All feeds in JForex-API are represented by the IFeedDescriptor interface. Each of the feeds have a DataType, their elements are represented by a certain interface which extends ITimedData and they have tailored constructors which are used for the IFeedDescriptor creation.

Feed types

Consider a table which enlists all available feed types and provides constructor examples.

IFeedDescriptor timePeriodAggregationFeedDescriptor =   
    new TimePeriodAggregationFeedDescriptor(
            Instrument.EURUSD, 
            Period.TEN_SECS, 
            OfferSide.ASK, 
            Filter.NO_FILTER
    );
        

IFeedDescriptor ticksFeedDescriptor = 
    new TicksFeedDescriptor(
            Instrument.EURUSD
    );      

IFeedDescriptor rangeBarFeedDescriptor =     
    new RangeBarFeedDescriptor(
        Instrument.EURUSD, 
        PriceRange.TWO_PIPS, 
        OfferSide.ASK
    );      

IFeedDescriptor renkoFeedDescriptor = 
    new RenkoFeedDescriptor(
            Instrument.EURUSD, 
            PriceRange.TWO_PIPS, 
            OfferSide.ASK
        );  

IFeedDescriptor tickBarFeedDescriptor = 
    new TickBarFeedDescriptor(
            Instrument.EURUSD, 
            TickBarSize.valueOf(20), 
            OfferSide.ASK
        );

IFeedDescriptor pointAndFigureFeedDescriptor = 
    new PointAndFigureFeedDescriptor(
            Instrument.EURUSD, 
            PriceRange.TWO_PIPS, 
            ReversalAmount.TWO, 
            OfferSide.ASK
        );

IFeedDescriptor kagiFeedDescriptor =
            new KagiFeedDescriptor(
                Instrument.EURUSD,
                OfferSide.ASK,
                PriceRange.FIVE_PIPS,
                Period.ONE_HOUR,
                CreationPoint.CLOSE
            );  

Subscribe to a feed

One subscribes to a feed in the following way:

public class SingleSimpleFeedTest implements IStrategy, IFeedListener {

    @Configurable("")
    public IFeedDescriptor feedDescriptor =
            new RangeBarFeedDescriptor(Instrument.EURUSD, PriceRange.TWO_PIPS, OfferSide.ASK);
    private IConsole console;

    @Override
    public void onStart(IContext context) throws JFException {
        console = context.getConsole();
        context.setSubscribedInstruments(
                java.util.Collections.singleton(feedDescriptor.getInstrument()), true);
        context.subscribeToFeed(feedDescriptor, this);
    }

    @Override
    public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
        console.getOut().println("range bar completed: " + feedData + " of feed: " + feedDescriptor);
    }

    // ...
}

SingleSimpleFeedTest.java

One can subscribe to any other feed of Feed Types table just by changing the first parameter of IContext.subscribeToFeed.

Use multiple feeds

Consider subscribing to multiple feeds:

public class MultiSimpleFeedTest implements IStrategy, IFeedListener {

    private IConsole console;

    //on the left-hand side choosing particular IFeedDescriptor implementation 
    // enforces the feed type - in this case - range bars
    @Configurable("range bar feed") 
    public RangeBarFeedDescriptor rangeBarFeedDescriptor = 
            new RangeBarFeedDescriptor(
                    Instrument.EURUSD, PriceRange.TWO_PIPS, OfferSide.ASK);
    @Configurable("any feed")
    public IFeedDescriptor anyFeedDescriptor = 
            new TimePeriodAggregationFeedDescriptor(
                    Instrument.EURUSD, Period.TEN_SECS, OfferSide.ASK, Filter.NO_FILTER);

    @Override
    public void onStart(IContext context) throws JFException {
        console = context.getConsole();
        context.setSubscribedInstruments(new HashSet<Instrument>(
                Arrays.asList(rangeBarFeedDescriptor.getInstrument(), anyFeedDescriptor.getInstrument())), true);
        context.subscribeToFeed(rangeBarFeedDescriptor, this);
        context.subscribeToFeed(anyFeedDescriptor, this);
    }

