diff --git a/include/xgboost/c_api.h b/include/xgboost/c_api.h
index 85897412f9a6..16817bf5ad1c 100644
--- a/include/xgboost/c_api.h
+++ b/include/xgboost/c_api.h
@@ -402,6 +402,7 @@ XGB_EXTERN_C typedef int XGBCallbackDataIterNext(  // NOLINT(*)
  * \param data_handle The handle to the data.
  * \param callback The callback to get the data.
  * \param cache_info Additional information about cache file, can be null.
+ * \param missing Which value to represent missing value.
  * \param out The created DMatrix
  * \return 0 when success, -1 when failure happens.
  */
@@ -409,6 +410,7 @@ XGB_DLL int XGDMatrixCreateFromDataIter(
     DataIterHandle data_handle,
     XGBCallbackDataIterNext* callback,
     const char* cache_info,
+    float missing,
     DMatrixHandle *out);
 
 /**
diff --git a/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java b/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java
index 2e7540bd2b30..f3fca1b4d28b 100644
--- a/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java
+++ b/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java
@@ -1,5 +1,5 @@
 /*
- Copyright (c) 2014-2023 by Contributors
+ Copyright (c) 2014-2024 by Contributors
 
  Licensed under the Apache License, Version 2.0 (the "License");
  you may not use this file except in compliance with the License.
@@ -29,21 +29,27 @@ public class DMatrix {
   protected long handle = 0;
 
   /**
-   * sparse matrix type (CSR or CSC)
+   * Create DMatrix from iterator.
+   *
+   * @param iter      The data iterator of mini batch to provide the data.
+   * @param cacheInfo Cache path information, used for external memory setting, can be null.
+   * @throws XGBoostError
    */
-  public static enum SparseType {
-    CSR,
-    CSC;
+  public DMatrix(Iterator<LabeledPoint> iter, String cacheInfo) throws XGBoostError {
+    this(iter, cacheInfo, Float.NaN);
   }
 
   /**
    * Create DMatrix from iterator.
    *
-   * @param iter The data iterator of mini batch to provide the data.
+   * @param iter      The data iterator of mini batch to provide the data.
    * @param cacheInfo Cache path information, used for external memory setting, can be null.
+   * @param missing   the missing value
    * @throws XGBoostError
    */
-  public DMatrix(Iterator<LabeledPoint> iter, String cacheInfo) throws XGBoostError {
+  public DMatrix(Iterator<LabeledPoint> iter,
+                 String cacheInfo,
+                 float missing) throws XGBoostError {
     if (iter == null) {
       throw new NullPointerException("iter: null");
     }
@@ -51,7 +57,8 @@ public DMatrix(Iterator<LabeledPoint> iter, String cacheInfo) throws XGBoostErro
     int batchSize = 32 << 10;
     Iterator<DataBatch> batchIter = new DataBatch.BatchIterator(iter, batchSize);
     long[] out = new long[1];
-    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixCreateFromDataIter(batchIter, cacheInfo, out));
+    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixCreateFromDataIter(
+        batchIter, cacheInfo, missing, out));
     handle = out[0];
   }
 
@@ -72,10 +79,11 @@ public DMatrix(String dataPath) throws XGBoostError {
 
   /**
    * Create DMatrix from Sparse matrix in CSR/CSC format.
+   *
    * @param headers The row index of the matrix.
    * @param indices The indices of presenting entries.
-   * @param data The data content.
-   * @param st  Type of sparsity.
+   * @param data    The data content.
+   * @param st      Type of sparsity.
    * @throws XGBoostError
    */
   @Deprecated
@@ -86,12 +94,13 @@ public DMatrix(long[] headers, int[] indices, float[] data,
 
