In this article I investigate whether the round-number heuristic affects investors' selection of trading time in the international market. I document the existence of round-time biases, as evidenced by trading activities intensifying at second 0 of 1 min. Further examination suggests that the round-time anomaly is likely driven by algorithmic trading from institutional investors. Consistent with this inference, I demonstrate that round-time transactions carry value-relevant information, have the predictive power for intraday-level returns, and yield the positive daily trading revenue.