Are the FIX files already sorted on timestamp?
What is the format of the date-part of the timestamp? dd/mm/yy or mm/dd/yy or yy/mm/dd or ...?
A program should be light and agile, its subroutines connected like a string of pearls. The spirit and intent of the program should be retained throughout. There should be neither too little or too much, neither needless loops nor useless variables, neither lack of structure nor overwhelming rigidity." - The Tao of Programming, 4.1 - Geoffrey James
My blog: Imperial Deltronics