   /**
    * Create DMatrix from Sparse matrix in CSR/CSC format.
-   * @param headers The row index of the matrix.
-   * @param indices The indices of presenting entries.
-   * @param data The data content.
-   * @param st  Type of sparsity.
-   * @param shapeParam   when st is CSR, it specifies the column number, otherwise it is taken as
-   *                     row number
+   *
+   * @param headers    The row index of the matrix.
+   * @param indices    The indices of presenting entries.
+   * @param data       The data content.
+   * @param st         Type of sparsity.
+   * @param shapeParam when st is CSR, it specifies the column number, otherwise it is taken as
+   *                   row number
    * @throws XGBoostError
    */
   public DMatrix(long[] headers, int[] indices, float[] data, DMatrix.SparseType st,
@@ -121,7 +130,6 @@ public DMatrix(long[] headers, int[] indices, float[] data, DMatrix.SparseType s
    * @param nrow number of rows
    * @param ncol number of columns
    * @throws XGBoostError native error
-   *
    * @deprecated Please specify the missing value explicitly using
    * {@link DMatrix(float[], int, int, float)}
    */
@@ -144,9 +152,10 @@ public DMatrix(BigDenseMatrix matrix) throws XGBoostError {
 
   /**
    * create DMatrix from dense matrix
-   * @param data data values
-   * @param nrow number of rows
-   * @param ncol number of columns
+   *
+   * @param data    data values
+   * @param nrow    number of rows
+   * @param ncol    number of columns
    * @param missing the specified value to represent the missing value
    */
   public DMatrix(float[] data, int nrow, int ncol, float missing) throws XGBoostError {
@@ -157,13 +166,14 @@ public DMatrix(float[] data, int nrow, int ncol, float missing) throws XGBoostEr
 
   /**
    * create DMatrix from dense matrix
-   * @param matrix instance of BigDenseMatrix
+   *
+   * @param matrix  instance of BigDenseMatrix
    * @param missing the specified value to represent the missing value
    */
   public DMatrix(BigDenseMatrix matrix, float missing) throws XGBoostError {
     long[] out = new long[1];
     XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixCreateFromMatRef(matrix.address, matrix.nrow,
-        matrix.ncol, missing, out));
+                                                              matrix.ncol, missing, out));
     handle = out[0];
   }
 
@@ -176,10 +186,11 @@ protected DMatrix(long handle) {
 
   /**
    * Create the normal DMatrix from column array interface
-   * @param columnBatch the XGBoost ColumnBatch to provide the cuda array interface
+   *
+   * @param columnBatch the XGBoost ColumnBatch to provide the array interface
    *                    of feature columns
-   * @param missing missing value
-   * @param nthread threads number
+   * @param missing     missing value
+   * @param nthread     threads number
    * @throws XGBoostError
    */
   public DMatrix(ColumnBatch columnBatch, float missing, int nthread) throws XGBoostError {
@@ -194,36 +205,30 @@ public DMatrix(ColumnBatch columnBatch, float missing, int nthread) throws XGBoo
   }
 
   /**
-   * Set label of DMatrix from cuda array interface
-   *
-   * @param column the XGBoost Column to provide the cuda array interface
-   *               of label column
-   * @throws XGBoostError native error
+   * flatten a mat to array
    */
-  public void setLabel(Column column) throws XGBoostError {
-    setXGBDMatrixInfo("label", column.getArrayInterfaceJson());
-  }
+  private static float[] flatten(float[][] mat) {
+    int size = 0;
+    for (float[] array : mat) size += array.length;
+    float[] result = new float[size];
+    int pos = 0;
+    for (float[] ar : mat) {
+      System.arraycopy(ar, 0, result, pos, ar.length);
+      pos += ar.length;
+    }
 
-  /**
-   * Set weight of DMatrix from cuda array interface
-   *
-   * @param column the XGBoost Column to provide the cuda array interface
-   *               of weight column
-   * @throws XGBoostError native error
-   */
-  public void setWeight(Column column) throws XGBoostError {
-    setXGBDMatrixInfo("weight", column.getArrayInterfaceJson());
+    return result;
   }
 
