Class TickFileWriter

java.lang.Object

com.quantfinlib.data.TickFileWriter

All Implemented Interfaces:

AutoCloseable

public final class TickFileWriter
extends Object
implements AutoCloseable

Writer for the QFLT binary tick format — compact capture of live tick streams for deterministic replay (28 bytes per tick, buffered sequential writes).

Format: magic "QFLT" + version byte, then framed records: type 1 = symbol definition (int id, UTF-8 name), type 0 = tick (int symbolId, double price, double size, long timestampNanos). Symbol definitions may appear anywhere before the first tick that references them, so symbols can be added mid-capture.

Constructor Summary

Constructors

Constructor	Description
TickFileWriter(Path path)

Method Summary

Modifier and Type	Method	Description
void	close()
void	defineSymbol(int symbolId, String symbol)	Registers a symbol id (idempotent; must precede its first tick).
long	tickCount()
void	write(int symbolId, double price, double size, long timestampNanos)

Methods inherited from class java.lang.Object

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

Constructor Details

TickFileWriter

public TickFileWriter(Path path)
               throws IOException

Throws:

IOException

Method Details

defineSymbol

public void defineSymbol(int symbolId,
 String symbol)
                  throws IOException

Registers a symbol id (idempotent; must precede its first tick).

Throws:

IOException

write

public void write(int symbolId,
 double price,
 double size,
 long timestampNanos)
           throws IOException

Throws:

IOException

tickCount

public long tickCount()

close

public void close()
           throws IOException

Specified by:

close in interface AutoCloseable

Throws:

IOException