'Concatenates all of the separate equities DataFrames
into a single DataFrame that is time ordered, allowing tick
data events to be added to the queue in a chronological fashion.
Note that this is an idealised situation, utilised solely for
backtesting. In live trading ticks may arrive "out of order".'

def _merge_sort_ticker_data(self):

    return pd.concat(self.tickers_data.values()).sort_index().iterrows()
