com.dukascopy.api

Interface IHistory

public interface IHistory

The IHistory interface represents API for historical data access.

Author:

Dmitry Shohov, Denis Larka

Method Summary

Methods

Modifier and Type	Method and Description
IBar	getBar(IFinancialInstrument financialInstrument, Period period, OfferSide side, int shift) Returns bar for specified instrument, period and side, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar (currently generated from ticks), 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null.
IBar	getBar(Instrument instrument, Period period, OfferSide side, int shift) Returns bar for specified instrument, period and side, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar (currently generated from ticks), 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null.
List<IBar>	getBars(IFinancialInstrument financialInstrument, Period period, OfferSide side, Filter filter, int numberOfCandlesBefore, long time, int numberOfCandlesAfter) Returns bars for specified instrument, period and side.
List<IBar>	getBars(IFinancialInstrument financialInstrument, Period period, OfferSide side, Filter filter, long from, long to) Returns bars for specified instrument, period, side and filter.
List<IBar>	getBars(IFinancialInstrument financialInstrument, Period period, OfferSide side, long from, long to) Returns bars for specified instrument, period and side.
List<IBar>	getBars(Instrument instrument, Period period, OfferSide side, Filter filter, int numberOfCandlesBefore, long time, int numberOfCandlesAfter) Returns bars for specified instrument, period and side.
List<IBar>	getBars(Instrument instrument, Period period, OfferSide side, Filter filter, long from, long to) Returns bars for specified instrument, period, side and filter.
List<IBar>	getBars(Instrument instrument, Period period, OfferSide side, long from, long to) Returns bars for specified instrument, period and side.
long	getBarStart(Period period, long time) Returns starting time of the bar that includes time specified in time parameter
double	getEquity() Returns current equity calculated for every tick
ITimedData	getFeedData(IFeedDescriptor feedDescriptor, int shift) Returns bar for specified feed descriptor, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar (currently generated), 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null.
List<ITimedData>	getFeedData(IFeedDescriptor feedDescriptor, int numberOfFeedBarsBefore, long time, int numberOfFeedBarsAfter) Returns bars for specified feedDescriptor.
List<ITimedData>	getFeedData(IFeedDescriptor feedDescriptor, long from, long to) Returns bars for specified feed descriptor.
<T extends ITimedData> T	getFeedData(ITailoredFeedDescriptor<T> feedDescriptor, int shift) A type-safe feed data retrieval for the specified feed
<T extends ITimedData> List<T>	getFeedData(ITailoredFeedDescriptor<T> feedDescriptor, int numberOfFeedBarsBefore, long time, int numberOfFeedBarsAfter) A type-safe feed data retrieval for the specified feed
<T extends ITimedData> List<T>	getFeedData(ITailoredFeedDescriptor<T> feedDescriptor, long from, long to) A type-safe feed data retrieval for the specified feed
IOrder	getHistoricalOrderById(String id) Returns historical (closed) order by position id for the given user account.
ITick	getLastTick(IFinancialInstrument financialInstrument) Returns last tick for specified instrument
ITick	getLastTick(Instrument instrument) Returns last tick for specified instrument
long	getNextBarStart(Period period, long barTime) Returns starting time of the bar next to the bar that includes time specified in barTime parameter
List<IOrder>	getOrdersHistory(IFinancialInstrument financialInstrument, long from, long to) Returns orders for specified instrument and time interval.
List<IOrder>	getOrdersHistory(Instrument instrument, long from, long to) Returns orders for specified instrument and time interval.
IPointAndFigure	getPointAndFigure(Instrument instrument, OfferSide offerSide, PriceRange boxSize, ReversalAmount reversalAmount, int shift) Deprecated. use getFeedData(ITailoredFeedDescriptor, int).
List<IPointAndFigure>	getPointAndFigures(Instrument instrument, OfferSide offerSide, PriceRange boxSize, ReversalAmount reversalAmount, int numberOfBarsBefore, long time, int numberOfBarsAfter) Deprecated. use getFeedData(ITailoredFeedDescriptor, int, long, int).
List<IPointAndFigure>	getPointAndFigures(Instrument instrument, OfferSide offerSide, PriceRange boxSize, ReversalAmount reversalAmount, long from, long to) Deprecated. use getFeedData(ITailoredFeedDescriptor, long, long).
long	getPreviousBarStart(Period period, long barTime) Returns starting time of the bar previous to the bar that includes time specified in barTime parameter
IRangeBar	getRangeBar(Instrument instrument, OfferSide offerSide, PriceRange priceRange, int shift) Deprecated. use getFeedData(ITailoredFeedDescriptor, int).
List<IRangeBar>	getRangeBars(Instrument instrument, OfferSide offerSide, PriceRange priceRange, int numberOfBarsBefore, long time, int numberOfBarsAfter) Deprecated. use getFeedData(ITailoredFeedDescriptor, int, long, int).
List<IRangeBar>	getRangeBars(Instrument instrument, OfferSide offerSide, PriceRange priceRange, long from, long to) Deprecated. use getFeedData(ITailoredFeedDescriptor, long, long).
IRenkoBar	getRenkoBar(Instrument instrument, OfferSide offerSide, PriceRange brickSize, int shift) Deprecated. use getFeedData(ITailoredFeedDescriptor, int).
List<IRenkoBar>	getRenkoBars(Instrument instrument, OfferSide offerSide, PriceRange brickSize, int numberOfBarsBefore, long time, int numberOfBarsAfter) Deprecated. use getFeedData(ITailoredFeedDescriptor, int, long, int).
List<IRenkoBar>	getRenkoBars(Instrument instrument, OfferSide offerSide, PriceRange brickSize, long from, long to) Deprecated. use getFeedData(ITailoredFeedDescriptor, long, long).
long	getStartTimeOfCurrentBar(IFinancialInstrument financialInstrument, Period period) Returns starting time of the current bar (bar currently generated from ticks) for specified instrument and period.
long	getStartTimeOfCurrentBar(Instrument instrument, Period period) Returns starting time of the current bar (bar currently generated from ticks) for specified instrument and period.
ITick	getTick(IFinancialInstrument financialInstrument, int shift) Returns tick for specified instrument, that is shifted back in time for number in ticks specified in shift parameter, 0 - current tick, 1 - previous tick.
ITick	getTick(Instrument instrument, int shift) Returns tick for specified instrument, that is shifted back in time for number in ticks specified in shift parameter, 0 - current tick, 1 - previous tick.
ITickBar	getTickBar(Instrument instrument, OfferSide offerSide, TickBarSize tickBarSize, int shift) Deprecated. use getFeedData(ITailoredFeedDescriptor, int).
List<ITickBar>	getTickBars(Instrument instrument, OfferSide offerSide, TickBarSize tickBarSize, int numberOfBarsBefore, long time, int numberOfBarsAfter) Deprecated. use getFeedData(ITailoredFeedDescriptor, int, long, int).
List<ITickBar>	getTickBars(Instrument instrument, OfferSide offerSide, TickBarSize tickBarSize, long from, long to) Deprecated. use getFeedData(ITailoredFeedDescriptor, long, long).
List<ITick>	getTicks(IFinancialInstrument financialInstrument, int numberOfOneSecondIntervalsBefore, long time, int numberOfOneSecondIntervalsAfter) Returns ticks for specified instrument, time and count.
List<ITick>	getTicks(IFinancialInstrument financialInstrument, long from, long to) Returns ticks for specified instrument and time interval.
List<ITick>	getTicks(Instrument instrument, int numberOfOneSecondIntervalsBefore, long time, int numberOfOneSecondIntervalsAfter) Returns ticks for specified instrument, time and count.
List<ITick>	getTicks(Instrument instrument, long from, long to) Returns ticks for specified instrument and time interval.
long	getTimeForNBarsBack(Period period, long to, int numberOfBars) Returns starting time of the bar that is numberOfBars - 1 back in time to the bar that includes time specified in to parameter.
long	getTimeForNBarsForward(Period period, long from, int numberOfBars) Returns starting time of the bar that is + numberOfBars - 1 in the future to the bar that includes time specified in from parameter.
long	getTimeOfLastTick(IFinancialInstrument financialInstrument) Returns time of last tick received for specified instrument.
long	getTimeOfLastTick(Instrument instrument) Returns time of last tick received for specified instrument.
void	readBars(IFinancialInstrument financialInstrument, Period period, OfferSide side, Filter filter, int numberOfCandlesBefore, long time, int numberOfCandlesAfter, DataLoadingListener barListener, LoadingProgressListener loadingProgress) Reads bars from the local cache in the background.
void	readBars(IFinancialInstrument financialInstrument, Period period, OfferSide side, Filter filter, long from, long to, DataLoadingListener barListener, LoadingProgressListener loadingProgress) Reads bars from the local cache in the background.
void	readBars(IFinancialInstrument financialInstrument, Period period, OfferSide side, long from, long to, DataLoadingListener barListener, LoadingProgressListener loadingProgress) Reads bars from the local cache in the background.
void	readBars(Instrument instrument, Period period, OfferSide side, Filter filter, int numberOfCandlesBefore, long time, int numberOfCandlesAfter, LoadingDataListener barListener, LoadingProgressListener loadingProgress) Reads bars from the local cache in the background.
void	readBars(Instrument instrument, Period period, OfferSide side, Filter filter, long from, long to, LoadingDataListener barListener, LoadingProgressListener loadingProgress) Reads bars from the local cache in the background.
void	readBars(Instrument instrument, Period period, OfferSide side, long from, long to, LoadingDataListener barListener, LoadingProgressListener loadingProgress) Reads bars from the local cache in the background.
void	readFeedData(IFeedDescriptor feedDescriptor, int numberOfFeedDataBefore, long time, int numberOfFeedDataAfter, IFeedListener feedListener, LoadingProgressListener loadingProgress) Reads feed data from the local cache in the background.
void	readFeedData(IFeedDescriptor feedDescriptor, long from, long to, IFeedListener feedListener, LoadingProgressListener loadingProgress) Reads feed data from the local cache in the background.
<T extends ITimedData> void	readFeedData(ITailoredFeedDescriptor<T> feedDescriptor, int numberOfFeedDataBefore, long time, int numberOfFeedDataAfter, ITailoredFeedListener<T> feedListener, LoadingProgressListener loadingProgress) A type-safe feed data retrieval for the specified feed
<T extends ITimedData> void	readFeedData(ITailoredFeedDescriptor<T> feedDescriptor, long from, long to, ITailoredFeedListener<T> feedListener, LoadingProgressListener loadingProgress) A type-safe feed data retrieval for the specified feed
void	readOrdersHistory(IFinancialInstrument financialInstrument, long from, long to, LoadingOrdersListener ordersListener, LoadingProgressListener loadingProgress) Loads orders from the server in the background.
void	readOrdersHistory(Instrument instrument, long from, long to, LoadingOrdersListener ordersListener, LoadingProgressListener loadingProgress) Loads orders from the server in the background.
void	readPointAndFigures(Instrument instrument, OfferSide offerSide, PriceRange boxSize, ReversalAmount reversalAmount, int numberOfBarsBefore, long time, int numberOfBarsAfter, IPointAndFigureFeedListener listener, LoadingProgressListener loadingProgress) Deprecated. use readFeedData(ITailoredFeedDescriptor, int, long, int, ITailoredFeedListener, LoadingProgressListener).
void	readPointAndFigures(Instrument instrument, OfferSide offerSide, PriceRange boxSize, ReversalAmount reversalAmount, long from, long to, IPointAndFigureFeedListener listener, LoadingProgressListener loadingProgress) Deprecated. use readFeedData(ITailoredFeedDescriptor, long, long, ITailoredFeedListener, LoadingProgressListener).
void	readRangeBars(Instrument instrument, OfferSide offerSide, PriceRange priceRange, int numberOfBarsBefore, long time, int numberOfBarsAfter, IRangeBarFeedListener listener, LoadingProgressListener loadingProgress) Deprecated. use readFeedData(ITailoredFeedDescriptor, int, long, int, ITailoredFeedListener, LoadingProgressListener).
void	readRangeBars(Instrument instrument, OfferSide offerSide, PriceRange priceRange, long from, long to, IRangeBarFeedListener listener, LoadingProgressListener loadingProgress) Deprecated. use readFeedData(ITailoredFeedDescriptor, long, long, ITailoredFeedListener, LoadingProgressListener).
void	readRenkoBars(Instrument instrument, OfferSide offerSide, PriceRange brickSize, int numberOfBarsBefore, long time, int numberOfBarsAfter, IRenkoBarFeedListener listener, LoadingProgressListener loadingProgress) Deprecated. use readFeedData(ITailoredFeedDescriptor, int, long, int, ITailoredFeedListener, LoadingProgressListener).
void	readRenkoBars(Instrument instrument, OfferSide offerSide, PriceRange brickSize, long from, long to, IRenkoBarFeedListener listener, LoadingProgressListener loadingProgress) Deprecated. use readFeedData(ITailoredFeedDescriptor, long, long, ITailoredFeedListener, LoadingProgressListener).
void	readTickBars(Instrument instrument, OfferSide offerSide, TickBarSize tickBarSize, int numberOfBarsBefore, long time, int numberOfBarsAfter, ITickBarFeedListener listener, LoadingProgressListener loadingProgress) Deprecated. use readFeedData(ITailoredFeedDescriptor, int, long, int, ITailoredFeedListener, LoadingProgressListener).
void	readTickBars(Instrument instrument, OfferSide offerSide, TickBarSize tickBarSize, long from, long to, ITickBarFeedListener listener, LoadingProgressListener loadingProgress) Deprecated. use readFeedData(ITailoredFeedDescriptor, long, long, ITailoredFeedListener, LoadingProgressListener).
void	readTicks(IFinancialInstrument financialInstrument, int numberOfOneSecondIntervalsBefore, long time, int numberOfOneSecondIntervalsAfter, LoadingDataListener tickListener, LoadingProgressListener loadingProgress) Reads ticks from the local cache in the background.
void	readTicks(IFinancialInstrument financialInstrument, long from, long to, DataLoadingListener tickListener, LoadingProgressListener loadingProgress) Reads ticks from the local cache in the background.
void	readTicks(Instrument instrument, int numberOfOneSecondIntervalsBefore, long time, int numberOfOneSecondIntervalsAfter, LoadingDataListener tickListener, LoadingProgressListener loadingProgress) Reads ticks from the local cache in the background.
void	readTicks(Instrument instrument, long from, long to, LoadingDataListener tickListener, LoadingProgressListener loadingProgress) Reads ticks from the local cache in the background.

