Historic Fixed Income Data

To populate the historic elements of the Fixed Income Overview and Drilldown Insights views there must be bar data for the relevant period. The Fixed Income Accelerator includes a bar generation pipeline to generate this data from the Quote table on configurable dates. This pipeline can be run manually or scheduled. Details on how to run the pipeline manually can be found here, Setting up Manual Bar Generation. Steps to run the pipeline with a schedule can be found here, Setting up Bar Generation.

For example, the bar generation pipeline could target data ingested from an ICE REPLAY file to the Quote table for a particular date, generating bar data for this date. This could be achieved by running bar generation manually. Alternatively, the bar generation pipeline could be used to generate bar data from Quote data ingested from the real time feed, this could be for yesterday's date for example, in which case bar data for yesterday would be generated. Running bar generation on a daily schedule could be the most convenient way to achieve this.