Merging Only Time using Time Duration in Boost

I have to merge two time series. I have used Boost Time_duration from POSIX Library. However I was unable to find any function to merge the two time series. I have made a struct of two database. The below represents what I am trying to acomplish.

Task:

Merge trade file and nbbo file to one time-series file and size of memory is only 1 gb. The file size of both is 18 GB i.e. Trade file is 2 gb and 16 gb Nbbo file.

Requirement:

1. For output file, only include price/volume/time/symbol fields for trade, ask_price/ask_size/bid_price/bid_size/time/symbol fields for nbbo quote.
2. Make the output file as small as possible and can be played back fast.
3. C++
4. Test code

The format from downloaded website for tradefile is:

093000030NA                O  00002420800000405400N000000000000003230C

Example:

trade file

MSFT 100 57.2 13:00
MSFT 100 58.2 13:10
GOOG 200 300.2 13:01
GOOG 300 300.2 14:30

nbbo file

GOOG 100 300.2 100 300.3 13:03
GOOG 100 300.3 100 300.4 13:04
MSFT 100 57.2 100 57.3 12:09
MSFT 100 57.3 100 58.4 13:05

⇒

output file

MSFT 100 57.2 100 57.3 12:09
MSFT 100 57.2 13:00
GOOG 200 300.2 13:01
GOOG 100 300.2 100 300.3 13:03
GOOG 100 300.3 100 300.4 13:04
MSFT 100 57.3 100 58.4 13:05
MSFT 100 58.2 13:10
GOOG 300 300.2 14:30

I have tried a lot since I am new to c++ and came up with the below code:

#include <string>
#include <iostream>
#include <fstream>
#include <sstream>
#include <vector>
#include <string>
#include <iterator>
#include <cassert>
#include <boost/date_time/posix_time/posix_time.hpp> //include all types plus i/o
#include <boost/format.hpp>

using namespace std;
using namespace boost::posix_time;

struct RawTrade
{
    char tm[9];
    char venue;
    char symbol[16];
    char cond[4];
    char qty[9];
    char prc[11];
    char filler0;
    char corr[2];
    char filler1[18];
    char rchar;
    char nchar;
};


struct RawNBBO
{
    char tm[9];
    char venue;
    char symbol[16];
    char filler0[65];
    char bid[11]; // bid price
    char bsize[7]; // bid size
    char filler1[8];
    char ask[11]; // ask price
    char asize[7]; // ask size
    char filler2[7];
    char filler3[2]; // since 2013/02/05
    char rchar;
    char nchar;
};


int main()
{
    //std::string ts("23:59:59.000");
    //time_duration td(duration_from_string(ts));

    std::vector<std::string> Tradetime;
    std::vector<std::string> Nbbotime;

    std::vector<std::string> SymbolTrade; //Vector for parsing to Boost for Trade data
    std::vector<std::string> SymbolNbbo; //Vector for parsing to Boost for Nbbo data

    std::vector<std::string> QtyTrade; //Vector for getting Qty Trade data
    std::vector<std::string> BidQtyNbbo; //Vector for getting Bid Qty Nbbo data
    std::vector<std::string> AskQtyNbbo; //Vector for getting Ask Qty Nbbo data


    std::vector<std::string> PriceTrade; //Vector for getting Price Trade data
    std::vector<std::string> BidPriceNbbo; //Vector for getting Price Nbbo data
    std::vector<std::string> AskPriceNbbo; //Vector for getting Price Nbbo data

    string line;
    string ForTradetime;
    string ForNbbotime;
    string ForSymbolTrade;
    string ForSymbolNbbo;
    string ForQtyTrade;
    string ForBidQtyNbbo;
    string ForAskQtyNbbo;
    string ForPriceTrade;
    string ForBidPriceNbbo;
    string ForAskPriceNbbo;


    std::vector<std::string> TradeArray;
    std::vector<std::string> NbboArray;

    std::vector<std::string> myvalue;

    fstream fin;
    std::ifstream myfile("C:\Test\taqtrade1000.txt");
    std::ifstream qfile("C:\Test\taqnbbo1000.txt");

    if(!myfile) //Always test the file open.
    {
        std::cout<<"Error opening output file"<< std::endl;
        system("pause");
        return -1;
    }
    while(std::getline(myfile, line))
    {
        TradeArray.push_back(line);
    }


    //Putting Time in Vector

    for(int i=1; i < TradeArray.size(); i++)
    {
        ForTradetime=TradeArray[i].substr(0,2)+":"+TradeArray[i].substr(2,2)+":"+TradeArray[i].substr(4,2)+"."+TradeArray[i].substr(6,3);
        Tradetime.push_back(ForTradetime);

