kdb Insights Enterprise ICE Equity Analytics Accelerator - Release notes
This section details the release notes for the kdb Insights ICE Equity Analytics Accelerator
Version 1.0.0
Release Date
2024-11-19
New Features
- A pipeline to ingest ICE's Replay format L1 equities quote data
icehistoricreplay-pipeline
- A pipeline to ingest COREREF and CROSSREF reference data
icecorereference-pipeline
andicecrossreference-pipeline
- A pipeline for ingesting EOD OMS order data for analysis
eqeaorderingest-pipeline
- Pipelines for ingesting exchange times and EOD FX reference rates
eqeaexchange-refdata-pipeline
andeqeafxrates-pipeline
- Schemas for
Quote
andInstrument
data for the above - Nearly 200 customizable and extendable analytic metrics
- Standard FSI Accelerator analytic and query APIs via the FSI Library
- An Insights performance report View that demonstrates summarization and visualization, including
- Markout curves
- Slippage distribution charts
- Boxplot summarizations
- An example Jupyter notebook, demonstrating Python and REST API access
Artifacts
type | Location |
---|---|
Accelerator Package | https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-ice-eqea/ |
Version Dependencies
To use the ICE Equity Analytics Accelerator, you must have the following compatible versions of the underlying FSI Library, kdb Insights Enterprise, and the kxi CLI.
ICE Equities Analytics Accelerator | FSI Library | Insights Enterprise | kxi CLI |
---|---|---|---|
1.0.0 | 1.1.3 | 1.10.1 | 1.10.0 |