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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 1.5.2

Release date: 2026-02-12

Enhancements

  • Compatibility fixes for kdb Insights Enterprise version 1.17.1.

  • Added backfill functionality for equity analytics generation. Refer to backfilling results for details.

    Note

    As part of this change, logging behavior in pipelines that use the eqeagentca-pipeline-spec.q file has been updated. Batching is no longer performed in the pipeline itself and has moved to the API that calculates the equity analytics. As a result, the pipeline will no longer log each published batch.

Version 1.5.1

Release date: 2025-10-30

Enhancements

  • To improve performance, the iceeqhistoricreplay stream processor have been updated to support ingestion of multiple files simultaneously.

Bug fixes

  • Corrected the definition of inLimitInterval.
  • Corrected the definition of inLimitIntervalVolatility.

Version 1.5.0

Release date: 2025-09-04

Enhancements

  • The EQEA utility functions have been updated to take dictionary as input.

    Warning

    If your package contains custom analytics that use the .eqea.util.* functions, this update can break your existing code. Refer to the Additional Upgrade Steps section for the commands you need to update your custom code so that it works with this new version.

  • If you encounter an error while generating OrderAnalytics, the Order Analytics Generation Pipeline eqeagentca stops and reports the error to the UI.

  • The Order Analytics Generation Pipeline eqeagentca now has a configurable setting .eqea.trapErrs. If this setting is set to true, any error encountered during OrderAnalytics generation is logged and the pipeline continues to completion.

  • A method was added to prevent analytics from being calculated during OrderAnalytics generation. This is dictated by the configurable variable .eqea.cfg.removeAnalyticsList.

  • The dashboard has been updated to show instrumentID in the left-most column.

  • API .fsi.eqea.getOrderAnalyticSummary has been updated so that the column ordering of the output table now matches the order of input to args[`summaryFunctions].

  • Update to API .fsi.eqea.generateOrderAnalytics. The use of .kxi.selectTable has been improved to ensure better handling of late data.

  • Important documentation improvements, including:

Additional upgrade steps

Warning

This step is only required if your package contains functions that generate custom order analytics using the .eqea.util.* functions.

  1. Back up your original custom code.

  2. Run the code below to update all .eqea.util.* functions in your custom package:

    # Replace with the name of any file that calls the `.eqea.util.*` functions.
FILE_NAME=INSERT_FILE_NAME_HERE;
# Update all .eqea.util functions to use new dictionary inputs.
sed -i 's/\.eqea\.util\.simpleAnalytics\[\([^]]*\)\]/\.eqea\.util\.simpleAnalytics\[(`OrderAnalyticsRes`cfg)!(\1)\]/' ${FILE_NAME};
sed -i 's/\.eqea\.util\.tickData\.getDataAndAggFromCfg\[\([^]]*\)\]/\.eqea\.util\.tickData\.getDataAndAggFromCfg\[(`OrderAnalyticsRes`cfg`wcList`startTime`endTime`useQueryWindowAdjustmentFactor)!(\1)\]/' ${FILE_NAME};
sed -i 's/\.eqea\.util\.asof\.ajFromCfg\[\([^]]*\)\]/\.eqea\.util\.asof\.ajFromCfg\[(`OrderAnalyticsRes`cfg`joinOrderTimeCol`kCols`wc)!(\1)\]/' ${FILE_NAME};
sed -i 's/\.eqea\.util\.simpleAnalyticsWithWc\[\([^]]*\)\]/\.eqea\.util\.simpleAnalyticsWithWc\[(`OrderAnalyticsRes`cfg)!(\1)\]/' ${FILE_NAME};
sed -i 's/\.eqea\.util\.tickData\.getDataAndAggregate\[\([^]]*\)\]/\.eqea\.util\.tickData\.getDataAndAggregate\[(`tickTabName`id`tw`wc`bc`aggDict`useQueryWindowAdjustmentFactor)!(\1)\]/' ${FILE_NAME};
sed -i 's/\.eqea\.util\.timeRackFromCfg\[\([^]]*\)\]/\.eqea\.util\.timeRackFromCfg\[(`inputData`tickTabName`cfg`joinOrderTimeCol`kCols)!(\1)\]/' ${FILE_NAME};
sed -i 's/\.eqea\.util\.asof\.ajTickDataToInput\[\([^]]*\)\]/\.eqea\.util\.asof\.ajTickDataToInput\[(`inputData`tickTabName`tickDataCols`numLookBackDays`wc)!(\1)\]/' ${FILE_NAME};
sed -i 's/\.eqea\.util\.pivotByCfg\[\([^]]*\)\]/\.eqea\.util\.pivotByCfg\[(`data`cfg`timeCol`idCol`kCols`pivValues)!(\1)\]/' ${FILE_NAME};

Version 1.4.0

Release date: 2025-07-08

Enhancements

  • Compatibility fixes for kdb Insights Enterprise version 1.14
  • Updated the structure of the argument dictionary definition in the eqeagentca pipelines for better readability
  • Improved the performance of aj analytics when the time period spans data across two different date partitions

Bug fixes

  • Fixed a bug in .fsi.eqea.getOrderAnalyticSummary which caused errors in the Equity-Execution-Analysis dashboard

Version 1.3.0

Release date: 2025-05-13

Bug fixes

  • Fixed a bug which caused null intraorderProfile values for instantly-filled Orders

Enhancements

  • Added a new cronjob example script for nightly pipeline triggers
  • Added more logging to .eqea.analytics.intraorderProfile as it is a longer multi-part analytic
  • Added more logging to .eqea.analytics.intervalOpenClose to signify when prevailing values are used
  • Log performance of all .eqea.util functions when running .fsi.eqea.generateOrderAnalytics with the environment in debug mode
  • Trace logs to show parameters used when reading from disk and running as-of joins when running .fsi.eqea.generateOrderAnalytics with the environment in trace mode
  • Switch RT sequencer logging on by default
  • Added pipeline environment variable parameters to enable kxi CLI deploy without pipeline spec edits
  • Updated the packaged feed configuration to only be minimum required fields and renamed to ice-fi-feed-values.yaml
  • Added the eqeagentav2 pipeline that has a flag to not regenerate existing calculated order analytics

Version 1.2.0

Release date: 2025-04-08

Enhancements

  • Updates for kdb Insights Enterprise version 1.13 compatibility
  • Made use of underlying selectTable improvements
  • Increased amount of debug logging

Version 1.1.1

Release date: 2025-03-19

New features

  • Added the QueryWindowAdjustmentFactor option to increase window size of market data selects for analytics

Bug fixes

  • Fixed an issue in which the start and end times would reset in the dashboard when changing pages

Version 1.1.0

Release date: 2025-03-07

New features

  • Compatibility fixes for Insights Enterprise 1.12

Bug fixes

  • Fixed an issue in fxRates ingestion that caused failures for multi-day files
  • Fixed an issue causing a validation error when using .eqea.queryHdb:0b in the eqeagentca pipeline

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 kdb 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
1.1.0 1.2.1 1.12.3 1.12.0
1.1.1 1.2.1 1.12.3 1.12.0
1.2.0 1.2.3 1.13.0 1.13.0
1.3.0 1.3.2 1.13.2 1.13.2
1.4.0 1.3.3 1.14.0 1.14.0
1.5.0 1.3.4 1.14.0 1.14.0
1.5.1 1.3.5 1.16.0 1.16.0
1.5.2 1.3.7 1.17.1 1.17.1