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ICE Fixed Income Accelerator Quickstart Guide

The ICE Fixed Income Accelerator is an FSI Accelerator package which comes with ready made Pipelines, Views, and Schemas out of the box.

Prerequisites

This quickstart guide is not intended to be a comprehensive KDB Insights Install Guide, for more information regarding KDB Insights installation refer to the kdb Insights Enterprise documentation.

This guide assumes the following pre-requisites:

  • KDB Insights Enterprise 1.9.0 (minimum version) installed
  • Credentials obtained and configured:
    • Insights Users:
      • GUI User
      • API Client
    • S3/blob storage secret
  • KX Downloads Portal bearer token to download packages/charts (represented by BEARER in this guide).
  • ICE Credentials:
    • ICE Consolidated Feed Username & Password
    • ICE Consolidated Feed IP Address & Port Number Tools Used:
    • Access to *nix command-line
    • KDB Insights CLI - kxi
  • Kubernetes tools:
    • kubectl
    • K9s
  • Helm installed and logged in to nexus
  • VSCode plugins:
    • KX kdb
    • Jupyter
  • ICE data drops to your S3 bucket/blob storage set up for:
    • Ratings data
    • Instrument data

Quick Start Guide

Download the required FSI packages from the kx download portal:

# Download fsi-lib - the Core FSI Library
curl -s --fail-with-body -D /dev/stderr --oauth2-bearer ${BEARER} -L -OJ https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-lib/packages/1.1.0/fsi-lib-1.1.0.kxi


# Download fsi-app-ice-fi - the ICE Fixed Income Accelerator
curl -s --fail-with-body -D /dev/stderr --oauth2-bearer ${BEARER} -L -OJ https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-ice-fi/packages/1.0.0/fsi-app-ice-fi-1.0.0.kxi

Unpack fsi-app-ice-fi:

kxi package unpack fsi-app-ice-fi-1.0.0.kxi

Update the s3/blob storage location of your ICE ratings and Instrument data pipelines, for example:

Using a single bash sed command

sed -i 's|\.fsi\.filePath\:.*|.fsi.filePath:`$"YOUR_FILE_LOCATION";|g' fsi-app-ice-fi/src/icecorereference-pipeline-spec.q

sed -i 's|\.fsi\.filePath\:.*|.fsi.filePath:`$"YOUR_FILE_LOCATION";|g' fsi-app-ice-fi/src/iceratings-pipeline-spec.q

sed -i 's|\.fsi\.filePath\:.*|.fsi.filePath:`$"YOUR_FILE_LOCATION";|g' fsi-app-ice-fi/src/icecrossreference-pipeline-spec.q

Or using a text editor and editing the line of config at the top with .fsi.filePath, for example:

vi fsi-app-ice-fi/src/iceratings-pipeline-spec.q

Likewise, configure the pipeline to watch for new files. This is by default on a five minute interval

sed -i 's/\.fsi.reader\:\.qsp\.read\.fromAmazonS3.*/.fsi.reader:.qsp.read.fromAmazonS3[.fsi.filePath;.qsp.use `mode`region`watch!(`binary;.fsi.region;1b)];/' fsi-app-ice-fi/src/iceratings-pipeline-spec.q

sed -i 's/\.fsi.reader\:\.qsp\.read\.fromAmazonS3.*/.fsi.reader:.qsp.read.fromAmazonS3[.fsi.filePath;.qsp.use `mode`region`watch!(`binary;.fsi.region;1b)];/' fsi-app-ice-fi/src/icecorereference-pipeline-spec.q

sed -i 's/\.fsi.reader\:\.qsp\.read\.fromAmazonS3.*/.fsi.reader:.qsp.read.fromAmazonS3[.fsi.filePath;.qsp.use `mode`region`watch!(`binary;.fsi.region;1b)];/' fsi-app-ice-fi/src/icecrossreference-pipeline-spec.q

Note

The iceratings pipeline uses the ISIN number ingested by the icecrossreference pipeline to join the APEX GSM data to the existing reference data. The ISIN numbers should already be populated in the Instrument table before the iceratings pipeline is run.

Update the example ICE Feedhandler Config File to include your credentials and preferences.

Note

  • The config file contains a lot of commonly pre-populated default values.
  • Any values that are expected to require updating on a per-deployment bases have been marked with a TODO comment, for example:
    • Connection Details
    • Subscription List
vi fsi-app-ice-fi/config/feed/ice-fi-feed-values.yaml

Repack the edited package

kxi package packit fsi-app-ice-fi --tag --version 1.0.0

Push the packages to Insights and Deploy the fsi-ice-fixed-income-assembly:

# Install the packages
kxi package push --force fsi-lib-1.1.0.kxi
kxi package push --force /tmp/artifacts/fsi-app-ice-fi-1.0.0.kxi

# Deploy the assembly
kxi package deploy /tmp/artifacts/fsi-app-ice-fi/1.0.0

Add the KX helm repository from the KX downloads portal.

Info

For information on how to set up your downloads bearer token, refer to https://portal.dl.kx.com/auth/token

helm repo add kx https://portal.dl.kx.com/assets/helm --username <INSERT_EMAIL> --password <INSERT_BEARER_TOKEN>

Download the ICE Feedhandler from helm:

helm fetch kx/rt-ice-pub --version 1.0.0 --untar

Add your ICE Username & Password as a kubernetes secret:

Note

The secret name, in this case my-ice-secrets, should match the ice.secrets.name value in the example config file you previously edited - fsi-app-ice-fi/config/feed/ice-fi-feed-values.yaml.

kubectl create secret generic my-ice-secrets --from-literal=my-username=<INSERT_ICE_USERNAME> --from-literal=my-password=<INSERT_ICE_PASSWORD> -n <YOUR_NAMESPACE>

Install the ICE Feedhandler Helm Chart using your updated config file:

helm install rt-ice-pub ./rt-ice-pub -f fsi-app-ice-fi/config/feed/ice-fi-feed-values.yaml -n <INSERT_YOUR_NAMESPACE>

Verify the ICE FH is running using kubectl:

kubectl describe pod rt-ice-pub-0

Expected Output from above command on successful install:

Events:
  Type    Reason                  Age   From                     Message
  ----    ------                  ----  ----                     -------
  Normal  Created                 24s   kubelet                  Created container rt-ice-pub
  Normal  Started                 24s   kubelet                  Started container rt-ice-pub

Now that you have reference data ingested from your cloud storage and the ICE Feedhandler running you should be able to see data flowing in via the bond screener View. The historical data will not be populated yet.

To populate the historical data there must be bar data for the relevant period. A bar generation pipeline is included to generate this. For more detail on historic data and bar generation refer to the Historic Fixed Income Data documentation.