If you need this, you shouldn't use forEach, but one of the other methods available on streams; which one, depends on what your goal is.

For example, if the goal of this loop is to find the first element which matches some predicate:

Optional<SomeObject> result =
    someObjects.stream().filter(obj -> some_condition_met).findFirst();

(Note: This will not iterate the whole collection, because streams are lazily evaluated - it will stop at the first object that matches the condition).

If you just want to know if there's an element in the collection for which the condition is true, you could use anyMatch:

boolean result = someObjects.stream().anyMatch(obj -> some_condition_met);

data.stream().anyMatch(item -> {condition})

Sadly, function .ForEach() did not provided a good way to break the loop. Although adding a return statement inside this loop could let the .ForEach() to continue next loop, but I'm sure that's not what you are asking.

Solution

Therefore, you can try to use a feature call .takeWhile() introduced in Java 9. For example, the code will be:

boolean varNameYouPrefer = true;
output.stream().takeWhile(slice -> varNameYouPrefer).forEach(slice -> {
    String inParams = slice.stream().filter(record -> !record.get(0).endsWith("@xxx.com")).map(record -> "'" + record.get(0) + "'").collect(Collectors.joining(",")).toString();
    try {
            // Retrieve data for one slice
            setAccountData(inParams);
        }
    } catch (SQLException e) {  
        // To break, set varNameYouPrefer to false.
        varNameYouPrefer = false;
    }
});

References

• Java Stream Document
• Example of using takeWhile

Stream.forEach is not a loop and it's not designed for being terminated using something like break. If the stream is a parallel stream the lambda body could be executed on different threads at the same time (not easy to break that and it could easily produce incorrect results).

Better use a iterator with a while loop:

Iterator<BuyOrderType> iter = market.buyOrders() // replace BuyOrderType with correct type here
            .stream()
            .filter(buyOrder -> buyOrder.price >= sellOrder.price)
            .sorted(BY_ASCENDING_PRICE).iterator();
while (iter.hasNext()) {
    BuyOrderType buyOrder = iter.next()  // replace BuyOrderType with correct type here
    double tradeVolume = Math.min(buyOrder.quantity, sellOrder.quantity);
    double price = buyOrder.price;

    buyOrder.quantity -= tradeVolume;
    sellOrder.quantity -= tradeVolume;

    Trade trade = new Trade.Builder(market, price, tradeVolume, Trade.Type.SELL).build();
    CommonUtil.convertToJSON(trade);

    if (sellOrder.quantity == 0) {
        System.out.println("order fulfilled");
        break;
    }
}

Use a label on the outermost loop, and include this label in the break statement when you want to jump out of all the loops. In the example below, I've modified your code to use the label OUTERMOST:

String valueFromObj2 = null;
String valueFromObj4 = null;
OUTERMOST: for(Object1 object1: objects){
  for(Object2 object2: object1){
    //I get some value from object2
    valueFromObj2 = object2.getSomeValue();
    for(Object3 object3 : object2){
      for(Object4 object4: object3){
        //Finally I get some value from Object4.
        valueFromObj4 = object4.getSomeValue();
        //Compare with valueFromObj2 to decide either to break all the foreach loop
        if( compareTwoVariable(valueFromObj2, valueFromObj4 )) {
          break OUTERMOST;
        }
      }//fourth loop ends here
    }//third loop ends here
  }//second loop ends here
}//first loop ends here