BTW, Zorro timestamps can indeed be wrong, by 0.5 ms. That's the rounding precision of the used time function library. Afraid that's not a bug.
What's the way to ensure that <0.5ms difference does not lead to a price being incorrectly treated by Zorro as ending 1 min later/earlier?
Can a simple algo be implemented FOR RESOLUTIONS of 1MIN+ that if the difference is <1 sec, then the timestamp is corrected up/down to the closest round minute?
