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kdb Insights Enterprise KX Flow Accelerator - Release Notes

This section details the release notes for the kdb Insights KX Flow Accelerator.

Version 1.1.0

Release date: 2024-09-23

New features

  • Compatibility fixes for Insights Enterprise 1.10
  • Updated attributes on the Flow schemas for performance improvement. Note that applying an upgrade of this change requires a reload of the data

Bug fixes

  • Fixed an issue in the VWAP API that could cause length errors under specific data conditions

Version 1.0.0

Release date: 2024-05-30

New features

  • Schemas for Executable Streaming Prices (FXQuote and FXClientQuote)
  • Schemas for RFS pricing (FXQuoteReply, FXQuoteRequest, FXQuoteReplyLegs and FXQuoteRequestLegs)
  • Schemas for Orders (FXOrderReport, FXOrderRequest, FXOrderReportLegs and FXOrderRequestLegs)
  • Pipelines for KX Flow data ingestion to above tables
  • Schemas for reference data (Instrument and ExchangeHolidayCal)
  • Pipelines to load reference data from csv files in an s3 storage location
  • Query and analytic API extensions via the FSI Library
  • Extended getTicks API for Fx book building via the fxBookType argument
  • An example Insights View for displaying streaming data
  • Example Jupyter notebooks, demonstrating Python and REST API access

Artifacts

Type Location
Accelerator Package https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-kx-flow/

Known issues

Expand to see the list of known issues here
  • ID Mapping is not applied to get* API calls. Data is only returned for underlying symbols, even when IDMapping is set on get* API calls. Requests for ID Mapped symbols do not return any results.
  • When holiday calendars are applied in get* API calls using applyHolidayCalendar, the call always returns an empty result.

Version dependencies

To use the KX Flow Accelerator, you must have the following compatible versions of the underlying FSI Library, kdb Insights Enterprise, and the kxi CLI.

KX Flow Accelerator FSI Library Insights Enterprise kxi CLI
1.0.0 1.0.0 1.9.0 1.9.0
1.1.0 1.1.2 1.10.1 1.10.0