Which line is the problem?

Use an array or an ArrayList?

APPEND: Uh, what you are doing doesn't look like Java to me. Why are you assigning to this?

this() is a call to a constructor. That is, my constructor taking a single String, is parsing this string to nine other strings, and intends to pass them on to another constructor.

A larger chunk of the code looks like this:

Nope, what Edgar suggests returns with an error saying this is final(an analogue of CONST of C , IIRC).

P.S:
I'm unsure myself why it's BigDecimal, could as well be just floats(there is way more than enough precision for a price of a stock).. But well, what Yahoo returns is BigDecimal, so whatever..

I think for times like this, you would need an init function of sorts.

Something like this:

You cannot assign to this. Remove that part of your code and see what happens. Also, wait until the mushrooms wear off until you do any more programming

I think that actually is close to what the true Java way would be. Just have your creator ("factory") live in a separate class. Remember, in Java, the more separate classes you can come up with to implement a task the better:

class NewCandleFactory {
    public NewCandle makeNewCandle(String line) {
        Pattern p = Pattern.compile(P_PRICE+" "+P_PRICE+" "+P_PRICE+" "+P_PRICE+" "+P_CHANGE+" "+P_UNS+" "+P_UNS+"."+P_UNS+"."+P_UNS);
        Matcher m=p.matcher(line);
        if(m.find())
            return new NewCandle(m.group(1),m.group(2),m.group(3),m.group(4),m.group(5),m.group(6),m.group(7),m.group(8),m.group(9));
        else{
            GA.GA.reportError("DataManager.NewCandle.NewCandle: Failed to parse line.");
            return new Newcandle(null,null,null,null,null,null,null,null,null);
        }
    }
}

Yes, unfortunately it has to be the first line of a different overloaded constructor. Same as a call to super, if you wish to invoke the constructor of a parent class in a constructor of inheriting class. Now if you can invoke both(since one will be a second line) I'm not sure, I think you can as long as only line before this() you have is a super().

@Elias
This is also a good idea, although of course the Factory should be an abstract, and the actual method should be a static.

I'll add a reply or edit this message after implementing it. Most likely will be tonight (@ GMT +3).

@bammcaig
I can't recognize this code, you sure it's mine?

Append: ah, yeah.. Didn't change it back. Was just to make sure such an assignment isn't possibre. The error there is that can't assign to a final value, which was what I wanted to check for which I needed some existing constructor with few arguments.

Append1:
I decided not to breed any new classes, it would also require wider functionality change. So I did this:

    public static NewCandle candleFromString(String line){
        Pattern p = Pattern.compile(P_PRICE+" "+P_PRICE+" "+P_PRICE+" "+P_PRICE+" "+P_CHANGE+" "+P_UNS+" "+P_UNS+"."+P_UNS+"."+P_UNS);
        Matcher m=p.matcher(line);

        if(m.find())
            return new NewCandle(m.group(1),m.group(2),m.group(3),m.group(4),m.group(5),m.group(6),m.group(7),m.group(8),m.group(9));
        else{
            GA.GA.reportError("DataManager.NewCandle.NewCandle: Failed to parse line.");
            return new NewCandle(null,null,null,null,null,null,null,null,null);
        }
    }

Generally instead of overloading the constructor, I made a passive method which returns a NewCandle by actually creating it with data parsed from the given line.