I am trying to generate a time series of the price data set I possess. All the times are kept as posix time, so milliseconds after 1970, so they require instantiation of a proper object that can be passed to TimeSeries. Is there any specific object that can use as a constructor parameter milliseconds and still provide info such as day/month/year etc., a bit like Java.util.Date class?
When you're populating your TimeSeries, you can use the add(RegularTimePeriod, Number) method.
There are several implementations of RegularTimePeriod, including Day and Millisecond, depending on the structure of your data.
These are all jfreechart classes.
However, we found that in some of our applications, creating TimeSeries of RegularTimePeriod was memory inefficient - because you then have to create a new object for each time point in your series. As such, I found the best approach was to write our own implementation of AbstractXYDataset to which we could add our own time series objects. I should add that we then use ChartFactory.createTimeSeriesChart(...), passing in our implementation of AbstractXYDataset; this has the advantage of using a DateAxis for the x-axis.