kdb Insights Enterprise ICE Order Book Accelerator - Release notes
This section details the release notes for the kdb Insights ICE Order Book Accelerator
Version 1.0.0
Release Date
2024-04-08
New Features
- Added ICE Realtime Feed Handler support
- Stream processor ingestion pipeline
- Templated helm chat values.yaml
- Pipelines for L1 Trade and Quote data ingest
icerealtime1-sp
- Pipelines for L2 Quote data ingest
icerealtime2-sp
and orderbook constructionorderbook-sp
- Schemas for L1 data (
Trade
andQuote
), L2 data (L2Quote
), and constructed order book data- Snapshot formating, with arrays of price levels in a single field
OrderBookSnapshots
- Depth formating, with order book levels on individual rows
Depth
- Snapshot formating, with arrays of price levels in a single field
- Query and analytic API extensions via the FSI Library
- An example Insight 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-ice-orderbook/ |
Version Dependencies
There are minimum versions of the underlying FSI Library, kdb Insights Enterprise, and the kxi CLI which are required to use ICE Order Book Accelerator.
ICE OB Accelerator | FSI Library | Insights Enterprise | kxi CLI |
---|---|---|---|
1.0.0 | 1.0.0 | 1.9.0 | 1.9.0 |
Known issues
- ID Mapping is not applied to get* API calls. Data will only be returned for underlying symbols, even when
IDMapping
is set on get* API calls. Requests for ID Mapped symbols will not return any results. - When holiday calendars are applied in get* API calls using
applyHolidayCalendar
, the call will always return an empty result.