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ICE Fixed Income Accelerator Data Ingestion

There are several pipelines in the KX Fixed Income Accelerator to ingest data, they are outlined briefly below.

Commands to update the s3/blob storage location of the files which these pipelines target for ingestion can be found in the quickstart guide.

Reference Data Ingestion

Pipelines for ingest of COREREF and CROSSREF reference files. These pipelines are:

  • icecorereference
  • icecrossreference

These pipelines ingest the data to the Instrument table in Insights Enterprise. Ingestion of COREREF and CROSSREF files, along with ratings and sector information detailed below, is necessary to fully populate the Fixed Income Overview and Drilldown Insights Views.

Ratings Data Ingestion

A pipeline to ingest APEX GSM data (ratings and sector information):

  • iceratings

This pipeline uses the ISIN number ingested from the CROSSREF ICE reference file to join the APEX GSM data to the existing reference data in the Instrument table. As such, the ISIN numbers should already be populated in the Instrument table before the iceratings pipeline is run.

Historic replay data ingest

A pipeline to ingest historic data using ICE REPLAY files to the Quote table in Insights Enterprise:

  • icehistoricreplayfixedincome

This pipeline should be used if it is necessary to ingest replay (historic) data.

Realtime Data ingest

To ingest realtime data into the KX Fixed Income Accelerator, follow the steps outlined in the quickstart guide.

Generating bar data

A pipeline to generate bar data from the Quote table:

  • bargeneration

The historic elements of the Fixed Income Overview and Drilldown Insights Views require bar data in order to be populated. Refer to the Historic Fixed Income Data documentation.