    @Override
    public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
        if (feedDescriptor.equals(this.rangeBarFeedDescriptor)) {
            console.getOut().format("RANGE BAR completed of the feed: %s descriptor: %s", 
                                    feedData, feedDescriptor).println();
        } else if (feedDescriptor.equals(this.anyFeedDescriptor)) {
            console.getInfo().format("%s element completed of the feed: %s descriptor: %s",
                                     feedDescriptor.getDataType(), feedData, feedDescriptor).println();
        }
    }
    // ...
}

MultiSimpleFeedTest.java

Retrieve a concrete price

The previous two examples make use of the ITimedData toString method, which prints all feed element's characteristic data. Consider retrieving only close price:

public class RangeBarFeedTest implements IStrategy, IFeedListener {

    //on the left-hand side choosing particular IFeedDescriptor implementation
    // enforces the feed type - in this case - range bars
    @Configurable("range bar feed") 
    public RangeBarFeedDescriptor rangeBarFeedDescriptor = 
            new RangeBarFeedDescriptor(Instrument.EURUSD, PriceRange.TWO_PIPS, OfferSide.ASK);
    private IConsole console;

    @Override
    public void onStart(IContext context) throws JFException {
        console = context.getConsole();
        context.setSubscribedInstruments(
                java.util.Collections.singleton(rangeBarFeedDescriptor.getInstrument()), true);
        context.subscribeToFeed(rangeBarFeedDescriptor, this);
    }

    @Override
    public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
        IRangeBar rangeBar = (IRangeBar)feedData;
        console.getOut().println("Completed range bar's close price: " + rangeBar.getClose());
    }

    // ...
}

RangeBarFeedTest.java

Feed history, indicator calculation and chart opening

For more information see feed history and indicator calculation on feed. Consider an example strategy shows how to work with an arbitrary feed:

• subscribe and print the latest completed feed data,
• retrieve history by the feed descriptor,
• calculate an indicator by the feed descriptor,
• open a chart of the feed.

public class FeedHistIndFromList implements IStrategy, IFeedListener {

    private IConsole console;
    private IHistory history;
    private IIndicators indicators;

    @Configurable(value = "feed type", 
            description = "choose any type of feed (except ticks) in the strategy parameters dialog")
    public IFeedDescriptor feedDescriptor =
            new RangeBarFeedDescriptor(Instrument.EURUSD, PriceRange.TWO_PIPS, OfferSide.ASK);
    @Configurable("open chart")
    public boolean openChart = false;

    final int dataCount = 3;

    @Override
    public void onStart(IContext context) throws JFException {

        history = context.getHistory();
        console = context.getConsole();
        indicators = context.getIndicators();

        if(feedDescriptor.getDataType() == DataType.TICKS){
            console.getErr().println("IFeedListener does not work with ticks yet!");
            context.stop();
        }

        context.setSubscribedInstruments(new HashSet<Instrument>(
                Arrays.asList(new Instrument[] { feedDescriptor.getInstrument() })), true);

        if(openChart){            
            IChart chart = context.openChart(feedDescriptor);
            chart.add(indicators.getIndicator("EMA"), new Object[] { 12 });
        }

        console.getOut().println("subscribe to feed=" + feedDescriptor);
        context.subscribeToFeed(feedDescriptor, this);

    }

    @Override
    public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
        console.getOut().println(feedData + " of feed: " + feedDescriptor);
        try {            
            ITimedData lastFeedData = history.getFeedData(feedDescriptor, 0);
            List<ITimedData> feedDataList = 
                    history.getFeedData(feedDescriptor, dataCount, feedData.getTime(), 0);

            double[] ema = indicators.ema(
                    feedDescriptor, AppliedPrice.CLOSE, feedDescriptor.getOfferSide(), 12)
                    .calculate(dataCount, feedData.getTime(), 0);

            String feedDataName = feedData.getClass().getInterfaces()[0].getSimpleName();
            console.getOut().format("%s last=%s, previous=%s,\n previous 3 elements=%s \n ema for last 3=%s", 
                                    feedDataName, lastFeedData, feedData,
                                    feedDataList, Arrays.toString(ema)).println();
        } catch (JFException e) {
            console.getErr().println(e);
            e.printStackTrace();
        }
    }
    // ...
}

FeedHistIndFromList.java