Ohh...kay, I take 2 subsequent price ticks from the .t1

t(0):
2018.02.23 21:59:14.915 1,22987
2018.02.23 21:59:14.915 -1,22933

t(1):
2018.02.23 21:59:13.445 1,22983
2018.02.23 21:59:13.445 -1,22929

The spread at t(0) then is ask(t(0)) - bid(t(1))?