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kdb Insights Enterprise ICE Equity Analytics Accelerator - Release Notes

This section details the release notes for the kdb Insights ICE Equity Analytics Accelerator.

Version 1.0.1

Release date

2024-12-02

New features

  • Optimized the inLimit* Analytics

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 and icecrossreference-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 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
1.0.1 1.1.3 1.10.1 1.10.0