RETS doesn't support sorting. The server admin probably meant for you to query using date ranges.
The RETS server should support date range queries like (date_field=2009-01-01-2009-01-25)
or even with the time such as (MODIFIED=2013-08-01T00:00:00-2013-08-31T23:59:59)
.
In this manner you can work out a batch of queries you need to send to retrieve all the listings. Your timezone you set in the script will have an affect so you'll need to know what the server time is. Some will use UTC/GMC and some will use their local time.
Here's more help, https://www.flexmls.com/developers/rets/tutorials/dmql-tutorial/