comparison to try and bridge the gap with how they are doing this and try to decipher if its doing a ceiling, floor, or truncation based on the summed tick size/prices, etc. I have not messed around with that yet, but may try later when I get the time. I will post my results here when I do assuming you do not find out yourself. If you do try it, posting your results would be appreciated. Hopefully I am understanding your question correctly.