Class TickFileReader

java.lang.Object

com.quantfinlib.data.TickFileReader

public final class TickFileReader
extends Object

Reader/replayer for QFLT tick files (see TickFileWriter). Replay is deterministic and allocation-free per tick after the symbol definitions — record a live session once, then run strategy, latency, and microstructure experiments against identical real tick sequences.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static interface	TickFileReader.ReplayHandler	Replay callbacks: primitive tick data plus symbol definitions as encountered.

Method Summary

Modifier and Type	Method	Description
static long	replay(Path path, TickFileReader.ReplayHandler handler)	Replays the file as fast as possible.
static long	replayPaced(Path path, TickFileReader.ReplayHandler handler, double speedMultiplier)	Replays reproducing the recorded inter-tick gaps scaled by speedMultiplier (2.0 = twice real time; individual gaps are capped at 10 s).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

replay

public static long replay(Path path,
 TickFileReader.ReplayHandler handler)
                   throws IOException

Replays the file as fast as possible. Returns the number of ticks delivered.

Throws:

IOException

replayPaced

public static long replayPaced(Path path,
 TickFileReader.ReplayHandler handler,
 double speedMultiplier)
                        throws IOException

Replays reproducing the recorded inter-tick gaps scaled by speedMultiplier (2.0 = twice real time; individual gaps are capped at 10 s). For live-like feeds into the HFT bus.

Throws:

IOException