Any Way To Ignore Data On Inserts That Violate A Rule?

I am currently importing tick data for a stock. Let's say my table structure is like this:

CREATE TABLE tick
(
tickId bigint identity(1,1) primary key
, tickTime datetime
, price money
)

If the stream of data I get resembles:

'4/17/12 2:00:00.000', 10.00
'4/17/12 2:00:02.000', 10.02
'4/17/12 2:00:01.000', 10.01
'4/17/12 2:00:03.000', 10.03

I want my table to look like this:

1, '4/17/12 2:00:00.000', 10.00
2, '4/17/12 2:00:02.000', 10.02
3, '4/17/12 2:00:03.000', 10.03

Essentially ignoring the out of place '4/17/12 2:00:01.000' record. What is the least expensive way to accomplish this?