Am I safe with the assumption that the messages I receive for one symbol will be in chronological order, or do I need to code for the possibility that an exchange or IQFEED may send a tick out of chronological order occasionally?
Particularly, if my requests are
S,SELECT UPDATE FIELDS,Symbol,Most Recent Trade,Most Recent Trade Time
Will Most Recent Trade always be the most recent? Or do I need to use CPU checking its timestamp against the previous tick's timestamp?