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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 and bbgquotepq-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 and eqeafxrates-pipeline
  • Schemas for Quote and Instrument 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