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kdb Insights Enterprise ICE Order Book Accelerator - Release notes

This section details the release notes for the kdb Insights ICE Order Book Accelerator

Version 1.1.0

Release Date


New Features

  • Updated feed configuration template values.yaml to be compatible with the official feed handler release
  • Enhanced the orderbook dashboard to display human readable instrument names when corresponding reference data is loaded
  • Various UX/UI improvements in the dashboard
  • Added top-of-book message handling
  • Added bid/ask counts to data set
  • Added total bid/ask sizes to data set


  • Fixed an issue with the sorting order of bids

Version 1.0.0

Release Date


New Features

  • Added ICE Realtime Feed Handler support
  • Stream processor ingestion pipeline
  • Templated helm chat values.yaml
  • Pipelines for L1 Trade and Quote data ingest icerealtime1-sp
  • Pipelines for L2 Quote data ingest icerealtime2-sp and orderbook construction orderbook-sp
  • Schemas for L1 data (Trade and Quote), L2 data (L2Quote), and constructed order book data
    • Snapshot formating, with arrays of price levels in a single field OrderBookSnapshots
    • Depth formating, with order book levels on individual rows Depth
  • Query and analytic API extensions via the FSI Library
  • An example Insight View for displaying streaming data
  • Example Jupyter notebooks, demonstrating Python and REST API access


type Location
Accelerator Package

Version Dependencies

There are minimum versions of the underlying FSI Library, kdb Insights Enterprise, and the kxi CLI which are required to use ICE Order Book Accelerator.

ICE OB Accelerator FSI Library Insights Enterprise kxi CLI
1.0.0 1.0.0 1.9.0 1.9.0
1.1.0 1.1.1 1.9.3 1.9.0

Known issues

  • ID Mapping is not applied to get* API calls. Data will only be returned for underlying symbols, even when IDMapping is set on get* API calls. Requests for ID Mapped symbols will not return any results.
  • When holiday calendars are applied in get* API calls using applyHolidayCalendar, the call will always return an empty result.