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Piggy urine oxidises very quickly, turning from pale yellow to a deep orange/brown colour.
If you are worried you could always pop to the vets and they can quickly use a little dip stick to tell you if there is blood or protein in the pee that might indicate something wrong, but usually if there was a urinary issue the piggy would be showing discomfort while peeing.
So I think maybe if piggy seems fine this is just oxidising pee
This pee contains some calcium, which makes it milky. This is the normal way of the body to excrete excess calcium. Any yellow/orange/rusty tones are oxidising once the pee is in contact with air; the longer this happens, the darker the colour.
If you see a calcium pees on a near daily basis, please review your diet; it may be either too high or too low in it but the balance is out. The very occasional calcium is nothing to worry about.
Here are our diet recommendations for all food groups since most of the calcium in the diet comes actually from unfiltered water and too many pellets, and not so much from fresh veg. Long Term Balanced General And Special Needs Guinea Pig Diets