Data sorting help: Nasdaq historical view ITCH data

evira

Newbie
0 0
My data consist of like 20 million rows of this:

T33013
M000
D 431630
X 431629 1000
M003
D 431571
A 431665S 100 67272 1834000
M006
A 431666S 2600 1027 1176000
D 430996

In which program could I sort it the way that it would look like this:

33013000 D 431630
33013000 X 431629 1000
33013003 D 431571
33013003 A 431665S 100 67272 1834000
33013006 A 431666S 2600 1027 1176000
33013006 D 430996

So the that every action a,b,c,d would get a column with the Previous T and M number. And I could sort out different rows.

Please help if you can thanks!
 
 
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