ICE Fixed Income Accelerator Quickstart Guide
This page provides a quickstart guide for the ICE Fixed Income Accelerator.
The ICE Fixed Income Accelerator is an FSI Accelerator package which comes with ready made Pipelines, Views, and Schemas out of the box.
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 installed
-
Credentials obtained and configured: Insights Users: GUI User API Client S3/blob storage secret
-
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 ICE data drops to your S3 bucket/blob storage set up for: Ratings data Instrument data
Quickstart guide
This guide details the following steps to get you started with the ICE Fixed Income Accelerator:
Download the packages
Download the required FSI packages from the KX download portal:
Shell
# 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/1.3.0/fsi-lib-1.3.0.kxi
# Download fsi-app-ice-fi - the ICE Fixed Income Accelerator
curl -s --fail-with-body -D /dev/stderr --oauth2-bearer ${BEARER} -L -OJ https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-ice-fi/packages/1.3.0/fsi-app-ice-fi-1.3.0.kxi
Push the packages
Push the packages to kdb Insights Enterprise and deploy the fsi-ice-fixed-income-assembly, as follows:
-
Install the packages
Shell
kxi pm push fsi-lib-1.3.0.kxi
kxi pm push fsi-app-ice-fi-1.3.0.kxi
-
Deploy the assembly:
Shell
kxi pm deploy fsi-app-ice-fi --db fsi-core-db
Deploy the pipelines
If all the files are in the same s3 region, you can set the environment variable locally to be re-used in your commands. To do that, run the following command:
Shell
export MY_S3_REGION='us-east-2'
Then, deploy the pipelines for:
Reference data
To deploy the reference data for icecorereference
and icecrossreference
pipelines, run the following commands:
Shell
# For icecorereference
kxi pm deploy fsi-app-ice-fi --pipeline icecorereference --env icecorereference:FSI_FILEPATH=':s3://my-bucket/myreferencefile.csv' --env icecorereference:FSI_REGION=$MY_S3_REGION
#For icecrossreference
kxi pm deploy fsi-app-ice-fi --pipeline icecrossreference --env icecrossreference:FSI_FILEPATH=':s3://my-bucket/myreferencefile.csv' --env icecrossreference:FSI_REGION=$MY_S3_REGION
Ratings data
The iceratings pipeline uses the ISIN number ingested by the icecrossreference pipeline to join the APEX GSM data to the existing reference data. The ISIN numbers should already be populated in the Instrument table before the iceratings pipeline is run.
Shell
kxi pm deploy fsi-app-ice-fi --pipeline iceratings --env iceratings:FSI_FILEPATH=':s3://my-bucket/myratings.xml' --env iceratings:FSI_REGION=$MY_S3_REGION
Realtime pipelines
Deploy the realtime pipelines ready to ingest the feed data.
These pipelines do not require environment variables and can simply be deployed as follows:
Shell
kxi pm deploy fsi-app-ice-fi --pipeline icerealtimefi
Configure and deploy the feed handler
Unpack the accelerator package to get the feed handler configuration file template:
Shell
kxi package unpack fsi-app-ice-fi-1.3.0.kxi
Update the example ICE Feedhandler Config File to include your credentials and preferences.
Note
The config file contains a lot of commonly pre-populated default values.
Any values that are expected to require updating on a per-deployment base have been marked with a TODO comment, for example:
-
Connection Details
-
Subscription List
yaml
vi fsi-app-ice-fi/config/feed/ice-fi-feed-values.yaml
Add the KX helm repository from the KX downloads portal.
Information
For information on how to set up your downloads bearer token, refer to https://portal.dl.kx.com/auth/token
Shell
helm repo add kx https://portal.dl.kx.com/assets/helm --username <INSERT_EMAIL> --password <INSERT_BEARER_TOKEN>
Download the ICE Feedhandler from helm:
Shell
helm fetch kx/rt-ice-pub --version 1.0.0 --untar
Add your ICE Username & Password as a kubernetes secret:
Note
The secret name, in this case my-ice-secrets
, should match the ice.secrets.name
value in the example config file you previously edited - fsi-app-ice-fi/config/feed/ice-fi-feed-values.yaml
.
Shell
kubectl create secret generic my-ice-secrets --from-literal=my-username=<INSERT_ICE_USERNAME> --from-literal=my-password=<INSERT_ICE_PASSWORD> -n <YOUR_NAMESPACE>
To create a secret for the Helm chart to pull the feed image, use the following command:
Shell
kubectl create secret docker-registry "docker-pull" --docker-server=portal.dl.kx.com --docker-username=<INSERT_EMAIL> --docker-password=<INSERT_BEARER_TOKEN> --docker-email=<INSERT_EMAIL> -n <INSERT_YOUR_NAMESPACE>
Install the ICE Feedhandler Helm Chart using your updated config file:
Shell
helm install rt-ice-pub ./rt-ice-pub -f fsi-app-ice-fi/config/feed/ice-fi-feed-values.yaml -n <INSERT_YOUR_NAMESPACE>
Verify the ICE FH is running using kubectl:
Shell
kubectl describe pod rt-ice-pub-0
Expected Output from above command on successful install:
Shell
Events:
Type Reason Age From Message
---- ------ ---- ---- -------
Normal Created 24s kubelet Created container rt-ice-pub
Normal Started 24s kubelet Started container rt-ice-pub
Now that you have reference data ingested from your cloud storage and the ICE Feedhandler running you should be able to see data flowing in using the bond screener View. The historical data is not populated yet.
To populate the historical data there must be bar data for the relevant period. A bar generation pipeline is included to generate this. For more detail on historic data and bar generation refer to the Historic Fixed Income Data documentation.