...
   private IHistory history = null;
   ...
   private long glLastTickTimeProcessed = 0;
   ...

   public void onStart(IContext context) throws JFException
   {
        ...
       this.history = context.getHistory();
       ...
   }

   ...

   public void onTick(Instrument _instrument, ITick _tick) throws JFException
   {
        if (glLastTickTimeProcessed != 0 && glLastTickTimeProcessed != history.getLastTick(_instrument))
        {
           List<ITick> alMissedTick = history.getTicks(_instrument, glLastTickTimeProcessed + 1, _tick.getTime() - 1);
           //... add code to process missed ticks here...
        }
        glLastTickTimeProcessed = _tick.getTime();
        
        //... further processing of current tick...
   }

  long LastTime = history.getTimeOfLastTick(instrument);
  
  List<ITick> ticks;
  
  try {
    ticks = history.getTicks(instrument, BeginTime, LastTime);
  } catch (JFException e) {
    e.printStackTrace(console.getErr());
    //init ticks with empty list (check if this is ok)
    ticks = new ArrayList<ITick>();
    ticks.add(history.getLastTick(instrument));
  }

  BeginTime = LastTime;