Sort time series data


I am new to group, just started to browsing the impressive HDF5 work. I am
going to use HDF5 Table API to maintain financial time series data. Has
anyone have any insight about keeping such data as sorted in the file? My
first approach is to do a binary search to find out the index based on the
key and then insert the record by index. Yet for large amounts of data, this
may be too slow as shifting records are quite expensive. Another obvious
solution that I can think of is to implement my own indexing in a separate
file and perform sorting on the indexes rather than individual records and
for each successful write/delete operation, performing a re-indexing
operation within the file. Just wanted to make sure that I am not
reinventing the wheel here. I have also came across a preliminary work on
indexing by HDF5 dated back 2005 but I assume it never was completed.

Thanks in advance,

Mehmet A Atlihan