   /**
-   * Set base margin of DMatrix from cuda array interface
+   * Set query id of DMatrix from array interface
    *
-   * @param column the XGBoost Column to provide the cuda array interface
-   *               of base margin column
+   * @param column the XGBoost Column to provide the array interface
+   *               of query id column
    * @throws XGBoostError native error
    */
-  public void setBaseMargin(Column column) throws XGBoostError {
-    setXGBDMatrixInfo("base_margin", column.getArrayInterfaceJson());
+  public void setQueryId(Column column) throws XGBoostError {
+    setXGBDMatrixInfo("qid", column.getArrayInterfaceJson());
   }
 
   private void setXGBDMatrixInfo(String type, String json) throws XGBoostError {
@@ -257,17 +262,9 @@ private String[] getXGBDMatrixFeatureInfo(String type) throws XGBoostError {
     return outValue[0];
   }
 
-  /**
-   * Set feature names
-   * @param values feature names to be set
-   * @throws XGBoostError
-   */
-  public void setFeatureNames(String[] values) throws XGBoostError {
-    setXGBDMatrixFeatureInfo("feature_name", values);
-  }
-
   /**
    * Get feature names
+   *
    * @return an array of feature names to be returned
    * @throws XGBoostError
    */
@@ -276,16 +273,18 @@ public String[] getFeatureNames() throws XGBoostError {
   }
 
   /**
-   * Set feature types
-   * @param values feature types to be set
+   * Set feature names
+   *
+   * @param values feature names to be set
    * @throws XGBoostError
    */
-  public void setFeatureTypes(String[] values) throws XGBoostError {
-    setXGBDMatrixFeatureInfo("feature_type", values);
+  public void setFeatureNames(String[] values) throws XGBoostError {
+    setXGBDMatrixFeatureInfo("feature_name", values);
   }
 
   /**
    * Get feature types
+   *
    * @return an array of feature types to be returned
    * @throws XGBoostError
    */
@@ -294,46 +293,23 @@ public String[] getFeatureTypes() throws XGBoostError {
   }
 
   /**
-   * set label of dmatrix
+   * Set feature types
    *
-   * @param labels labels
-   * @throws XGBoostError native error
+   * @param values feature types to be set
+   * @throws XGBoostError
    */
-  public void setLabel(float[] labels) throws XGBoostError {
-    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixSetFloatInfo(handle, "label", labels));
+  public void setFeatureTypes(String[] values) throws XGBoostError {
+    setXGBDMatrixFeatureInfo("feature_type", values);
   }
 
   /**
-   * set weight of each instance
+   * Get group sizes of DMatrix
    *
-   * @param weights weights
+   * @return group size as array
    * @throws XGBoostError native error
    */
-  public void setWeight(float[] weights) throws XGBoostError {
-    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixSetFloatInfo(handle, "weight", weights));
-  }
-
-  /**
-   * Set base margin (initial prediction).
-   *
-   * The margin must have the same number of elements as the number of
-   * rows in this matrix.
-   */
-  public void setBaseMargin(float[] baseMargin) throws XGBoostError {
-    if (baseMargin.length != rowNum()) {
-      throw new IllegalArgumentException(String.format(
-              "base margin must have exactly %s elements, got %s",
-              rowNum(), baseMargin.length));
-    }
-
-    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixSetFloatInfo(handle, "base_margin", baseMargin));
-  }
-
-  /**
-   * Set base margin (initial prediction).
-   */
-  public void setBaseMargin(float[][] baseMargin) throws XGBoostError {
-    setBaseMargin(flatten(baseMargin));
+  public int[] getGroup() throws XGBoostError {
+    return getIntInfo("group_ptr");
   }
 
   /**
@@ -347,13 +323,13 @@ public void setGroup(int[] group) throws XGBoostError {
   }
 
   /**
-   * Get group sizes of DMatrix
+   * Set query ids (used for ranking)
    *
+   * @param qid the query ids
    * @throws XGBoostError native error
-   * @return group size as array
    */
-  public int[] getGroup() throws XGBoostError {
-    return getIntInfo("group_ptr");
+  public void setQueryId(int[] qid) throws XGBoostError {
+    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixSetUIntInfo(handle, "qid", qid));
   }
 
   private float[] getFloatInfo(String field) throws XGBoostError {
@@ -378,6 +354,27 @@ public float[] getLabel() throws XGBoostError {
     return getFloatInfo("label");
   }
 
