Sorting of data frame per date and string value

There's a function chgroup() in the data.table package that does exactly what you're looking for. It groups values from the vector together while preserving the initial order. It is only available for character vectors (ch for character).

require(data.table)
DF[chgroup(DF$ticker), ]
#     ticker       date PX_LAST PE_RATIO
# 1 SMIIndex 2014-09-30 8835.14  20.3692
# 2 SMIIndex 2014-10-31 8837.78  20.3753
# 5 SMIIndex 2014-11-28 9150.46  21.0962
# 6 SMIIndex 2014-12-31 8983.37  20.6990
# 3 DAXIndex 2014-09-30 9474.30  16.6487
# 4 DAXIndex 2014-10-31 9326.87  16.3896
# 7 DAXIndex 2014-11-28 9980.85  17.5388
# 8 DAXIndex 2014-12-31 9805.55  16.8639

If your ticker column is factor, then convert it first to character type.

You could try order

 df$ticker <- factor(df$ticker, levels=unique(df$ticker))
 df1 <- df[with(df, order(ticker, date)),]
 row.names(df1) <- NULL
 df1
 #     ticker       date PX_LAST PE_RATIO
 #1 SMI Index 2014-09-30 8835.14  20.3692
 #2 SMI Index 2014-10-31 8837.78  20.3753
 #3 SMI Index 2014-11-28 9150.46  21.0962
 #4 SMI Index 2014-12-31 8983.37  20.6990
 #5 DAX Index 2014-09-30 9474.30  16.6487
 #6 DAX Index 2014-10-31 9326.87  16.3896
 #7 DAX Index 2014-11-28 9980.85  17.5388
 #8 DAX Index 2014-12-31 9805.55  16.8639