Method Detail

getTimeOfLastTick

long getTimeOfLastTick(Instrument instrument)
                       throws JFException

Returns time of last tick received for specified instrument. Returns -1 if no tick was received yet.

Parameters:

instrument - instrument of the tick

Returns:

time of last tick or -1 if no tick was received

Throws:

JFException - when instrument is not active (not opened in platform)

getTimeOfLastTick

long getTimeOfLastTick(IFinancialInstrument financialInstrument)
                       throws JFException

Returns time of last tick received for specified instrument. Returns -1 if no tick was received yet.

Parameters:

financialInstrument - instrument of the tick

Returns:

time of last tick or -1 if no tick was received

Throws:

JFException - when instrument is not active (not opened in platform)

getLastTick

ITick getLastTick(Instrument instrument)
                  throws JFException

Returns last tick for specified instrument

Parameters:

instrument - instrument of the tick

Returns:

tick

Throws:

JFException - when instrument is not active (not opened in platform)

getLastTick

ITick getLastTick(IFinancialInstrument financialInstrument)
                  throws JFException

Returns last tick for specified instrument

Parameters:

financialInstrument - instrument of the tick

Returns:

tick

Throws:

JFException - when instrument is not active (not opened in platform)

getStartTimeOfCurrentBar

long getStartTimeOfCurrentBar(Instrument instrument,
                            Period period)
                              throws JFException

Returns starting time of the current bar (bar currently generated from ticks) for specified instrument and period. If no tick was received for this instrument, then returns -1.

Parameters:

instrument - instrument of the bar

period - period of the bar

Returns:

starting time of the current bar or -1 if no tick was received

Throws:

JFException - when period is not supported or instrument is not active (not opened in platform)

getStartTimeOfCurrentBar

long getStartTimeOfCurrentBar(IFinancialInstrument financialInstrument,
                            Period period)
                              throws JFException

Returns starting time of the current bar (bar currently generated from ticks) for specified instrument and period. If no tick was received for this instrument, then returns -1.

Parameters:

financialInstrument - instrument of the bar

period - period of the bar

Returns:

starting time of the current bar or -1 if no tick was received

Throws:

JFException - when period is not supported or instrument is not active (not opened in platform)

getBar

IBar getBar(Instrument instrument,
          Period period,
          OfferSide side,
          int shift)
            throws JFException

Returns bar for specified instrument, period and side, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar (currently generated from ticks), 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null.

consider getting the previous one hour bar

 IBar prevBar = history.getBar(Instrument.EURUSD, Period.ONE_HOUR, OfferSide.BID, 1);
 console.getOut().println(prevBar);    
 

Parameters:

instrument - instrument of the bar

period - period of the bar

side - bid or ask side of the bar

shift - number of candle back in time staring from current bar. 1 - previous bar, 2 - current bar minus 2 bars and so on

Returns:

bar or null if no bar is loaded

Throws:

JFException - when period is not supported or instrument is not active (not opened in platform)

getBar

IBar getBar(IFinancialInstrument financialInstrument,
          Period period,
          OfferSide side,
          int shift)
            throws JFException

Returns bar for specified instrument, period and side, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar (currently generated from ticks), 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null.

consider getting the previous one hour bar

 private IHistory history;
 private IConsole console;

 Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();

     IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();
     IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");
     IBar prevBar = history.getBar(financialInstrument, Period.ONE_HOUR, OfferSide.BID, 1);
     console.getOut().println(prevBar);
 }
 

Parameters:

financialInstrument - instrument of the bar

period - period of the bar

side - bid or ask side of the bar

shift - number of candle back in time staring from current bar. 1 - previous bar, 2 - current bar minus 2 bars and so on

Returns:

bar or null if no bar is loaded

Throws:

JFException - when period is not supported or instrument is not active (not opened in platform)

readTicks

void readTicks(Instrument instrument,
             long from,
             long to,
             LoadingDataListener tickListener,
             LoadingProgressListener loadingProgress)
               throws JFException

Reads ticks from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, ticks will be returned by calling methods in tickListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error. This method has two main purposes: one is to load a lot of ticks without keeping them all in memory, and second is asynchronous processing

Consider analyzing the last days ticks - namely calculating the average ask price and the maximum bid

 private IHistory history;
 private IConsole console;

 double maxBid = Double.MIN_VALUE, avgAsk = 0;
 int tickCount =0;
 private Instrument instrument = Instrument.EURUSD;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();
     context.setSubscribedInstruments(Collections.singleton(instrument), true);
     final long from = history.getLastTick(instrument).getTime() - Period.DAILY.getInterval();
     final long to = history.getLastTick(instrument).getTime();

     history.readTicks(instrument, from, to,

     new LoadingDataListener() {
         @Override
         public void newTick(Instrument instrument, long time, double ask, double bid, double askVol, double bidVol) {
             tickCount++;
             maxBid = Math.max(bid, maxBid);
             avgAsk = tickCount == 1 ? ask : round(avgAsk + ((avgAsk - ask) / (double)tickCount));
         }
         
         private double round(double amount) { 
             return (new BigDecimal(amount)).setScale(instrument.getPipScale(), BigDecimal.ROUND_HALF_UP).doubleValue();
         }

         @Override
         public void newBar(Instrument instrument, Period period, OfferSide side, long time, double open, double close, double low, double high, double vol) {
             // no bars expected
         }
     },
     new LoadingProgressListener() {

         @Override
         public void dataLoaded(long start, long end, long currentPosition, String information) {
         }

         @Override
         public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
             console.getOut().format("Loaded %s ticks %s - %s max Bid=%.5f average ask=%.5f", 
                     tickCount, DateUtils.format(from), DateUtils.format(to), maxBid, avgAsk).println();
             context.stop();
         }

         @Override
         public boolean stopJob() {
             return false;
         }
     });
 }
 

Parameters:

instrument - instrument of the ticks

from - start of the time interval for which ticks should be loaded

to - end time of the time interval for which ticks should be loaded. If there is tick with time equals to the time in to parameter then it will be loaded as well

tickListener - receives data about requested ticks

loadingProgress - used to control loading process

Throws:

JFException - when some error occurs while creating internal request for data

readTicks

void readTicks(IFinancialInstrument financialInstrument,
             long from,
             long to,
             DataLoadingListener tickListener,
             LoadingProgressListener loadingProgress)
               throws JFException

Reads ticks from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, ticks will be returned by calling methods in tickListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error. This method has two main purposes: one is to load a lot of ticks without keeping them all in memory, and second is asynchronous processing

Consider analyzing the last days ticks - namely calculating the average ask price and the maximum bid

     private IHistory history;
     private IConsole console;

     double maxBid = Double.MIN_VALUE;
     double avgAsk = 0;
     int tickCount = 0;

     @Override
     public void onStart(final IContext context) throws JFException {
         history = context.getHistory();
         console = context.getConsole();
         IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();
         final IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");

         context.setSubscribedFinancialInstruments(Collections.singleton(financialInstrument), true);
         final long from = history.getLastTick(financialInstrument).getTime() - Period.DAILY.getInterval();
         final long to = history.getLastTick(financialInstrument).getTime();

         history.readTicks(financialInstrument, from, to,
             new LoadingFinancialDataListener() {
                 @Override
                 public void newTick(IFinancialInstrument financialInstrument, long time, double ask, double bid, double askVol, double bidVol) {
                     tickCount++;
                     maxBid = Math.max(bid, maxBid);
                     avgAsk = tickCount == 1 ? ask : round(avgAsk + ((avgAsk - ask) / (double)tickCount));
                 }

                 private double round(double amount) {
                     return (new BigDecimal(amount)).setScale(financialInstrument.getPipScale(), BigDecimal.ROUND_HALF_UP).doubleValue();
                 }

                 @Override
                 public void newBar(IFinancialInstrument financialInstrument, Period period, OfferSide side, long time, double open, double close, double low, double high, double vol) {
                     // no bars expected
                 }
             },

             new LoadingProgressListener() {

                 @Override
                 public void dataLoaded(long start, long end, long currentPosition, String information) {

                 }

                 @Override
                 public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
                     console.getOut().format("Loaded %s ticks %s - %s max Bid=%.5f average ask=%.5f",
                     tickCount, DateUtils.format(from), DateUtils.format(to), maxBid, avgAsk).println();
                     context.stop();
                 }

