I call a method that returns a Future, once for each element in a List<Principal>, so I end up with a List<Future<UserRecord>>.
The method returning Future is library code and I have no control over how that code gets run, all I have is the Future.
I want to wait for all the Futures to finish (success or failure) before proceeding further.
Is there a better way to do so than this:
List<Principal> users = new ArrayList<>();
// Fill users
List<Future<UserRecord>> futures = getAllTheFutures(users);
List<UserRecord> results = new ArrayList<>(futures.size());
boolean[] taskCompleted = new boolean[futures.size()];
for (int j = 0; j < taskCompleted.length; j++) {
    taskCompleted[j] = false;
}
do {
    for (int i = 0; i < futures.size(); i++) {
        if (!taskCompleted[i]) {
            try {
                results.add(i, futures.get(i).get(20, TimeUnit.MILLISECONDS));
                taskCompleted[i] = true;
            } catch (TimeoutException e) {
                // Do nothing
            } catch (InterruptedException | ExecutionException e) {
                // Handle appropriately, then...
                taskCompleted[i] = true;
            }
        }
    }
} while (allNotCompleted(taskCompleted));
For the curious:
private boolean allNotCompleted(boolean[] completed) {
    for (boolean b : completed) {
        if (!b)
            return true;
    }
    return false;
}
Unlike in this answer to Waiting on a list of Future I don't have control over the code that creates the Futures.
Your code can be simplified a lot. An equivalent version could be written as follows, unless you have requirements that you didn't specify in the question.
List<Principal> users = // fill users
List<Future<UserRecord>> futures = getAllTheFutures(users);
List<UserRecord> results = new ArrayList<>();
for (int i = 0; i < futures.size(); i++) {
        try {
            results.add(futures.get(i).get());
        } catch (InterruptedException | ExecutionException e) {
            // Handle appropriately, results.add(null) or just leave it out
        }
    }
}
You could simply do a reductive list; removing successful responses from your list and iterating until empty.
List<Principal> users = // fill users
List<Future<UserRecord>> futures = getAllTheFutures(users);
List<UserRecord> results = new ArrayList<>();
for (int i = 0; i < futures.size(); i++) {
        try {
            results.add(futures.get(i).get(<how long you want before your application throws exception>));
        }
        catch (InterruptedException | ExecutionException e) {
            // Handle appropriately, results.add(null) or just leave it out
        }
        catch (TimeoutException timeoutEx) {
            // If the Future retrieval timed out you can handle here
        }
    }
}
Since your intent is to collect a "set" of Jobs before progressing, waiting until you get a return on thread index X in this case will give a time cost of (roughly) the last returned thread.
Or, if you plan to abort all threads in the set if any fail, you can use Java 8 CompletableFuture
CompletableFuture[] cfs = futures.toArray(new CompletableFuture[futures.size()]);
    return CompletableFuture.allOf(cfs)
            .thenApply(() -> futures.stream()
                                    .map(CompletableFuture::join)
                                    .collect(Collectors.toList())
            );
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