+  /**
+   * Set label of DMatrix from array interface
+   *
+   * @param column the XGBoost Column to provide the array interface
+   *               of label column
+   * @throws XGBoostError native error
+   */
+  public void setLabel(Column column) throws XGBoostError {
+    setXGBDMatrixInfo("label", column.getArrayInterfaceJson());
+  }
+
+  /**
+   * set label of dmatrix
+   *
+   * @param labels labels
+   * @throws XGBoostError native error
+   */
+  public void setLabel(float[] labels) throws XGBoostError {
+    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixSetFloatInfo(handle, "label", labels));
+  }
+
   /**
    * get weight of the DMatrix
    *
@@ -388,6 +385,27 @@ public float[] getWeight() throws XGBoostError {
     return getFloatInfo("weight");
   }
 
+  /**
+   * Set weight of DMatrix from array interface
+   *
+   * @param column the XGBoost Column to provide the array interface
+   *               of weight column
+   * @throws XGBoostError native error
+   */
+  public void setWeight(Column column) throws XGBoostError {
+    setXGBDMatrixInfo("weight", column.getArrayInterfaceJson());
+  }
+
+  /**
+   * set weight of each instance
+   *
+   * @param weights weights
+   * @throws XGBoostError native error
+   */
+  public void setWeight(float[] weights) throws XGBoostError {
+    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixSetFloatInfo(handle, "weight", weights));
+  }
+
   /**
    * Get base margin of the DMatrix.
    */
@@ -395,6 +413,40 @@ public float[] getBaseMargin() throws XGBoostError {
     return getFloatInfo("base_margin");
   }
 
+  /**
+   * Set base margin of DMatrix from array interface
+   *
+   * @param column the XGBoost Column to provide the array interface
+   *               of base margin column
+   * @throws XGBoostError native error
+   */
+  public void setBaseMargin(Column column) throws XGBoostError {
+    setXGBDMatrixInfo("base_margin", column.getArrayInterfaceJson());
+  }
+
+  /**
+   * Set base margin (initial prediction).
+   * <p>
+   * The margin must have the same number of elements as the number of
+   * rows in this matrix.
+   */
+  public void setBaseMargin(float[] baseMargin) throws XGBoostError {
+    if (baseMargin.length != rowNum()) {
+      throw new IllegalArgumentException(String.format(
+        "base margin must have exactly %s elements, got %s",
+        rowNum(), baseMargin.length));
+    }
+
+    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixSetFloatInfo(handle, "base_margin", baseMargin));
+  }
+
+  /**
+   * Set base margin (initial prediction).
+   */
+  public void setBaseMargin(float[][] baseMargin) throws XGBoostError {
+    setBaseMargin(flatten(baseMargin));
+  }
+
   /**
    * Slice the DMatrix and return a new DMatrix that only contains `rowIndex`.
    *
@@ -448,22 +500,6 @@ public long getHandle() {
     return handle;
   }
 
-  /**
-   * flatten a mat to array
-   */
-  private static float[] flatten(float[][] mat) {
-    int size = 0;
-    for (float[] array : mat) size += array.length;
-    float[] result = new float[size];
-    int pos = 0;
-    for (float[] ar : mat) {
-      System.arraycopy(ar, 0, result, pos, ar.length);
-      pos += ar.length;
-    }
-
-    return result;
-  }
-
   @Override
   protected void finalize() {
     dispose();
@@ -475,4 +511,12 @@ public synchronized void dispose() {
       handle = 0;
     }
   }
+
+  /**
+   * sparse matrix type (CSR or CSC)
+   */
+  public enum SparseType {
+    CSR,
+    CSC
+  }
 }
diff --git a/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/XGBoostJNI.java b/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/XGBoostJNI.java
index b410d2be1d02..00413636e0f0 100644
--- a/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/XGBoostJNI.java
+++ b/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/XGBoostJNI.java
@@ -54,7 +54,7 @@ static void checkCall(int ret) throws XGBoostError {
   public final static native int XGDMatrixCreateFromFile(String fname, int silent, long[] out);
 