                 @Override
                 public boolean stopJob() {
                     return false;
                 }
             });
         }
 

Parameters:

financialInstrument - instrument of the ticks

from - start of the time interval for which ticks should be loaded

to - end time of the time interval for which ticks should be loaded. If there is tick with time equals to the time in to parameter then it will be loaded as well

tickListener - receives data about requested ticks

loadingProgress - used to control loading process

Throws:

JFException - when some error occurs while creating internal request for data

readTicks

void readTicks(Instrument instrument,
             int numberOfOneSecondIntervalsBefore,
             long time,
             int numberOfOneSecondIntervalsAfter,
             LoadingDataListener tickListener,
             LoadingProgressListener loadingProgress)
               throws JFException

Reads ticks from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, ticks will be returned by calling method in tickListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of ticks without keeping them all in memory, and second is asynchronous processing

Parameters:

instrument - instrument of the ticks

numberOfOneSecondIntervalsBefore - how much one second interval of ticks to load before and including one second interval of ticks with time specified in time parameter

time - time of the last one second tick interval in period specified in numberOfOneSecondIntervalsBefore parameter or/and time of the one second tick interval prior first one second tick interval in period specified with numberOfOneSecondIntervalsAfter parameter

numberOfOneSecondIntervalsAfter - how much one second tick intervals to load after (not including) one second tick interval with time specified in time parameter

tickListener - receives data about requested ticks

loadingProgress - used to control loading progress

Throws:

JFException - when some errors occurs

readTicks

void readTicks(IFinancialInstrument financialInstrument,
             int numberOfOneSecondIntervalsBefore,
             long time,
             int numberOfOneSecondIntervalsAfter,
             LoadingDataListener tickListener,
             LoadingProgressListener loadingProgress)
               throws JFException

Reads ticks from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, ticks will be returned by calling method in tickListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of ticks without keeping them all in memory, and second is asynchronous processing

Parameters:

financialInstrument - financial instrument of the ticks

numberOfOneSecondIntervalsBefore - how much one second interval of ticks to load before and including one second interval of ticks with time specified in time parameter

time - time of the last one second tick interval in period specified in numberOfOneSecondIntervalsBefore parameter or/and time of the one second tick interval prior first one second tick interval in period specified with numberOfOneSecondIntervalsAfter parameter

numberOfOneSecondIntervalsAfter - how much one second tick intervals to load after (not including) one second tick interval with time specified in time parameter

tickListener - receives data about requested ticks

loadingProgress - used to control loading progress

Throws:

JFException - when some errors occurs

readBars

void readBars(Instrument instrument,
            Period period,
            OfferSide side,
            long from,
            long to,
            LoadingDataListener barListener,
            LoadingProgressListener loadingProgress)
              throws JFException

Reads bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in barListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing

Consider analyzing the last weeks 1 minute bars - namely calculating the average close price and the maximum bar size

 private IHistory history;
 private IConsole console;

 double maxHeight = Double.MIN_VALUE, avgClose = 0;
 int barCount, greenCount;
 private Instrument instrument = Instrument.EURUSD;
 private Period period = Period.ONE_MIN;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();
     context.setSubscribedInstruments(Collections.singleton(instrument), true);
     long lastTickTime = history.getLastTick(instrument).getTime();
     final long from = history.getBarStart(period, lastTickTime - Period.DAILY.getInterval() * 7);
     final long to = history.getTimeForNBarsBack(period, lastTickTime, 2);

     history.readBars(instrument, period, OfferSide.BID, from, to,

     new LoadingDataListener() {
         @Override
         public void newTick(Instrument instrument, long time, double ask, double bid, double askVol, double bidVol) {}

         @Override
         public void newBar(Instrument instrument, Period period, OfferSide side, long time, double open, double close, double low, double high, double vol) {
             barCount++;
             maxHeight = Math.max(Math.abs(open - close), maxHeight);
             avgClose = barCount == 1 ? close : round(avgClose + ((close - avgClose) / (double)barCount));
             if(close - open > 0){
                 greenCount++;
             }
         }

         private double round(double amount) {
             return (new BigDecimal(amount)).setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
         }
     },
     new LoadingProgressListener() {

         @Override
         public void dataLoaded(long start, long end, long currentPosition, String information) {
         }

         @Override
         public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
             console.getOut().format("Loaded %s %s candles (%s green, %s red) %s  - %s max bar height=%.1fpips average close=%.5f"
                     barCount, period, greenCount, barCount - greenCount, DateUtils.format(from), DateUtils.format(to), maxHeight/instrument.getPipValue(), avgClose).println();
             context.stop();
         }

         @Override
         public boolean stopJob() {
             return false;
         }
     });
 }
 

Parameters:

instrument - instrument of the bars

period - period of the bars

side - side of the bars

from - start of the time interval for which bars should be loaded. Should be the exact starting time of the bar for specified period. See getBarStart(Period, long) description if you want to get bar starting time for bar that includes specific time

to - end time of the time interval for which bars should be loaded. This is the starting time of the last bar to be loaded

barListener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when period is not supported or time interval is not valid for specified period

See Also:

getBarStart(Period, long)

readBars

void readBars(IFinancialInstrument financialInstrument,
            Period period,
            OfferSide side,
            long from,
            long to,
            DataLoadingListener barListener,
            LoadingProgressListener loadingProgress)
              throws JFException

Reads bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in barListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing

Consider analyzing the last weeks 1 minute bars - namely calculating the average close price and the maximum bar size

 private IHistory history;
 private IConsole console;

 double maxHeight = Double.MIN_VALUE, avgClose = 0;
 int barCount, greenCount;

 private Period period = Period.ONE_MIN;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();
     IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();
     final IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");

     context.setSubscribedFinancialInstruments(Collections.singleton(financialInstrument), true);
     long lastTickTime = history.getLastTick(financialInstrument).getTime();
     final long from = history.getBarStart(period, lastTickTime - Period.DAILY.getInterval() * 7);
     final long to = history.getTimeForNBarsBack(period, lastTickTime, 2);

     history.readBars(financialInstrument, period, OfferSide.BID, from, to,

         new LoadingFinancialDataListener() {
             @Override
             public void newTick(IFinancialInstrument financialInstrument, long time, double ask, double bid, double askVol, double bidVol) {}

             @Override
             public void newBar(IFinancialInstrument financialInstrument, Period period, OfferSide side, long time, double open, double close, double low, double high, double vol) {
                 barCount++;
                 maxHeight = Math.max(Math.abs(open - close), maxHeight);
                 avgClose = barCount == 1 ? close : round(avgClose + ((close - avgClose) / (double)barCount));
                 if(close - open > 0){
                     greenCount++;
                 }
             }

             private double round(double amount) {
                 return (new BigDecimal(amount)).setScale(financialInstrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
             }
         },
         new LoadingProgressListener() {

             @Override
             public void dataLoaded(long start, long end, long currentPosition, String information) {
             }

             @Override
             public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
                 console.getOut().format("Loaded %s %s candles (%s green, %s red) %s  - %s max bar height=%.1fpips average close=%.5f",
                         barCount, period, greenCount, barCount - greenCount, DateUtils.format(from), DateUtils.format(to), maxHeight/financialInstrument.getPipValue(), avgClose).println();
                 context.stop();
             }

             @Override
             public boolean stopJob() {
                 return false;
             }
         });
 }
 

Parameters:

financialInstrument - instrument of the bars

period - period of the bars

side - side of the bars

from - start of the time interval for which bars should be loaded. Should be the exact starting time of the bar for specified period. See getBarStart(Period, long) description if you want to get bar starting time for bar that includes specific time

to - end time of the time interval for which bars should be loaded. This is the starting time of the last bar to be loaded

barListener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when period is not supported or time interval is not valid for specified period

See Also:

getBarStart(Period, long)

readBars

void readBars(Instrument instrument,
            Period period,
            OfferSide side,
            Filter filter,
            long from,
            long to,
            LoadingDataListener barListener,
            LoadingProgressListener loadingProgress)
              throws JFException

Reads bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in barListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing

Consider analyzing the last weeks 1 minute bars - namely calculating the average close price and the maximum bar size

 private IHistory history;
 private IConsole console;

 double maxHeight = Double.MIN_VALUE, avgClose = 0;
 int barCount, greenCount;
 private Instrument instrument = Instrument.EURUSD;
 private Period period = Period.ONE_MIN;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();
     context.setSubscribedInstruments(Collections.singleton(instrument), true);
     long lastTickTime = history.getLastTick(instrument).getTime();
     final long from = history.getBarStart(period, lastTickTime - Period.DAILY.getInterval() * 7);
     final long to = history.getTimeForNBarsBack(period, lastTickTime, 2);

     history.readBars(instrument, period, OfferSide.BID, Filter.WEEKENDS, from, to,

     new LoadingDataListener() {
         @Override
         public void newTick(Instrument instrument, long time, double ask, double bid, double askVol, double bidVol) {}

         @Override
         public void newBar(Instrument instrument, Period period, OfferSide side, long time, double open, double close, double low, double high, double vol) {
             barCount++;
             maxHeight = Math.max(Math.abs(open - close), maxHeight);
             avgClose = barCount == 1 ? close : round(avgClose + ((close - avgClose) / (double)barCount));
             if(close - open > 0){
                 greenCount++;
             }
         }

         private double round(double amount) {
             return (new BigDecimal(amount)).setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
         }
     },
     new LoadingProgressListener() {

         @Override
         public void dataLoaded(long start, long end, long currentPosition, String information) {
         }

         @Override
         public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
             console.getOut().format("Loaded %s %s candles (%s green, %s red) %s  - %s max bar height=%.1fpips average close=%.5f"
                     barCount, period, greenCount, barCount - greenCount, DateUtils.format(from), DateUtils.format(to), maxHeight/instrument.getPipValue(), avgClose).println();
             context.stop();
         }

         @Override
         public boolean stopJob() {
             return false;
         }
     });
 }
 

Parameters:

instrument - instrument of the bars

period - period of the bars

side - side of the bars

filter - bars filtering method see Filter

from - start of the time interval for which bars should be loaded. Should be the exact starting time of the bar for specified period. See getBarStart(Period, long) description if you want to get bar starting time for bar that includes specific time

to - end time of the time interval for which bars should be loaded. This is the starting time of the last bar to be loaded

barListener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when period is not supported or time interval is not valid for specified period

See Also:

getBarStart(Period, long)

readBars

void readBars(IFinancialInstrument financialInstrument,
            Period period,
            OfferSide side,
            Filter filter,
            long from,
            long to,
            DataLoadingListener barListener,
            LoadingProgressListener loadingProgress)
              throws JFException

Reads bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in barListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing

Consider analyzing the last weeks 1 minute bars - namely calculating the average close price and the maximum bar size

 int barCount = 0;
 int greenCount = 0;

 @Override
 public void onStart(final IContext context) throws JFException {
         history = context.getHistory();
         console = context.getConsole();
         IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();
         final IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");

         context.setSubscribedFinancialInstruments(Collections.singleton(financialInstrument), true);
         long lastTickTime = history.getLastTick(financialInstrument).getTime();
         final long from = history.getBarStart(period, lastTickTime - Period.DAILY.getInterval() * 7);
         final long to = history.getTimeForNBarsBack(period, lastTickTime, 2);

         history.readBars(financialInstrument, period, OfferSide.BID, Filter.WEEKENDS, from, to,

                 new LoadingFinancialDataListener() {
                         @Override
                         public void newTick(IFinancialInstrument financialInstrument, long time, double ask, double bid, double askVol, double bidVol) {}

