ICE Combined Accelerator Quick Start Guide

This page provides a quickstart guide for the ICE Combined Accelerator, an FSI Accelerator package that comes with ready-made Pipelines, Views, and Schemas out of the box. It contains all the functionality of the individual ICE Accelerators, that is Order Book, Fixed Income and Equities Analytics.

Prerequisites

This quickstart guide is not intended to be a comprehensive KDB Insights Install Guide. For more information regarding kdb Insights installation, refer to the kdb Insights Enterprise documentation. This guide assumes the following prerequisites:

  • kdb Insights Enterprise is installed, and:

    • The following credentials have been obtained and configured for Insights users: GUI User API Client

    • A KX Downloads Portal bearer token to download packages/charts (represented by BEARER in this guide).

    • ICE Credentials: ICE Consolidated Feed Username & Password ICE Consolidated Feed IP Address & Port Number

  • Tools used:

    • Access to *nix command-line

    • KDB Insights CLI - kxi

    • Kubernetes tools:

      • kubectl

      • K9s

    • Helm installed and logged in to nexus

    • VSCode plugins: KX kdb Jupyter

Quickstart guide

This guide details the following steps to get you started with the ICE Combined Accelerator:

To simplify download and installation commands, set your Accelerator and fsi-lib version

Shell

Copy 
export ACCELVER=1.0.0
export FSILIBVER=1.3.3                    

Download the packages

To download the required FSI packages from the KX Downloads Portal, run the following:

Shell

Copy 
# Download fsi-lib - the Core FSI Library
curl -s --fail-with-body -D /dev/stderr --oauth2-bearer ${BEARER} -L -OJ https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-lib/packages/${FSILIBVER}/fsi-lib-${FSILIBVER}.kxi

# Download fsi-app-bbg-eqea - the Bloomberg Equities Analytics Accelerator
curl -s --fail-with-body -D /dev/stderr --oauth2-bearer ${BEARER} -L -OJ https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-ice-all/packages/${ACCELVER}/fsi-app-ice-all-${ACCELVER}.kxi

Install the packages

Run the command below to install the FSI packages:

Shell

Copy 
kxi pm push fsi-lib-{FSILIBVER}.kxi
kxi pm push fsi-app-ice-all-${ACCELVER}.kxi

Deploy the database

Run the command below to deploy the database:

Shell

Copy 
kxi pm deploy fsi-app-ice-all --db fsi-core-db
                    

Information

At this point, you should be able to see the data access point (DAP) booting up on the GUI or on k9s.

Next Steps

The Ice Combined Accelerator contains all the functionality from the individual ICE Accelerators. The individual quickstart guides outline how to to make use of the features, including deploying the pipelines, installing and running the feed-handler, as well as generating order analytics:

The commands from the individual quickstart guides can be used with the Ice Combined Accelerator, the one difference will be the package name which should be changed to fsi-app-ice-all for the combined package.

Configuration for the combined accelerator

The feed handler can be downloaded and deployed as in the individual quickstart guides. The combined package contains an example ICE Feedhandler Config File located:

yaml

Copy 
fsi-app-ice-all/config/feed/ice-all-feed-values.yaml
                    

This feed handler config file should be updated with your credentials and preferences, instructions on how to do this can be found in the individual accelerators quickstart guides. This file configures a single instance of the feed handler to ingest data for both the order book and fixed income pipelines. It contains a subscription list that includes the sources required for both of these accelerators individually. When the pipelines ingest data from this feed they will filter on source ID to ensure they only consume the required data.

The pipelines consuming data from the combined feed handler each have a configuration file within which the source IDs they consume are configured:

  • icerealtimefi pipeline. File is iceFixedIncome.config.q. Variable configuring source IDs, .fsi.iceRealtimeFISrc.

  • icerealtimel1 pipeline. File is iceRealtimeL1.config.q. Variable configuring source IDs, .fsi.iceRealtimeL1Src.

  • icerealtimel2 pipeline. File is iceRealtimeL2.config.q. Variable configuring source IDs, .fsi.iceRealtimeL2Src.

Data storage in the combined accelerator

The data used by each element of the combined accelerator may be stored in the same table(s). For example, both the L1 quote data and the fixed income quote data are stored in the Quote table. When the different Views in the accelerator query the data they will filter on source ID so only the relevant data is displayed.