   final static native int XGDMatrixCreateFromDataIter(java.util.Iterator<DataBatch> iter,
-      String cache_info, long[] out);
+      String cache_info, float missing, long[] out);
 
   public final static native int XGDMatrixCreateFromCSR(long[] indptr, int[] indices,
                                                         float[] data, int shapeParam,
diff --git a/jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala b/jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala
index 714adf726292..294107f082fa 100644
--- a/jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala
+++ b/jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala
@@ -1,5 +1,5 @@
 /*
- Copyright (c) 2014-2023 by Contributors
+ Copyright (c) 2014-2024 by Contributors
 
  Licensed under the Apache License, Version 2.0 (the "License");
  you may not use this file except in compliance with the License.
@@ -19,7 +19,7 @@ package ml.dmlc.xgboost4j.scala
 import _root_.scala.collection.JavaConverters._
 
 import ml.dmlc.xgboost4j.LabeledPoint
-import ml.dmlc.xgboost4j.java.{Column, ColumnBatch, DataBatch, XGBoostError, DMatrix => JDMatrix}
+import ml.dmlc.xgboost4j.java.{Column, ColumnBatch, DMatrix => JDMatrix, XGBoostError}
 
 class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
   /**
@@ -33,14 +33,17 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
   }
 
   /**
-    *  init DMatrix from Iterator of LabeledPoint
-    *
-    * @param dataIter An iterator of LabeledPoint
-    * @param cacheInfo  Cache path information, used for external memory setting, null by default.
-    * @throws XGBoostError native error
-    */
-  def this(dataIter: Iterator[LabeledPoint], cacheInfo: String = null) {
-    this(new JDMatrix(dataIter.asJava, cacheInfo))
+   * init DMatrix from Iterator of LabeledPoint
+   *
+   * @param dataIter  An iterator of LabeledPoint
+   * @param cacheInfo Cache path information, used for external memory setting, null by default.
+   * @param missing   Which value will be treated as the missing value
+   * @throws XGBoostError native error
+   */
+  def this(dataIter: Iterator[LabeledPoint],
+           cacheInfo: String = null,
+           missing: Float = Float.NaN) {
+    this(new JDMatrix(dataIter.asJava, cacheInfo, missing))
   }
 
   /**
@@ -60,12 +63,12 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
   /**
    * create DMatrix from sparse matrix
    *
-   * @param headers index to headers (rowHeaders for CSR or colHeaders for CSC)
-   * @param indices Indices (colIndexs for CSR or rowIndexs for CSC)
-   * @param data    non zero values (sequence by row for CSR or by col for CSC)
-   * @param st      sparse matrix type (CSR or CSC)
+   * @param headers    index to headers (rowHeaders for CSR or colHeaders for CSC)
+   * @param indices    Indices (colIndexs for CSR or rowIndexs for CSC)
+   * @param data       non zero values (sequence by row for CSR or by col for CSC)
+   * @param st         sparse matrix type (CSR or CSC)
    * @param shapeParam when st is CSR, it specifies the column number, otherwise it is taken as
-   *                     row number
+   *                   row number
    */
   @throws(classOf[XGBoostError])
   def this(headers: Array[Long], indices: Array[Int], data: Array[Float], st: JDMatrix.SparseType,
@@ -76,14 +79,14 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
   /**
    * create DMatrix from sparse matrix
    *
-   * @param headers index to headers (rowHeaders for CSR or colHeaders for CSC)
-   * @param indices Indices (colIndexs for CSR or rowIndexs for CSC)
-   * @param data    non zero values (sequence by row for CSR or by col for CSC)
-   * @param st      sparse matrix type (CSR or CSC)
+   * @param headers    index to headers (rowHeaders for CSR or colHeaders for CSC)
+   * @param indices    Indices (colIndexs for CSR or rowIndexs for CSC)
+   * @param data       non zero values (sequence by row for CSR or by col for CSC)
+   * @param st         sparse matrix type (CSR or CSC)
    * @param shapeParam when st is CSR, it specifies the column number, otherwise it is taken as
-   *                     row number
-   * @param missing missing value
-   * @param nthread The number of threads used for constructing DMatrix
+   *                   row number
+   * @param missing    missing value
+   * @param nthread    The number of threads used for constructing DMatrix
    */
   @throws(classOf[XGBoostError])
   def this(headers: Array[Long], indices: Array[Int], data: Array[Float], st: JDMatrix.SparseType,
@@ -93,10 +96,11 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
 