                         @Override
                         public void newBar(IFinancialInstrument financialInstrument, Period period, OfferSide side, long time, double open, double close, double low, double high, double vol) {
                                 barCount++;
                                 maxHeight = Math.max(Math.abs(open - close), maxHeight);
                                 avgClose = barCount == 1 ? close : round(avgClose + ((close - avgClose) / (double)barCount));
                                 if(close - open > 0){
                                        greenCount++;
                                }
                         }

                         private double round(double amount) {
                                return (new BigDecimal(amount)).setScale(financialInstrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
                         }
                 },
                 new LoadingProgressListener() {

                         @Override
                         public void dataLoaded(long start, long end, long currentPosition, String information) {
                         }

                         @Override
                         public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
                                 console.getOut().format("Loaded %s %s candles (%s green, %s red) %s  - %s max bar height=%.1fpips average close=%.5f",
                                 barCount, period, greenCount, barCount - greenCount, DateUtils.format(from), DateUtils.format(to), maxHeight/financialInstrument.getPipValue(), avgClose).println();
                                 context.stop();
                         }

                         @Override
                         public boolean stopJob() {
                                 return false;
                         }
                 }
         );
 }
 

Parameters:

financialInstrument - instrument of the bars

period - period of the bars

side - side of the bars

filter - bars filtering method see Filter

from - start of the time interval for which bars should be loaded. Should be the exact starting time of the bar for specified period. See getBarStart(Period, long) description if you want to get bar starting time for bar that includes specific time

to - end time of the time interval for which bars should be loaded. This is the starting time of the last bar to be loaded

barListener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when period is not supported or time interval is not valid for specified period

See Also:

getBarStart(Period, long)

readBars

void readBars(Instrument instrument,
            Period period,
            OfferSide side,
            Filter filter,
            int numberOfCandlesBefore,
            long time,
            int numberOfCandlesAfter,
            LoadingDataListener barListener,
            LoadingProgressListener loadingProgress)
              throws JFException

Reads bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in barListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing

Consider analyzing the 100000 1 minute bars - namely calculating the average close price and the maximum bar size

 private IHistory history;
 private IConsole console;

 double maxHeight = Double.MIN_VALUE, avgClose = 0;
 int barCount, greenCount;
 private Instrument instrument = Instrument.EURUSD;
 private Period period = Period.ONE_MIN;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();
     context.setSubscribedInstruments(Collections.singleton(instrument), true);
     long lastTickTime = history.getLastTick(instrument).getTime();
     final long to = history.getTimeForNBarsBack(period, lastTickTime, 2);

     history.readBars(instrument, period, OfferSide.BID, Filter.WEEKENDS, 100000, to, 0,

     new LoadingDataListener() {
         @Override
         public void newTick(Instrument instrument, long time, double ask, double bid, double askVol, double bidVol) {}

         @Override
         public void newBar(Instrument instrument, Period period, OfferSide side, long time, double open, double close, double low, double high, double vol) {
             barCount++;
             maxHeight = Math.max(Math.abs(open - close), maxHeight);
             avgClose = barCount == 1 ? close : round(avgClose + ((close - avgClose) / (double)barCount));
             if(close - open > 0){
                 greenCount++;
             }
         }

         private double round(double amount) {
             return (new BigDecimal(amount)).setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
         }
     },
     new LoadingProgressListener() {

         @Override
         public void dataLoaded(long start, long end, long currentPosition, String information) {
         }

         @Override
         public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
             console.getOut().format("Loaded %s %s candles (%s green, %s red) till %s max bar height=%.1fpips average close=%.5f",
                     barCount, period, greenCount, barCount - greenCount, DateUtils.format(to), maxHeight/instrument.getPipValue(), avgClose).println();
             context.stop();
         }

         @Override
         public boolean stopJob() {
             return false;
         }
     });
 }
 

Parameters:

instrument - instrument of the bars

period - period of the bars

side - side of the bars

filter - allows to filter candles

numberOfCandlesBefore - how much candles to load before and including candle with time specified in time parameter

time - time of the last candles in period specified in numberOfCandlesBefore parameter or/and time of the candle prior first candle in period specified with numberOfCandlesAfter parameter

numberOfCandlesAfter - how much candles to load after (not including) candle with time specified in time parameter

barListener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when period is not supported or time interval is not valid for specified period

See Also:

getBarStart(Period, long)

readBars

void readBars(IFinancialInstrument financialInstrument,
            Period period,
            OfferSide side,
            Filter filter,
            int numberOfCandlesBefore,
            long time,
            int numberOfCandlesAfter,
            DataLoadingListener barListener,
            LoadingProgressListener loadingProgress)
              throws JFException

Reads bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in barListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing

Consider analyzing the 100000 1 minute bars - namely calculating the average close price and the maximum bar size

 private IHistory history;
 private IConsole console;

 double maxHeight = Double.MIN_VALUE, avgClose = 0;
 int barCount, greenCount;
 private Period period = Period.ONE_MIN;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();

     IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();
     final IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");

     context.setSubscribedFinancialInstruments(Collections.singleton(financialInstrument), true);
     long lastTickTime = history.getLastTick(financialInstrument).getTime();
     final long to = history.getTimeForNBarsBack(period, lastTickTime, 2);

     history.readBars(financialInstrument, period, OfferSide.BID, Filter.WEEKENDS, 100000, to, 0,

     new LoadingFinancialDataListener() {
         @Override
         public void newTick(IFinancialInstrument financialInstrument, long time, double ask, double bid, double askVol, double bidVol) {}

         @Override
         public void newBar(IFinancialInstrument financialInstrument, Period period, OfferSide side, long time, double open, double close, double low, double high, double vol) {
             barCount++;
             maxHeight = Math.max(Math.abs(open - close), maxHeight);
             avgClose = barCount == 1 ? close : round(avgClose + ((close - avgClose) / (double)barCount));
             if(close - open > 0){
                 greenCount++;
             }
         }

         private double round(double amount) {
             return (new BigDecimal(amount)).setScale(financialInstrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
         }
     },
     new LoadingProgressListener() {

         @Override
         public void dataLoaded(long start, long end, long currentPosition, String information) {
         }

         @Override
         public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
             console.getOut().format("Loaded %s %s candles (%s green, %s red) till %s max bar height=%.1fpips average close=%.5f",
                     barCount, period, greenCount, barCount - greenCount, DateUtils.format(to), maxHeight/financialInstrument.getPipValue(), avgClose).println();
             context.stop();
         }

         @Override
         public boolean stopJob() {
             return false;
         }
     });
 }
 

Parameters:

financialInstrument - instrument of the bars

period - period of the bars

side - side of the bars

filter - allows to filter candles

numberOfCandlesBefore - how much candles to load before and including candle with time specified in time parameter

time - time of the last candles in period specified in numberOfCandlesBefore parameter or/and time of the candle prior first candle in period specified with numberOfCandlesAfter parameter

numberOfCandlesAfter - how much candles to load after (not including) candle with time specified in time parameter

barListener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when period is not supported or time interval is not valid for specified period

See Also:

getBarStart(Period, long)

getTicks

List<ITick> getTicks(Instrument instrument,
                   long from,
                   long to)
                     throws JFException

Returns ticks for specified instrument and time interval. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

 ITick lastTick = history.getLastTick(Instrument.EURUSD);
 List<ITick> ticks = history.getTicks(Instrument.EURUSD, lastTick.getTime() - 10 * 1000, lastTick.getTime());
 int last = ticks.size() - 1;
 console.getOut().format(
     "Tick count=%s; Latest bid price=%.5f, time=%s; Oldest bid price=%.5f, time=%s", 
     ticks.size(), ticks.get(last).getBid(), DateUtils.format(ticks.get(last).getTime()), ticks.get(0).getBid(), DateUtils.format(ticks.get(last).getTime())
 ).println();
 

Parameters:

instrument - instrument of the ticks

from - start of the time interval for which ticks should be loaded

to - end time of the time interval for which ticks should be loaded. If there is tick with time equals to the time in to parameter then it will be loaded as well

Returns:

loaded ticks

Throws:

JFException - when some error occurs when loading data

getTicks

List<ITick> getTicks(IFinancialInstrument financialInstrument,
                   long from,
                   long to)
                     throws JFException

Returns ticks for specified instrument and time interval. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

 @Override
 public void onStart(final IContext context) throws JFException {
     this.history = context.getHistory();
     this.console = context.getConsole();

     IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();
     IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");
     ITick lastTick = history.getLastTick(financialInstrument);
     List<ITick> = history.getTicks(financialInstrument, lastTick.getTime() - 10 * 1000, lastTick.getTime());
     int last = ticks.size() - 1;
     console.getOut().format("Tick count=%s; Latest bid price=%.5f, time=%s; Oldest bid price=%.5f, time=%s",
         ticks.size(), ticks.get(last).getBid(), DateUtils.format(ticks.get(last).getTime()), ticks.get(0).getBid(), DateUtils.format(ticks.get(last).getTime()) ).println();
 }
 

Parameters:

financialInstrument - instrument of the ticks

from - start of the time interval for which ticks should be loaded

to - end time of the time interval for which ticks should be loaded. If there is tick with time equals to the time in to parameter then it will be loaded as well

Returns:

loaded ticks

Throws:

JFException - when some error occurs when loading data

getTicks

List<ITick> getTicks(Instrument instrument,
                   int numberOfOneSecondIntervalsBefore,
                   long time,
                   int numberOfOneSecondIntervalsAfter)
                     throws JFException

Returns ticks for specified instrument, time and count. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

Parameters:

instrument - instrument of the ticks

numberOfOneSecondIntervalsBefore - how much one second interval of ticks to load before and including one second interval of ticks with time specified in time parameter

time - time of the last one second tick interval in period specified in numberOfOneSecondIntervalsBefore parameter or/and time of the one second tick interval prior first one second tick interval in period specified with numberOfOneSecondIntervalsAfter parameter

numberOfOneSecondIntervalsAfter - how much one second tick intervals to load after (not including) one second tick interval with time specified in time parameter

Returns:

loaded ticks

Throws:

JFException - when some error occurs when loading data

getTicks

List<ITick> getTicks(IFinancialInstrument financialInstrument,
                   int numberOfOneSecondIntervalsBefore,
                   long time,
                   int numberOfOneSecondIntervalsAfter)
                     throws JFException

Returns ticks for specified instrument, time and count. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

Parameters:

financialInstrument - instrument of the ticks

numberOfOneSecondIntervalsBefore - how much one second interval of ticks to load before and including one second interval of ticks with time specified in time parameter

time - time of the last one second tick interval in period specified in numberOfOneSecondIntervalsBefore parameter or/and time of the one second tick interval prior first one second tick interval in period specified with numberOfOneSecondIntervalsAfter parameter

numberOfOneSecondIntervalsAfter - how much one second tick intervals to load after (not including) one second tick interval with time specified in time parameter

Returns:

loaded ticks

Throws:

JFException - when some error occurs when loading data

getBars

List<IBar> getBars(Instrument instrument,
                 Period period,
                 OfferSide side,
                 long from,
                 long to)
                   throws JFException

Returns bars for specified instrument, period and side. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

