Reading keyed file sequentially

["James Newman, CDP" <newmanas400@xxxxxxxxx>]

FWIW, I'm at V5R2. I have a "transaction-type" file that is keyed on company
(10A) and date(D). Each day records are added for lots of companies. When
browsing the PF, I was not surprised to see records not in the order
specified by the key but in arrival order. However, I wrote a program to
read this file sequentially and it read it that way too - not in keyed
order.
 I know I could reorg the file before running the program to put the records
in the order specified by the key. I also know I could create an LF and have
the program read it. Because the file is really big (+20 million records) I
did neither since I thought the reorg would run too long and the overhead of
maintaining an LF would be too great. Thoughts? TIA.
  Jim Newman