   /**
    * Create the normal DMatrix from column array interface
+   *
    * @param columnBatch the XGBoost ColumnBatch to provide the cuda array interface
    *                    of feature columns
-   * @param missing missing value
-   * @param nthread The number of threads used for constructing DMatrix
+   * @param missing     missing value
+   * @param nthread     The number of threads used for constructing DMatrix
    */
   @throws(classOf[XGBoostError])
   def this(columnBatch: ColumnBatch, missing: Float, nthread: Int) {
@@ -119,9 +123,9 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
   /**
    * create DMatrix from dense matrix
    *
-   * @param data data values
-   * @param nrow number of rows
-   * @param ncol number of columns
+   * @param data    data values
+   * @param nrow    number of rows
+   * @param ncol    number of columns
    * @param missing the specified value to represent the missing value
    */
   @throws(classOf[XGBoostError])
@@ -181,6 +185,16 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
     jDMatrix.setGroup(group)
   }
 
+  /**
+   * Set query ids (used for ranking)
+   *
+   * @param qid query ids
+   */
+  @throws(classOf[XGBoostError])
+  def setQueryId(qid: Array[Int]): Unit = {
+    jDMatrix.setQueryId(qid)
+  }
+
   /**
    * Set label of DMatrix from cuda array interface
    */
@@ -205,8 +219,17 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
     jDMatrix.setBaseMargin(column)
   }
 
+  /**
+   * set query id of dmatrix from column array interface
+   */
+  @throws(classOf[XGBoostError])
+  def setQueryId(column: Column): Unit = {
+    jDMatrix.setQueryId(column)
+  }
+
   /**
    * set feature names
+   *
    * @param values feature names
    * @throws ml.dmlc.xgboost4j.java.XGBoostError
    */
@@ -217,6 +240,7 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
 
   /**
    * set feature types
+   *
    * @param values feature types
    * @throws ml.dmlc.xgboost4j.java.XGBoostError
    */
@@ -265,6 +289,7 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
 
   /**
    * get feature names
+   *
    * @throws ml.dmlc.xgboost4j.java.XGBoostError
    * @return
    */
@@ -275,6 +300,7 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
 
   /**
    * get feature types
+   *
    * @throws ml.dmlc.xgboost4j.java.XGBoostError
    * @return
    */
diff --git a/jvm-packages/xgboost4j/src/native/xgboost4j.cpp b/jvm-packages/xgboost4j/src/native/xgboost4j.cpp
index cfab645ed6bf..d8f169157e3a 100644
--- a/jvm-packages/xgboost4j/src/native/xgboost4j.cpp
+++ b/jvm-packages/xgboost4j/src/native/xgboost4j.cpp
@@ -214,7 +214,7 @@ JNIEXPORT jstring JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBGetLastError
  * Signature: (Ljava/util/Iterator;Ljava/lang/String;[J)I
  */
 JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFromDataIter
-  (JNIEnv *jenv, jclass jcls, jobject jiter, jstring jcache_info, jlongArray jout) {
+  (JNIEnv *jenv, jclass jcls, jobject jiter, jstring jcache_info, jfloat jmissing, jlongArray jout) {
   DMatrixHandle result;
   std::unique_ptr<char const, Deleter<char const>> cache_info;
   if (jcache_info != nullptr) {
@@ -222,8 +222,10 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFro
                     jenv->ReleaseStringUTFChars(jcache_info, ptr);
                   }};
   }
+  auto missing = static_cast<float>(jmissing);
   int ret =
-      XGDMatrixCreateFromDataIter(jiter, XGBoost4jCallbackDataIterNext, cache_info.get(), &result);
+      XGDMatrixCreateFromDataIter(jiter, XGBoost4jCallbackDataIterNext, cache_info.get(),
+                                  missing,&result);
   JVM_CHECK_CALL(ret);
   setHandle(jenv, jout, result);
   return ret;
diff --git a/jvm-packages/xgboost4j/src/native/xgboost4j.h b/jvm-packages/xgboost4j/src/native/xgboost4j.h
index c8e48cfc9de9..f8657b5a61a1 100644
--- a/jvm-packages/xgboost4j/src/native/xgboost4j.h
+++ b/jvm-packages/xgboost4j/src/native/xgboost4j.h
@@ -26,10 +26,10 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFro
 /*
  * Class:     ml_dmlc_xgboost4j_java_XGBoostJNI
  * Method:    XGDMatrixCreateFromDataIter
- * Signature: (Ljava/util/Iterator;Ljava/lang/String;[J)I
+ * Signature: (Ljava/util/Iterator;Ljava/lang/String;F[J)I
  */
 JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFromDataIter
-  (JNIEnv *, jclass, jobject, jstring, jlongArray);
+  (JNIEnv *, jclass, jobject, jstring, jfloat, jlongArray);
 