Consider getting 5 bars over a time interval:

 long prevBarTime = history.getPreviousBarStart(Period.ONE_HOUR, history.getLastTick(Instrument.EURUSD).getTime());
 long startTime =  history.getTimeForNBarsBack(Period.ONE_HOUR, prevBarTime, 5);  
 List<IBar> bars = history.getBars(Instrument.EURUSD, Period.ONE_HOUR, OfferSide.BID, startTime, prevBarTime);
 int last = bars.size() - 1;
 console.getOut().format(
          "Previous bar close price=%.5f; 4th to previous bar close price=%.5f", 
          bars.get(last).getClose(), bars.get(0).getClose()
 ).println();
 

Consider getting daily bars over several months:

 SimpleDateFormat dateFormat = new SimpleDateFormat("dd/MM/yyy HH:mm:ss"); 
 dateFormat.setTimeZone(TimeZone.getTimeZone("GMT")); 
 Date dateFrom, dateTo;
 try { 
     dateFrom = dateFormat.parse("04/06/2013 00:00:00"); 
     dateTo = dateFormat.parse("04/10/2013 00:00:00");
 } catch (ParseException e) {
     e.printStackTrace();
     return;
 }    
 List bars = history.getBars(Instrument.EURUSD, Period.DAILY, OfferSide.ASK, dateFrom.getTime(), dateTo.getTime());
 console.getOut().format("bar FROM=%s; bar TO=%s", bars.get(0), bars.get(bars.size() - 1)).println();
 

Parameters:

instrument - instrument of the bars

period - period of the bars

side - side of the bars

from - start of the time interval for which bars should be loaded. Should be the exact starting time of the bar for specified period. See getBarStart(Period, long) description if you want to get bar starting time for candle that includes specific time

to - end time of the time interval for which bars should be loaded. This is the starting time of the last candle to be loaded

Returns:

loaded bars

Throws:

JFException - when period is not supported or some error occurs when loading data

getBars

List<IBar> getBars(IFinancialInstrument financialInstrument,
                 Period period,
                 OfferSide side,
                 long from,
                 long to)
                   throws JFException

Returns bars for specified instrument, period and side. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

Consider getting 5 bars over a time interval:

 private IHistory history;
 private IConsole console;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();

     IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();
     final IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");

     long prevBarTime = history.getPreviousBarStart(Period.ONE_HOUR, history.getLastTick(financialInstrument).getTime());
     long startTime =  history.getTimeForNBarsBack(Period.ONE_HOUR, prevBarTime, 5);
     List<IBar> bars = history.getBars(financialInstrument, Period.ONE_HOUR, OfferSide.BID, startTime, prevBarTime);
     int last = bars.size() - 1;
     console.getOut().format(
         "Previous bar close price=%.5f; 4th to previous bar close price=%.5f",
             bars.get(last).getClose(), bars.get(0).getClose()
     ).println();
 }

 

Parameters:

financialInstrument - instrument of the bars

period - period of the bars

side - side of the bars

from - start of the time interval for which bars should be loaded. Should be the exact starting time of the bar for specified period. See getBarStart(Period, long) description if you want to get bar starting time for candle that includes specific time

to - end time of the time interval for which bars should be loaded. This is the starting time of the last candle to be loaded

Returns:

loaded bars

Throws:

JFException - when period is not supported or some error occurs when loading data

getBars

List<IBar> getBars(Instrument instrument,
                 Period period,
                 OfferSide side,
                 Filter filter,
                 long from,
                 long to)
                   throws JFException

Returns bars for specified instrument, period, side and filter. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

Parameters:

instrument - instrument of the bars

period - period of the bars

side - side of the bars

filter - bars filtering method see Filter

from - start of the time interval for which bars should be loaded. Should be the exact starting time of the bar for specified period. See getBarStart(Period, long) description if you want to get bar starting time for candle that includes specific time

to - end time of the time interval for which bars should be loaded. This is the starting time of the last candle to be loaded

Returns:

loaded bars

Throws:

JFException - when period is not supported or some error occurs when loading data

getBars

List<IBar> getBars(IFinancialInstrument financialInstrument,
                 Period period,
                 OfferSide side,
                 Filter filter,
                 long from,
                 long to)
                   throws JFException

Returns bars for specified instrument, period, side and filter. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

Parameters:

financialInstrument - instrument of the bars

period - period of the bars

side - side of the bars

filter - bars filtering method see Filter

from - start of the time interval for which bars should be loaded. Should be the exact starting time of the bar for specified period. See getBarStart(Period, long) description if you want to get bar starting time for candle that includes specific time

to - end time of the time interval for which bars should be loaded. This is the starting time of the last candle to be loaded

Returns:

loaded bars

Throws:

JFException - when period is not supported or some error occurs when loading data

getBars

List<IBar> getBars(Instrument instrument,
                 Period period,
                 OfferSide side,
                 Filter filter,
                 int numberOfCandlesBefore,
                 long time,
                 int numberOfCandlesAfter)
                   throws JFException

Returns bars for specified instrument, period and side. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException. If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included even if it's flat

Consider getting 5 bars over a candle interval:

 long prevBarTime = history.getPreviousBarStart(Period.ONE_HOUR, history.getLastTick(Instrument.EURUSD).getTime());
 List<IBar> bars = history.getBars(Instrument.EURUSD, Period.ONE_HOUR, OfferSide.BID, Filter.NO_FILTER, 5, prevBarTime, 0);
 int last = bars.size() - 1;
 console.getOut().format(
         "Previous bar close price=%.5f; 4th to previous bar close price=%.5f", 
         bars.get(last).getClose(), bars.get(0).getClose()).println();
 

Parameters:

instrument - instrument of the bars

period - period of the bars

side - side of the bars

filter - allows to filter candles

numberOfCandlesBefore - how much candles to load before and including candle with time specified in time parameter

time - time of the last candle in period specified in numberOfCandlesBefore parameter, or time of the first candle in period specified with numberOfCandlesAfter parameter if numberOfCandlesBefore is 0, or time of the candle prior to first candle in period specified with numberOfCandlesAfter if numberOfCandlesBefore is > 0

numberOfCandlesAfter - how much candles to load after (not including) candle with time specified in time parameter

Returns:

loaded bars

Throws:

JFException - when period is not supported or some error occurs when loading data

getBars

List<IBar> getBars(IFinancialInstrument financialInstrument,
                 Period period,
                 OfferSide side,
                 Filter filter,
                 int numberOfCandlesBefore,
                 long time,
                 int numberOfCandlesAfter)
                   throws JFException

Returns bars for specified instrument, period and side. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException. If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included even if it's flat

Consider getting 5 bars over a candle interval:

 private IHistory history;
 private IConsole console;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();
     IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();

     IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");
     context.setSubscribedFinancialInstruments(Collections.singleton(financialInstrument), true);

     long prevBarTime = history.getPreviousBarStart(Period.ONE_HOUR, history.getLastTick(financialInstrument).getTime());
     List<IBar> bars = history.getBars(financialInstrument, Period.ONE_HOUR, OfferSide.BID, Filter.NO_FILTER, 5, prevBarTime, 0);
     int last = bars.size() - 1;
     console.getOut().format(
         "Previous bar close price=%.5f; 4th to previous bar close price=%.5f",
         bars.get(last).getClose(), bars.get(0).getClose()).println();
 }
 

Parameters:

financialInstrument - instrument of the bars

period - period of the bars

side - side of the bars

filter - allows to filter candles

numberOfCandlesBefore - how much candles to load before and including candle with time specified in time parameter

time - time of the last candle in period specified in numberOfCandlesBefore parameter, or time of the first candle in period specified with numberOfCandlesAfter parameter if numberOfCandlesBefore is 0, or time of the candle prior to first candle in period specified with numberOfCandlesAfter if numberOfCandlesBefore is > 0

numberOfCandlesAfter - how much candles to load after (not including) candle with time specified in time parameter

Returns:

loaded bars

Throws:

JFException - when period is not supported or some error occurs when loading data

getBarStart

long getBarStart(Period period,
               long time)
                 throws JFException

Returns starting time of the bar that includes time specified in time parameter

Parameters:

period - period of the bar

time - time that is included by the bar

Returns:

starting time of the bar

Throws:

JFException - when period is not supported

getNextBarStart

long getNextBarStart(Period period,
                   long barTime)
                     throws JFException

Returns starting time of the bar next to the bar that includes time specified in barTime parameter

Parameters:

period - period of the bar

barTime - time that is included by the bar previous to the returned

Returns:

starting time of the bar

Throws:

JFException - when period is not supported

getPreviousBarStart

long getPreviousBarStart(Period period,
                       long barTime)
                         throws JFException

Returns starting time of the bar previous to the bar that includes time specified in barTime parameter

Parameters:

period - period to the bar

barTime - time that is included by the bar next to the returned

Returns:

staring time of the bar

Throws:

JFException - when period is not supported

getTimeForNBarsBack

long getTimeForNBarsBack(Period period,
                       long to,
                       int numberOfBars)
                         throws JFException

Returns starting time of the bar that is numberOfBars - 1 back in time to the bar that includes time specified in to parameter. Method can be used to get time for the from parameter for getBars(com.dukascopy.api.Instrument, com.dukascopy.api.Period, com.dukascopy.api.OfferSide, long, long) method when is known time of the last bar and number of candles that needs to be loaded

Parameters:

period - period of the bars

to - time of the last bar

numberOfBars - number of bars that could be loaded when passing returned time and time specified in to parameter in getBars(com.dukascopy.api.Instrument, com.dukascopy.api.Period, com.dukascopy.api.OfferSide, long, long) method

Returns:

starting time of the bar

Throws:

JFException - when period is not supported

getTimeForNBarsForward

long getTimeForNBarsForward(Period period,
                          long from,
                          int numberOfBars)
                            throws JFException

Returns starting time of the bar that is + numberOfBars - 1 in the future to the bar that includes time specified in from parameter. Method can be used to get time for the to parameter for getBars(com.dukascopy.api.Instrument, com.dukascopy.api.Period, com.dukascopy.api.OfferSide, long, long) method when is known time of the first bar and number of candles that needs to be loaded

Parameters:

period - period of the bars

from - time of the first bar

numberOfBars - number of bars that could be loaded when passing returned time and time specified in from parameter in getBars(com.dukascopy.api.Instrument, com.dukascopy.api.Period, com.dukascopy.api.OfferSide, long, long) method

Returns:

starting time of the last bar

Throws:

JFException - when period is not supported

readOrdersHistory

void readOrdersHistory(Instrument instrument,
                     long from,
                     long to,
                     LoadingOrdersListener ordersListener,
                     LoadingProgressListener loadingProgress)
                       throws JFException

Loads orders from the server in the background. Method returns fast after creating request for data not waiting for any data to be loaded After internal request is sent, orders will be returned by calling method in ordersListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method can be used for orders loading without blocking strategy execution NB! Only one order history request can be sent at a time. If there is another request sent method will throw JFException

Parameters:

instrument - instrument of the orders

from - start of the time interval for which orders should be loaded

to - end time of the time interval for which orders should be loaded

ordersListener - receives data about requested orders

loadingProgress - used to control loading progress

Throws:

JFException - in case of any system error

See Also:

getOrdersHistory(Instrument instrument, long from, long to)

readOrdersHistory

void readOrdersHistory(IFinancialInstrument financialInstrument,
                     long from,
                     long to,
                     LoadingOrdersListener ordersListener,
                     LoadingProgressListener loadingProgress)
                       throws JFException

