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Hi cswaney! Thanks for putting together this parser. I've been using prickle with NASDAQ itch data from v5.0, and I find that some of the values in the "sec" field are above 86400 implying a timestamp on the next day. When I've used prickle with data from v4.1, I find that values in the "sec" field are bounded to that day -- i.e. between [0,86400]. Here is a sample output of AAPL's messages on 10/16/19. I also would expect the values to be in chronological order, but that doesn't seem to be the case here. Any input would be greatly appreciated! Thanks!
sample_AAPL_messages.txt
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