我可以建立一个列表，并同时对其进行排序吗？

I'm working on a script for a piece of software, and it doesn't really give me direct access to the data I need. Instead, I need to ask for each piece of information I need, and build a list of the data I'm getting. For various reasons, I need the list to be sorted. It's very easy to just build the list once, and then sort it, followed by doing stuff with it. However, I assume it would be faster to run through everything I'm working on a script for a piece of software