    }

    //Putting symbol is Vector
    for(int i=1; i < TradeArray.size(); i++)
    {
        ForSymbolTrade=TradeArray[i].substr(10,16);
        SymbolTrade.push_back(ForSymbolTrade);

    }

    cout<<SymbolTrade[0]<<endl;

    //Putting qty is Vector
    for(int i=1; i < TradeArray.size(); i++)
    {
        ForQtyTrade=TradeArray[i].substr(30,9);
        QtyTrade.push_back(ForQtyTrade);

    }

    cout<<QtyTrade[6]<<endl;

    //Putting Price is Vector
    for(int i=1; i < TradeArray.size(); i++)
    {
        ForPriceTrade=TradeArray[i].substr(39,7)+"."+TradeArray[i].substr(43,4);
        PriceTrade.push_back(ForPriceTrade);

    }

    cout<<PriceTrade[6]<<endl;


    if(!qfile) //Always test the file open.
    {
        std::cout<<"Error opening output file"<<std::endl;
        system("pause");
        return -1;
    }

    while(std::getline(qfile, line))
    {
        NbboArray.push_back(line);
    }

    for(int i=1; i < NbboArray.size(); i++)
    {
        ForNbbotime=NbboArray[i].substr(0,2)+":"+NbboArray[i].substr(2,2)+":"+NbboArray[i].substr(4,2)+"."+NbboArray[i].substr(6,3);
        Nbbotime.push_back(ForNbbotime);
    }

    /***********************************Doing same Exercise for Nbbo*************************/

    //Putting Symbol in Vector for Nbbo

    for(int i=1; i < NbboArray.size(); i++)
    {
        ForSymbolNbbo=NbboArray[i].substr(10,16);
        SymbolNbbo.push_back(ForSymbolNbbo);

    }

    cout<<SymbolNbbo[5]<<endl;

    //Putting Bid qty is Vector
    for(int i=1; i < NbboArray.size(); i++)
    {
        ForBidQtyNbbo=NbboArray[i].substr(37,7);
        BidQtyNbbo.push_back(ForBidQtyNbbo);

    }

    cout<<BidQtyNbbo[6]<<endl;

    //Putting Bid Price is Vector

    for(int i=1; i < NbboArray.size(); i++)
    {
        ForBidPriceNbbo=NbboArray[i].substr(26,7)+"."+NbboArray[i].substr(33,4);;
        BidPriceNbbo.push_back(ForBidPriceNbbo);

    }

    cout<<BidPriceNbbo[6]<<endl;

    //Putting Ask qty is Vector
    for(int i=1; i < NbboArray.size(); i++)
    {
        ForAskQtyNbbo=NbboArray[i].substr(55,7);
        AskQtyNbbo.push_back(ForAskQtyNbbo);

    }

    cout<<AskQtyNbbo[6]<<endl;

    //Putting Bid Price is Vector

    for(int i=1; i < NbboArray.size(); i++)
    {
        ForAskPriceNbbo=NbboArray[i].substr(44,7)+"."+NbboArray[i].substr(52,4);;
        AskPriceNbbo.push_back(ForAskPriceNbbo);

    }

    cout<<AskPriceNbbo[6]<<endl;


    //Checking for sorting and putting in vector

    ofstream nbbofile("C:\Test\nbbofinal.txt",std::ios_base::app);

    for(int i=0; i < Nbbotime.size(); i++)
    {


        time_duration td=duration_from_string(Tradetime[i]);
        time_duration ts=duration_from_string(Nbbotime[i]);
        nbbofile<<SymbolNbbo[i]<<"$"<<BidQtyNbbo[i]<<"$"<<BidPriceNbbo[i]<<"$"<<AskQtyNbbo[i]<<"$"<<AskPriceNbbo[i]<<"$"<<ts<<endl;
        for(int i=0; i < Tradetime.size(); i++)
        {
            if(td<ts)
            {
                nbbofile<<SymbolTrade[i]<<"$"<<QtyTrade[i]<<"$"<<PriceTrade[i]<<"$"<<td<<endl;

            }

        }
    }

    nbbofile.close();

    //Merge the two Time Series

    //td.intersects(ts);


    //std::cout<<QueryArray[200]<<std::endl;
    //std::cout<<"n"<<"n"<<DataArray[200]<<std::endl;
    system("pause");
}



//thoughts read the trade file first and when reading nbbo file just write to text file by comparing time.