Is there any chance we can get the timestamp data for when the option trade was and when the underlying last price was?

If this is too specific, perhaps just a relative timestamp? 

I am trying to look at reducing some noise in the price of some complex structures which are somewhat sensitive. Even in minute resolution, if the price of the underlying moves between one option leg trade and another, the resulting complex trade price can be distorted very significantly. 

Using a relative timestamp to try and reduce the odds of this happening could be very useful.

As far as implementation, I'd think adding DateTime to the contract would be best: UnderlyingLastTime and LastTime? 

Or a relative time decimal in seconds, TimeBetween?