Does it make sense to order time series data by time in a mssql table? I guess can it be done?

I noticed that even if I do order by date and time, then select rows from a piece of time the database looks at the entire table even if the records requested
are at the beginning of the time series.

The table I have was created from an ordered time series .txt flat file, however sql doesn't save it in order, and when you search for something, the entire table is searched.