Loads orders from the server in the background. Method returns fast after creating request for data not waiting for any data to be loaded After internal request is sent, orders will be returned by calling method in ordersListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method can be used for orders loading without blocking strategy execution NB! Only one order history request can be sent at a time. If there is another request sent method will throw JFException

Parameters:

financialInstrument - instrument of the orders

from - start of the time interval for which orders should be loaded

to - end time of the time interval for which orders should be loaded

ordersListener - receives data about requested orders

loadingProgress - used to control loading progress

Throws:

JFException - in case of any system error

See Also:

getOrdersHistory(IFinancialInstrument financialInstrument, long from, long to)

getOrdersHistory

List<IOrder> getOrdersHistory(Instrument instrument,
                            long from,
                            long to)
                              throws JFException

Returns orders for specified instrument and time interval. Method blocks until all data will be loaded from the server. NB! Only one order history request can be sent at a time. If there is another request sent method will throw JFException

Parameters:

instrument - instrument of the orders

from - start of the time interval for which orders should be loaded

to - end time of the time interval for which orders should be loaded

Returns:

loaded orders

Throws:

JFException - in case of any system error

getOrdersHistory

List<IOrder> getOrdersHistory(IFinancialInstrument financialInstrument,
                            long from,
                            long to)
                              throws JFException

Returns orders for specified instrument and time interval. Method blocks until all data will be loaded from the server. NB! Only one order history request can be sent at a time. If there is another request sent method will throw JFException

Parameters:

financialInstrument - instrument of the orders

from - start of the time interval for which orders should be loaded

to - end time of the time interval for which orders should be loaded

Returns:

loaded orders

Throws:

JFException - in case of any system error

getHistoricalOrderById

IOrder getHistoricalOrderById(String id)
                              throws JFException

Returns historical (closed) order by position id for the given user account.

Parameters:

id - closed order's position id

Returns:

historical (closed) order with specified position id for the given user account or null if there is no one.

Throws:

JFException - in case of any system error

getEquity

double getEquity()

Returns current equity calculated for every tick

Returns:

actual equity

getTick

ITick getTick(Instrument instrument,
            int shift)
              throws JFException

Returns tick for specified instrument, that is shifted back in time for number in ticks specified in shift parameter, 0 - current tick, 1 - previous tick.

 ITick tick0 = history.getTick(Instrument.EURUSD, 0);
 ITick tick1 = history.getTick(Instrument.EURUSD, 1);
 console.getOut().format("last tick: %s; previous tick: %s", tick0, tick1).println();   
 

Parameters:

instrument - instrument of the tick

shift - number of tick back in time staring from current tick. 1 - previous tick, 2 - current tick minus 2 ticks and so on

Returns:

tick

Throws:

JFException - when instrument is not active (not opened in platform) or other errors

getTick

ITick getTick(IFinancialInstrument financialInstrument,
            int shift)
              throws JFException

Returns tick for specified instrument, that is shifted back in time for number in ticks specified in shift parameter, 0 - current tick, 1 - previous tick.

 IFinancialInstrumentProvider instrumentProvider = context.getFinancialInstrumentProvider();
 final IFinancialInstrument financialInstrument = instrumentProvider.getFinancialInstrument("EUR/USD");
 ITick tick0 = history.getTick(financialInstrument, 0);
 ITick tick1 = history.getTick(financialInstrument, 1);
 console.getOut().format("last tick: %s; previous tick: %s", tick0, tick1).println();
 

Parameters:

financialInstrument - instrument of the tick

shift - number of tick back in time staring from current tick. 1 - previous tick, 2 - current tick minus 2 ticks and so on

Returns:

tick

Throws:

JFException - when instrument is not active (not opened in platform) or other errors

getFeedData

ITimedData getFeedData(IFeedDescriptor feedDescriptor,
                     int shift)
                       throws JFException

Returns bar for specified feed descriptor, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar (currently generated), 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null.

Parameters:

feedDescriptor - holds parameters: data type, instrument, offer side, etc (depends on bar type), and describes what kind of bars must be loaded

shift - number of bars back in time staring from current bar. 1 - previous bar, 2 - current bar minus 2 bars and so on

Returns:

bar or null if no bar is loaded, the type of returning bar depends on FeedDescriptor.getDataType()

Throws:

JFException - when some error occurs when loading data

getFeedData

<T extends ITimedData> T getFeedData(ITailoredFeedDescriptor<T> feedDescriptor,
                                   int shift)
                                 throws JFException

A type-safe feed data retrieval for the specified feed

Throws:

JFException

See Also:

getFeedData(IFeedDescriptor, int)

getFeedData

List<ITimedData> getFeedData(IFeedDescriptor feedDescriptor,
                           long from,
                           long to)
                             throws JFException

Returns bars for specified feed descriptor. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException

Parameters:

feedDescriptor - holds parameters: data type, instrument, offer side, etc (depends on bar type), and describes what kind of bars must be loaded

from - start of the time interval for which bars should be loaded

to - end time of the time interval for which bars should be loaded. If there is bar with time equals to the time in to parameter then it will be loaded as well

Returns:

loaded bars

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

getFeedData

<T extends ITimedData> List<T> getFeedData(ITailoredFeedDescriptor<T> feedDescriptor,
                                         long from,
                                         long to)
                                       throws JFException

A type-safe feed data retrieval for the specified feed

Throws:

JFException

See Also:

getFeedData(IFeedDescriptor, long, long)

getFeedData

List<ITimedData> getFeedData(IFeedDescriptor feedDescriptor,
                           int numberOfFeedBarsBefore,
                           long time,
                           int numberOfFeedBarsAfter)
                             throws JFException

Returns bars for specified feedDescriptor. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException.

Parameters:

feedDescriptor - holds parameters: data type, instrument, offer side, etc (depends on bar type), and describes what kind of bars must be loaded

numberOfFeedBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - the time of the last bar in period specified in numberOfFeedBarsBefore parameter, or the time of the first bar in period specified with numberOfFeedBarsAfter parameter if numberOfFeedBarsBefore is 0, or the time of the bar prior to the first bar in period specified with numberOfFeedBarsAfter if numberOfFeedBarsBefore is > 0

numberOfFeedBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

Returns:

loaded bars

Throws:

JFException - when some error occurs when loading data

getFeedData

<T extends ITimedData> List<T> getFeedData(ITailoredFeedDescriptor<T> feedDescriptor,
                                         int numberOfFeedBarsBefore,
                                         long time,
                                         int numberOfFeedBarsAfter)
                                       throws JFException

A type-safe feed data retrieval for the specified feed

Throws:

JFException

See Also:

getFeedData(ITailoredFeedDescriptor, int, long, int)

readFeedData

void readFeedData(IFeedDescriptor feedDescriptor,
                long from,
                long to,
                IFeedListener feedListener,
                LoadingProgressListener loadingProgress)
                  throws JFException

Reads feed data from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, feed data items will be returned by calling method in feedListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing

Consider analyzing the last weeks renko bricks - namely calculating the average close price

 private IHistory history;
 private IConsole console;

 private Instrument instrument = Instrument.EURUSD;
 private IFeedDescriptor feedDescriptor = new RenkoFeedDescriptor(instrument, PriceRange.TWO_PIPS, OfferSide.ASK);
 private double avgPrice = 0;
 private int itemCount = 0;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();

     context.setSubscribedInstruments(Collections.singleton(instrument), true);

     final long to = history.getFeedData(feedDescriptor, 1).getTime();
     final long from = to - Period.DAILY.getInterval() * 7;

     history.readFeedData(
         feedDescriptor,
         from,
         to,
         new IFeedListener() {
             @Override
             public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
                 itemCount++;
                 double price = feedDescriptor.getDataType() == DataType.TICKS
                         ? ((ITick)feedData).getBid()
                         : ((IBar)feedData).getClose();
                 avgPrice = itemCount == 1 ? price : round(avgPrice + ((price - avgPrice) / (double)itemCount));
             }

             private double round(double amount) {
                 return (new BigDecimal(amount)).setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
             }
         },
         new LoadingProgressListener() {
             @Override
             public void dataLoaded(long start, long end, long currentPosition, String information) {
             }

             @Override
             public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
                 console.getOut().format("Loaded %s %s %s  - %s average %s=%.5f    feed descriptor=%s",
                         itemCount,
                         feedDescriptor.getDataType(),
                         DateUtils.format(from),
                         DateUtils.format(to),
                         feedDescriptor.getDataType() == DataType.TICKS ? "bid" : "close",
                         avgPrice,
                         feedDescriptor
                 ).println();
                context.stop();
             }

             @Override
             public boolean stopJob() {
                 return false;
             }
         }
     );
 }
 

Parameters:

feedDescriptor - feed descriptor of the feed data

from - start of the time interval for which feed data items should be loaded.

to - end time of the time interval for which feed data items should be loaded.

feedListener - receives data about requested feed data items

loadingProgress - used to control loading progress

Throws:

JFException - when some errors occurs

readFeedData

<T extends ITimedData> void readFeedData(ITailoredFeedDescriptor<T> feedDescriptor,
                                       long from,
                                       long to,
                                       ITailoredFeedListener<T> feedListener,
                                       LoadingProgressListener loadingProgress)
                  throws JFException

A type-safe feed data retrieval for the specified feed

 private IHistory history;
 private IConsole console;

 Instrument instrument = Instrument.EURUSD;
 ITailoredFeedDescriptor<IRenkoBar> feedDescriptor = new RenkoFeedDescriptor(instrument, PriceRange.TWO_PIPS, OfferSide.ASK);
 double avgPrice = 0;
 int itemCount = 0;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();

     context.setSubscribedInstruments(Collections.singleton(instrument), true);

     final long to = history.getFeedData(feedDescriptor, 1).getTime();
     final long from = to - Period.DAILY.getInterval() * 7;

     history.readFeedData(
         feedDescriptor,
         from,
         to,
         new ITailoredFeedListener<IRenkoBar>() {
             @Override
             public void onFeedData(ITailoredFeedDescriptor<IRenkoBar> feedDescriptor, IRenkoBar renko) {
                 itemCount++;
                 double price = renko.getClose();
                 avgPrice = itemCount == 1 ? price : round(avgPrice + ((price - avgPrice) / (double)itemCount));
             }

             private double round(double amount) {
                 return (new BigDecimal(amount)).setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
             }
         },
         new LoadingProgressListener() {
             @Override
             public void dataLoaded(long start, long end, long currentPosition, String information) {
             }

             @Override
             public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
                 console.getOut().format("Loaded %s Renkos %s  - %s average close=%.5f    feed descriptor=%s",
                         itemCount,
                         DateUtils.format(from),
                         DateUtils.format(to),
                         avgPrice,
                         feedDescriptor
                 ).println();
                 context.stop();
             }

             @Override
             public boolean stopJob() {
                 return false;
             }
         }
     );
 }
 

Throws:

JFException

See Also:

readFeedData(IFeedDescriptor, long, long, IFeedListener, LoadingProgressListener)

readFeedData

void readFeedData(IFeedDescriptor feedDescriptor,
                int numberOfFeedDataBefore,
                long time,
                int numberOfFeedDataAfter,
                IFeedListener feedListener,
                LoadingProgressListener loadingProgress)
                  throws JFException

Reads feed data from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, feed data will be returned by calling method in feedListener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of feed data without keeping them all in memory, and second is asynchronous processing