 /*
  * Class:     ml_dmlc_xgboost4j_java_XGBoostJNI
diff --git a/jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java b/jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java
index b6ffe84e30e9..0bc6f7b73f17 100644
--- a/jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java
+++ b/jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java
@@ -15,15 +15,18 @@
  */
 package ml.dmlc.xgboost4j.java;
 
-import java.io.*;
+import java.io.File;
+import java.io.FileOutputStream;
+import java.io.IOException;
+import java.io.InputStream;
 import java.util.Arrays;
 import java.util.HashMap;
 import java.util.Map;
 import java.util.Random;
 
 import junit.framework.TestCase;
-import ml.dmlc.xgboost4j.java.util.BigDenseMatrix;
 import ml.dmlc.xgboost4j.LabeledPoint;
+import ml.dmlc.xgboost4j.java.util.BigDenseMatrix;
 import org.junit.Test;
 
 import static org.junit.Assert.assertArrayEquals;
@@ -36,6 +39,32 @@
  */
 public class DMatrixTest {
 
+
+  @Test
+  public void testCreateFromDataIteratorWithMissingValue() throws XGBoostError {
+    //create DMatrix from DataIterator
+    java.util.List<LabeledPoint> blist = new java.util.LinkedList<>();
+    blist.add(new LabeledPoint(0.1f, 4, null, new float[]{1, 0, 0, 0}));
+    blist.add(new LabeledPoint(0.1f, 4, null, new float[]{Float.NaN, 13, 14, 15}));
+    blist.add(new LabeledPoint(0.1f, 4, null, new float[]{21, 23, 0, 25}));
+
+    // Default missing value: Float.NaN
+    DMatrix dmat = new DMatrix(blist.iterator(), null);
+    assert dmat.nonMissingNum() == 11;
+
+    // missing value 0
+    dmat = new DMatrix(blist.iterator(), null, 0.0f);
+    assert dmat.nonMissingNum() == 12 - 4 - 1;
+
+    // missing value 21
+    dmat = new DMatrix(blist.iterator(), null, 21.0f);
+    assert dmat.nonMissingNum() == 12 - 1 - 1;
+
+    // missing value 101010101010
+    dmat = new DMatrix(blist.iterator(), null, 101010101010.0f);
+    assert dmat.nonMissingNum() == 12 - 1;
+  }
+
   @Test
   public void testCreateFromDataIterator() throws XGBoostError {
     //create DMatrix from DataIterator
@@ -45,7 +74,7 @@ public void testCreateFromDataIterator() throws XGBoostError {
     java.util.List<LabeledPoint> blist = new java.util.LinkedList<LabeledPoint>();
     for (int i = 0; i < nrep; ++i) {
       LabeledPoint p = new LabeledPoint(
-              0.1f + i, 4, new int[]{0, 2, 3}, new float[]{3, 4, 5});
+        0.1f + i, 4, new int[]{0, 2, 3}, new float[]{3, 4, 5});
       blist.add(p);
       labelall.add(p.label());
     }
@@ -290,7 +319,7 @@ public void testCreateFromDenseMatrixRef() throws XGBoostError {
     } finally {
       if (dmat0 != null) {
         dmat0.dispose();
-      } else if (data0 != null){
+      } else if (data0 != null) {
         data0.dispose();
