Stream to Matrix Row Converter

Question

A service that aggregates financial data receives market data without pause, as a stream of (timestamp, code, value) records. Every code identifies one data source (a stock symbol, for example), and every timestamp is a discrete point in time. The task is to rebuild a matrix out of the stream: one row per timestamp, and one column per registered code, with the columns in lexicographic order of the codes. Here the stream is modeled as records that arrive and are handled one at a time. ...