Consider analyzing the last 1000 renko bricks - namely calculating the average close price

 private IHistory history;
 private IConsole console;

 private Instrument instrument = Instrument.EURUSD;
 private IFeedDescriptor feedDescriptor = new RenkoFeedDescriptor(Instrument.EURUSD, PriceRange.TWO_PIPS, OfferSide.ASK);
 private double avgPrice = 0;
 private int itemCount = 0;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();

     context.setSubscribedInstruments(Collections.singleton(instrument), true);
     final long to = history.getFeedData(feedDescriptor, 1).getTime();

     history.readFeedData(
         feedDescriptor,
         1000,
         to,
         0,
         new IFeedListener() {
             @Override
             public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
                 itemCount++;
                 double price = feedDescriptor.getDataType() == DataType.TICKS
                       ? ((ITick)feedData).getBid()
                       : ((IBar)feedData).getClose();
                 avgPrice = itemCount == 1 ? price : round(avgPrice + ((price - avgPrice) / (double)itemCount));
             }

             private double round(double amount) {
                 return (new BigDecimal(amount)).setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
             }
         },
         new LoadingProgressListener() {
             @Override
             public void dataLoaded(long start, long end, long currentPosition, String information) {
             }

             @Override
             public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
                 console.getOut().format("Loaded %s %s till %s average %s=%.5f    feed descriptor=%s",
                       itemCount,
                       feedDescriptor.getDataType(),
                       DateUtils.format(to),
                       feedDescriptor.getDataType() == DataType.TICKS ? "bid" : "close",
                       avgPrice,
                       feedDescriptor
                 ).println();
                 context.stop();
             }

             @Override
             public boolean stopJob() {
                 return false;
             }
         }
     );
 }
 

Parameters:

feedDescriptor - feed descriptor of the feed data

numberOfFeedDataBefore - how much feed data items to load before and including feed data item with time specified in time parameter

time - time of the last feed data item in period specified in numberOfFeedDataBefore parameter or/and time of the feed data item prior first feed data item in period specified with numberOfFeedDataAfter parameter

numberOfFeedDataAfter - how much feed data items to load after (not including) feed data item with time specified in time parameter

feedListener - receives feed data

loadingProgress - used to control loading progress

Throws:

JFException - when some errors occurs

readFeedData

<T extends ITimedData> void readFeedData(ITailoredFeedDescriptor<T> feedDescriptor,
                                       int numberOfFeedDataBefore,
                                       long time,
                                       int numberOfFeedDataAfter,
                                       ITailoredFeedListener<T> feedListener,
                                       LoadingProgressListener loadingProgress)
                  throws JFException

A type-safe feed data retrieval for the specified feed

 private IHistory history;
 private IConsole console;

 private Instrument instrument = Instrument.EURUSD;
 private ITailoredFeedDescriptor<IRenkoBar> feedDescriptor = new RenkoFeedDescriptor(Instrument.EURUSD, PriceRange.TWO_PIPS, OfferSide.ASK);
 private double avgPrice = 0;
 private int itemCount = 0;

 @Override
 public void onStart(final IContext context) throws JFException {
     history = context.getHistory();
     console = context.getConsole();

     context.setSubscribedInstruments(Collections.singleton(instrument), true);
     final long to = history.getFeedData(feedDescriptor, 1).getTime();

     history.readFeedData(
         feedDescriptor,
         1000,
         to,
         0,
         new ITailoredFeedListener<IRenkoBar>() {
             @Override
             public void onFeedData(ITailoredFeedDescriptor<IRenkoBar> feedDescriptor, IRenkoBar renko) {
                 itemCount++;
                 double price = renko.getClose();
                 avgPrice = itemCount == 1 ? price : round(avgPrice + ((price - avgPrice) / (double)itemCount));
             }
             private double round(double amount) {
                  return (new BigDecimal(amount)).setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP).doubleValue();
             }
         },
         new LoadingProgressListener() {
             @Override
             public void dataLoaded(long start, long end, long currentPosition, String information) {
             }

             @Override
             public void loadingFinished(boolean allDataLoaded, long start, long end, long currentPosition) {
                 console.getOut().format("Loaded %s Renkos till %s average close=%.5f feed descriptor=%s",
                         itemCount,
                         DateUtils.format(to),
                         avgPrice,
                         feedDescriptor
                 ).println();
                 context.stop();
             }

             @Override
             public boolean stopJob() {
                 return false;
             }
         }
     );
 }
 

Throws:

JFException

See Also:

readFeedData(IFeedDescriptor, int, long, int, IFeedListener, LoadingProgressListener)

getPointAndFigure

@Deprecated
IPointAndFigure getPointAndFigure(Instrument instrument,
                                           OfferSide offerSide,
                                           PriceRange boxSize,
                                           ReversalAmount reversalAmount,
                                           int shift)
                                  throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, int).

Returns Point and Figure for specified instrument, offer side, box size and reversal amount, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar, 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT). To indicate specific base period and/or data interpolation descriptor, use getFeedData(ITailoredFeedDescriptor, int).

Parameters:

instrument - instrument of P&F

offerSide - bid or ask side of P&F

boxSize - box size of the P&F

reversalAmount - reversal amount of the P&F

shift - number of P&F back in time staring from current P&F. 1 - previous P&F, 2 - current P&F minus 2 bars and so on

Returns:

P&F or null if no P&F is loaded

Throws:

JFException - when shift value is negative or instrument is not active (not opened in platform)

getPointAndFigures

@Deprecated
List<IPointAndFigure> getPointAndFigures(Instrument instrument,
                                                  OfferSide offerSide,
                                                  PriceRange boxSize,
                                                  ReversalAmount reversalAmount,
                                                  long from,
                                                  long to)
                                         throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, long, long).

Returns Point and Figures for specified instrument, offer side, box size and reversal amount. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT). To indicate specific base period and/or data interpolation descriptor, use getFeedData(ITailoredFeedDescriptor, long, long). Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included in result too Subscribe to Point and Figure live notification first, before call this method.

Parameters:

instrument - of P&Fs

offerSide - offer side of P&Fs

boxSize - box size of P&Fs

reversalAmount - reversal amount of P&Fs

from - start time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the first loaded bar

to - end time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the last loaded bar

Returns:

loaded Point And Figures

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

getPointAndFigures

@Deprecated
List<IPointAndFigure> getPointAndFigures(Instrument instrument,
                                                  OfferSide offerSide,
                                                  PriceRange boxSize,
                                                  ReversalAmount reversalAmount,
                                                  int numberOfBarsBefore,
                                                  long time,
                                                  int numberOfBarsAfter)
                                         throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, int, long, int).

Returns Point and Figures for specified instrument, offer side, box size and reversal amount. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT). To indicate specific base period and/or data interpolation descriptor, use getFeedData(ITailoredFeedDescriptor, int, long, int). Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException. If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included in result too Subscribe to Point and Figure live notification first, before call this method.

Parameters:

instrument - instrument of the P&Fs

offerSide - offer side of the P&Fs

boxSize - price range of the P&Fs

numberOfBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - time of the last bar in period specified in numberOfBarsBefore parameter, or time of the first bar in period specified with numberOfBarsAfter parameter if numberOfBarsBefore is 0, or time of the candle prior to first candle in period specified with numberOfBarsAfter if numberOfBarsBefore is > 0

numberOfBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

Returns:

loaded bars

Throws:

JFException - when desired data amount is negative, etc; or some error occurs when loading data

readPointAndFigures

@Deprecated
void readPointAndFigures(Instrument instrument,
                                  OfferSide offerSide,
                                  PriceRange boxSize,
                                  ReversalAmount reversalAmount,
                                  long from,
                                  long to,
                                  IPointAndFigureFeedListener listener,
                                  LoadingProgressListener loadingProgress)
                         throws JFException

Deprecated. use readFeedData(ITailoredFeedDescriptor, long, long, ITailoredFeedListener, LoadingProgressListener).

Reads Point and Figures from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in listener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT).
Subscribe to Point and Figure live notification first, before call this method.

Parameters:

instrument - of P&Fs

offerSide - offer side of P&Fs

boxSize - box size of P&Fs

reversalAmount - reversal amount of P&Fs

from - start time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the first loaded bar

to - end time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the last loaded bar

listener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

readPointAndFigures

@Deprecated
void readPointAndFigures(Instrument instrument,
                                  OfferSide offerSide,
                                  PriceRange boxSize,
                                  ReversalAmount reversalAmount,
                                  int numberOfBarsBefore,
                                  long time,
                                  int numberOfBarsAfter,
                                  IPointAndFigureFeedListener listener,
                                  LoadingProgressListener loadingProgress)
                         throws JFException

Deprecated. use readFeedData(ITailoredFeedDescriptor, int, long, int, ITailoredFeedListener, LoadingProgressListener).

Reads Point and Figures from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in listener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT).
Subscribe to Point and Figure live notification first, before call this method.

Parameters:

instrument - of P&Fs

offerSide - offer side of P&Fs

boxSize - box size of P&Fs

reversalAmount - reversal amount of P&Fs

numberOfBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - time of the last bar in period specified in numberOfBarsBefore parameter, or time of the first bar in period specified with numberOfBarsAfter parameter if numberOfBarsBefore is 0, or time of the candle prior to first candle in period specified with numberOfBarsAfter if numberOfBarsBefore is > 0

numberOfBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

listener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

getTickBar

@Deprecated
ITickBar getTickBar(Instrument instrument,
                             OfferSide offerSide,
                             TickBarSize tickBarSize,
                             int shift)
                    throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, int).

Returns tick bar for specified instrument, offer side and tick bar size, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar, 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone. To indicate specific base period, use getFeedData(ITailoredFeedDescriptor, int).

Parameters:

instrument - instrument of the tick bar

offerSide - bid or ask side of the tick bar

tickBarSize - tick bar size of the tick bar

shift - number of tick bar back in time staring from current tick bar. 1 - previous tick bar, 2 - current tick bar minus 2 bars and so on

Returns:

range bar or null if no bar is loaded

Throws:

JFException - when shift value is negative or instrument is not active (not opened in platform)

getTickBars

@Deprecated
List<ITickBar> getTickBars(Instrument instrument,
                                    OfferSide offerSide,
                                    TickBarSize tickBarSize,
                                    long from,
                                    long to)
                           throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, long, long).

Returns Tick Bars for specified instrument, offer side and tick bar size. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included in result too Subscribe to Tick Bar live notification first, before call this method.

Parameters:

instrument - of Tick Bars

offerSide - offer side of Tick Bars

tickBarSize - tick bar size of Tick Bars

from - start time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the first loaded bar

to - end time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the last loaded bar

Returns:

loaded Tick Bars

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

getTickBars

@Deprecated
List<ITickBar> getTickBars(Instrument instrument,
                                    OfferSide offerSide,
                                    TickBarSize tickBarSize,
                                    int numberOfBarsBefore,
                                    long time,
                                    int numberOfBarsAfter)
                           throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, int, long, int).

Returns Tick Bars for specified instrument, offer side and tick bar size. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException. If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included in result too Subscribe to Tick Bar live notification first, before call this method.

