Yes the file is sorted by date. Here's the issue though: Each date has ~390 minutes of price data associated with it. For example:
09/11/2009 9.30 o, h, l, c
09/11/2009 9.31 o, h, l, c
and so on to
09/11/2009 16.14 o, h, l, c
That completes one day, and then starts the next which...