Hello @Anonymous ,
There are several services handling the incoming device message (eg. Azure IoT Hub -> Event Hub -> Azure Function -> ADT).
Azure uses internal clocks (based on UTC) for these services.
Only the logic that actually sends the twin update (like an Azure Function), knows the moment the update was sent. Because Twin changes (per property) are handled after each other, you will make updating of each property smarter if you want to 'group' them, using the technique seen above (see comment from AshokPeddakotla-MSFT).
I expect the incoming messages already have a timestamp in the message body, based on the (utc) time in the devices.
If you want to synchronize these devices, you need to check each devices how it synchronizes to either an internet provide clock service or a NTP server on the local network (eg. synchronizing with GPS).
Then, you could add extra timestamps based on the times made available by the different Azure resources (like seen in the System properties of IoT Hub or Event Hub messages).
I also recommend enabling the ADT history feature using Azure Data Explorer. This gives you full control over the historical twin changes.
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