Parameters:

instrument - instrument of the tick bars

offerSide - offer side of the tick bars

tickBarSize - tick bar size of the tick bars

numberOfBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - time of the last bar in period specified in numberOfBarsBefore parameter, or time of the first bar in period specified with numberOfBarsAfter parameter if numberOfBarsBefore is 0, or time of the candle prior to first candle in period specified with numberOfBarsAfter if numberOfBarsBefore is > 0

numberOfBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

Returns:

loaded bars

Throws:

JFException - when desired data amount is negative, etc; or some error occurs when loading data

readTickBars

@Deprecated
void readTickBars(Instrument instrument,
                           OfferSide offerSide,
                           TickBarSize tickBarSize,
                           long from,
                           long to,
                           ITickBarFeedListener listener,
                           LoadingProgressListener loadingProgress)
                  throws JFException

Deprecated. use readFeedData(ITailoredFeedDescriptor, long, long, ITailoredFeedListener, LoadingProgressListener).

Reads Tick Bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in listener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone.
Subscribe to Tick Bar live notification first, before call this method.

Parameters:

instrument - of Tick Bars

offerSide - offer side of Tick Bars

tickBarSize - tick bar size of Tick Bars

from - start time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the first loaded bar

to - end time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the last loaded bar

listener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

readTickBars

@Deprecated
void readTickBars(Instrument instrument,
                           OfferSide offerSide,
                           TickBarSize tickBarSize,
                           int numberOfBarsBefore,
                           long time,
                           int numberOfBarsAfter,
                           ITickBarFeedListener listener,
                           LoadingProgressListener loadingProgress)
                  throws JFException

Deprecated. use readFeedData(ITailoredFeedDescriptor, int, long, int, ITailoredFeedListener, LoadingProgressListener).

Reads Tick Bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in listener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone.
Subscribe to Tick Bar live notification first, before call this method.

Parameters:

instrument - of Tick Bars

offerSide - offer side of Tick Bars

tickBarSize - tick bar size of Tick Bars

numberOfBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - time of the last bar in period specified in numberOfBarsBefore parameter, or time of the first bar in period specified with numberOfBarsAfter parameter if numberOfBarsBefore is 0, or time of the candle prior to first candle in period specified with numberOfBarsAfter if numberOfBarsBefore is > 0

numberOfBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

listener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

getRangeBars

@Deprecated
List<IRangeBar> getRangeBars(Instrument instrument,
                                      OfferSide offerSide,
                                      PriceRange priceRange,
                                      long from,
                                      long to)
                             throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, long, long).

Returns Range Bars for specified instrument, offer side and price range. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT). Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included in result too Subscribe to Range Bar live notification first, before call this method.

Parameters:

instrument - of Range Bars

offerSide - offer side of Range Bars

priceRange - price range of Range Bars

from - start time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the first loaded bar

to - end time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the last loaded bar

Returns:

loaded Range Bars

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

getRangeBars

@Deprecated
List<IRangeBar> getRangeBars(Instrument instrument,
                                      OfferSide offerSide,
                                      PriceRange priceRange,
                                      int numberOfBarsBefore,
                                      long time,
                                      int numberOfBarsAfter)
                             throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, int, long, int).

Returns Range Bars for specified instrument, offer side and price range. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT). Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException. If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included in result too Subscribe to Range Bar live notification first, before call this method.

Parameters:

instrument - instrument of the Range bars

offerSide - offer side of the Range bars

priceRange - price range of the Range bars

numberOfBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - time of the last bar in period specified in numberOfBarsBefore parameter, or time of the first bar in period specified with numberOfBarsAfter parameter if numberOfBarsBefore is 0, or time of the candle prior to first candle in period specified with numberOfBarsAfter if numberOfBarsBefore is > 0

numberOfBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

Returns:

loaded bars

Throws:

JFException - when desired data amount is negative, etc; or some error occurs when loading data

readRangeBars

@Deprecated
void readRangeBars(Instrument instrument,
                            OfferSide offerSide,
                            PriceRange priceRange,
                            long from,
                            long to,
                            IRangeBarFeedListener listener,
                            LoadingProgressListener loadingProgress)
                   throws JFException

Deprecated. use readFeedData(ITailoredFeedDescriptor, long, long, ITailoredFeedListener, LoadingProgressListener).

Reads Range Bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in listener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT).
Subscribe to Range Bar live notification first, before call this method.

Parameters:

instrument - of Range Bars

offerSide - offer side of Range Bars

priceRange - price range of Range Bars

from - start time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the first loaded bar

to - end time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the last loaded bar

listener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

readRangeBars

@Deprecated
void readRangeBars(Instrument instrument,
                            OfferSide offerSide,
                            PriceRange priceRange,
                            int numberOfBarsBefore,
                            long time,
                            int numberOfBarsAfter,
                            IRangeBarFeedListener listener,
                            LoadingProgressListener loadingProgress)
                   throws JFException

Deprecated. use readFeedData(ITailoredFeedDescriptor, int, long, int, ITailoredFeedListener, LoadingProgressListener).

Reads Range Bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in listener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT).
Subscribe to Range Bar live notification first, before call this method.

Parameters:

instrument - of Range Bars

offerSide - offer side of Range Bars

priceRange - price range of Range Bars

numberOfBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - time of the last bar in period specified in numberOfBarsBefore parameter, or time of the first bar in period specified with numberOfBarsAfter parameter if numberOfBarsBefore is 0, or time of the candle prior to first candle in period specified with numberOfBarsAfter if numberOfBarsBefore is > 0

numberOfBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

listener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

getRangeBar

@Deprecated
IRangeBar getRangeBar(Instrument instrument,
                               OfferSide offerSide,
                               PriceRange priceRange,
                               int shift)
                      throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, int).

Returns range bar for specified instrument, offer side and price range, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar, 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone and default data interpolation descriptor (DataInterpolationDescriptor.DEFAULT).

Parameters:

instrument - instrument of the range bar

offerSide - bid or ask side of the range bar

priceRange - price range of the range bar

shift - number of range bar back in time staring from current range bar. 1 - previous range bar, 2 - current range bar minus 2 bars and so on

Returns:

range bar or null if no bar is loaded

Throws:

JFException - when shift value is negative or instrument is not active (not opened in platform)

getRenkoBar

@Deprecated
IRenkoBar getRenkoBar(Instrument instrument,
                               OfferSide offerSide,
                               PriceRange brickSize,
                               int shift)
                      throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, int).

Returns renko bar for specified instrument, offer side and brick size, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar, 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null. This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone, default renko session (Period.ONE_MIN) and default price point (RenkoCreationPoint.CLOSE).

Parameters:

instrument - instrument of the Renko bar

offerSide - bid or ask side of the Renko bar

brickSize - price range of the Renko bar

shift - number of bar back in time staring from current bar. 1 - previous bar, 2 - current bar minus 2 bars and so on

Returns:

Renko bar or null if no bar is loaded

Throws:

JFException - when shift value is negative or instrument is not active (not opened in platform)

getRenkoBars

@Deprecated
List<IRenkoBar> getRenkoBars(Instrument instrument,
                                      OfferSide offerSide,
                                      PriceRange brickSize,
                                      long from,
                                      long to)
                             throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, long, long).

Returns Renko Bars for specified instrument, offer side and brick size. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included in result too This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone, default renko session (Period.ONE_MIN) and default price point (RenkoCreationPoint.CLOSE).
Subscribe to Renko Bar live notification first, before call this method.

Parameters:

instrument - of Renko Bars

offerSide - offer side of Renko Bars

brickSize - price range of Renko Bars

from - start time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the first loaded bar

to - end time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the last loaded bar

Returns:

loaded Renko Bars

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

getRenkoBars

@Deprecated
List<IRenkoBar> getRenkoBars(Instrument instrument,
                                      OfferSide offerSide,
                                      PriceRange brickSize,
                                      int numberOfBarsBefore,
                                      long time,
                                      int numberOfBarsAfter)
                             throws JFException

Deprecated. use getFeedData(ITailoredFeedDescriptor, int, long, int).

Returns Renko Bars for specified instrument, offer side and brick size. Method blocks until all data will be loaded from the server into local cache and then read and stored in collection. Because all the data is loaded into the memory, this method should be used with caution to not load too much data which can lead to OutOfMemoryException. If the requested period includes the bar that is not fully formed yet (in-progress bar), then it is included in result too This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone, default renko session (Period.ONE_MIN) and default price point (RenkoCreationPoint.CLOSE).
Subscribe to Renko Bar live notification first, before call this method.

Parameters:

instrument - instrument of the Renko bars

offerSide - offer side of the Renko bars

brickSize - price range of the Renko bars

numberOfBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - time of the last bar in period specified in numberOfBarsBefore parameter, or time of the first bar in period specified with numberOfBarsAfter parameter if numberOfBarsBefore is 0, or time of the candle prior to first candle in period specified with numberOfBarsAfter if numberOfBarsBefore is > 0

numberOfBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

Returns:

loaded bars

Throws:

JFException - when desired data amount is negative, etc; or some error occurs when loading data

readRenkoBars

@Deprecated
void readRenkoBars(Instrument instrument,
                            OfferSide offerSide,
                            PriceRange brickSize,
                            long from,
                            long to,
                            IRenkoBarFeedListener listener,
                            LoadingProgressListener loadingProgress)
                   throws JFException

Deprecated. use readFeedData(ITailoredFeedDescriptor, long, long, ITailoredFeedListener, LoadingProgressListener).

Reads Renko Bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in listener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone, default renko session (Period.ONE_MIN) and default price point (RenkoCreationPoint.CLOSE).
Subscribe to Renko Bar live notification first, before call this method.

Parameters:

instrument - of Renko Bars

offerSide - offer side of Renko Bars

brickSize - price range of Renko Bars

from - start time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the first loaded bar

to - end time of the time interval for which bars should be loaded. This time is included in interval [start; end] of the last loaded bar

listener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data

readRenkoBars

@Deprecated
void readRenkoBars(Instrument instrument,
                            OfferSide offerSide,
                            PriceRange brickSize,
                            int numberOfBarsBefore,
                            long time,
                            int numberOfBarsAfter,
                            IRenkoBarFeedListener listener,
                            LoadingProgressListener loadingProgress)
                   throws JFException

Deprecated. use readFeedData(ITailoredFeedDescriptor, int, long, int, ITailoredFeedListener, LoadingProgressListener).

Reads Renko Bars from the local cache in the background. Method returns fast after creating request for data not waiting for any data to be read from local cache. After internal request is sent, bars will be returned by calling method in listener. LoadingProgressListener is used to receive feedback about loading progress, to cancel loading and its method LoadingProgressListener.loadingFinished(boolean, long, long, long) is called when loading is finished or as a result of error This method has two main purposes: one is to load a lot of bars without keeping them all in memory, and second is asynchronous processing This method uses default base period IFeedDescriptor.DEFAULT_BASE_PERIOD, which has EET time zone, default renko session (Period.ONE_MIN) and default price point (RenkoCreationPoint.CLOSE).
Subscribe to Renko Bar live notification first, before call this method.

Parameters:

instrument - of Renko Bars

offerSide - offer side of Renko Bars

brickSize - price range of Renko Bars

numberOfBarsBefore - how much bars to load before and including bar with time specified in time parameter

time - time of the last bar in period specified in numberOfBarsBefore parameter, or time of the first bar in period specified with numberOfBarsAfter parameter if numberOfBarsBefore is 0, or time of the candle prior to first candle in period specified with numberOfBarsAfter if numberOfBarsBefore is > 0

numberOfBarsAfter - how much bars to load after (not including) bar with time specified in time parameter

listener - receives data about requested bars

loadingProgress - used to control loading progress

Throws:

JFException - when incorrect time interval is passed or some error occurs when loading data