       }
     }
@@ -309,9 +338,9 @@ public void testTrainWithDenseMatrixRef() throws XGBoostError {
       // (3,1) -> 2
       // (2,3) -> 3
       float[][] data = new float[][]{
-              new float[]{4f, 5f},
-              new float[]{3f, 1f},
-              new float[]{2f, 3f}
+        new float[]{4f, 5f},
+        new float[]{3f, 1f},
+        new float[]{2f, 3f}
       };
       data0 = new BigDenseMatrix(3, 2);
       for (int i = 0; i < data0.nrow; i++)
@@ -428,4 +457,40 @@ public void testSetAndGetFeatureInfo() throws XGBoostError {
     String[] retFeatureTypes = dmat.getFeatureTypes();
     assertArrayEquals(featureTypes, retFeatureTypes);
   }
+
+  @Test
+  public void testSetAndGetQueryId() throws XGBoostError {
+    //create DMatrix from 10*5 dense matrix
+    int nrow = 10;
+    int ncol = 5;
+    float[] data0 = new float[nrow * ncol];
+    //put random nums
+    Random random = new Random();
+    for (int i = 0; i < nrow * ncol; i++) {
+      data0[i] = random.nextFloat();
+    }
+
+    //create label
+    float[] label0 = new float[nrow];
+    for (int i = 0; i < nrow; i++) {
+      label0[i] = random.nextFloat();
+    }
+
+    //create two groups
+    int[] qid = new int[]{1, 2, 3, 4, 5, 6, 7, 8, 9, 10};
+    int[] qidExpected = new int[]{0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10};
+
+    DMatrix dmat0 = new DMatrix(data0, nrow, ncol, -0.1f);
+    dmat0.setLabel(label0);
+    dmat0.setQueryId(qid);
+    //check
+    TestCase.assertTrue(Arrays.equals(qidExpected, dmat0.getGroup()));
+
+    //create two groups
+    int[] qid1 = new int[]{10, 10, 10, 20, 60, 60, 80, 80, 90, 100};
+    int[] qidExpected1 = new int[]{0, 3, 4, 6, 8, 9, 10};
+    dmat0.setQueryId(qid1);
+    TestCase.assertTrue(Arrays.equals(qidExpected1, dmat0.getGroup()));
+
+  }
 }
diff --git a/src/c_api/c_api.cc b/src/c_api/c_api.cc
index 3559660dd1a5..7371188650bd 100644
--- a/src/c_api/c_api.cc
+++ b/src/c_api/c_api.cc
@@ -253,7 +253,9 @@ XGB_DLL int XGDMatrixCreateFromURI(const char *config, DMatrixHandle *out) {
 XGB_DLL int XGDMatrixCreateFromDataIter(
     void *data_handle,                  // a Java iterator
     XGBCallbackDataIterNext *callback,  // C++ callback defined in xgboost4j.cpp
-    const char *cache_info, DMatrixHandle *out) {
+    const char *cache_info,
+    float missing,
+    DMatrixHandle *out) {
   API_BEGIN();
 
   std::string scache;
@@ -264,10 +266,7 @@ XGB_DLL int XGDMatrixCreateFromDataIter(
       data_handle, callback);
   xgboost_CHECK_C_ARG_PTR(out);
   *out = new std::shared_ptr<DMatrix> {
-    DMatrix::Create(
-        &adapter, std::numeric_limits<float>::quiet_NaN(),
-        1, scache
-    )
+    DMatrix::Create(&adapter, missing, 1, scache)
   };
   API_END();
 }