Recent evidence indicates that sub-millisecond delays in neuronal spiking activity may be relevant for neural coding. Estimates of these delays are usually made from cross-correlation histograms (CCH) binned to 1ms. We investigated the degree to which it is possible to measure delays with sub-millisecond precision when one computes CCHs with bin sizes > or =1ms. To this end, we introduced sub-millisecond shifts into spike trains recorded from cat visual cortex. The bin sizes of 1/2 to 2ms were the most optimal for measuring the artificial shifts, even when detecting shifts smaller than 0.5ms. The results suggest that preferably, one should use CCHs with approximately 1ms binning even when investigating differences in delays considerably smaller than 1ms.