kdb Insights Enterprise Bloomberg Equity Analytics Accelerator - Release Notes
This page details the release notes for the kdb Insights Bloomberg Equity Analytics Accelerator.
Version 1.0.0
Release date
2024-12-13
New features
- A pipeline to ingest Bloomberg Data License format L1 equities quote & trade data in CSV or Parquet format:
bbgquoteingest-pipeline
,bbgtradeingest-pipeline
andbbgquotepq-pipeline
,bbgtradepq-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 available through 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-bbg-eqea/ |
Version dependencies
To use the Bloomberg Equities Analytics Accelerator, you must have the following compatible versions of the underlying FSI Library, kdb Insights Enterprise, and the kxi CLI.
Bloomberg Equities Analytics Accelerator | FSI Library | Insights Enterprise | kxi CLI |
---|---|---|---|
1.0.0 | 1.1.3 | 1.10.1 | 1.10.0 |