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description= How custom analytics can be developed and tested;
author= KX Systems, Inc., a subsidiary of KX Software Limited;
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connecting, to, fsi, app, eqea, qe, dap, hdb, custom, analytics, via, developer, guide, testing, run, api, using, gw, directly, port, forward, insights,
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custom analytics developer guide accelerators skip to content accelerators custom analytics developer guide initializing search home get started accelerators how to apis examples releases accelerators home get started get started get started with accelerators prerequisites ice combined accelerator fsi accelerators overview fsi library overview accelerators accelerators about ice order book ice order book ice ob overview ice ob quickstart configure ice ob ice ingestion ice fixed income screener ice fixed income screener ice fi screener overview ice fi quickstart configure ice fi screener ice fi data ingestion ice fi historic data set up daily bar generation set up manual bar generation ice equities analytics ice equities analytics ice equities overview ice equities quickstart ingest market data order ingest pipeline results generation use a table other than order add custom analytics test custom analytics custom analytics developer guide custom analytics developer guide on this page connecting to fsi app eqea qe dap hdb connecting directly to fsi app eqea qe dap hdb via port forward connecting to fsi app eqea qe dap hdb via insights testing custom analytics run api using gw configure using prevailing values order execution analytics configuration settings equities order analytic functions glossary query window adjustment factor bloomberg equities analytics bloomberg equities analytics bloomberg equities overview bloomberg equities quickstart ingest bloomberg market data order ingest pipeline use a table other than order results generation add custom analytics test custom analytics custom analytics developer guide custom analytics developer guide on this page connecting to fsi app eqea qe dap hdb connecting directly to fsi app eqea qe dap hdb via port forward connecting to fsi app eqea qe dap hdb via insights testing custom analytics run api using gw configure using prevailing values order execution analytics configuration settings equities order analytic functions glossary query window adjustment factor bloomberg bpipe bloomberg bpipe bloomberg bpipe overview bloomberg bpipe quickstart bloomberg bpipe feed install and setup bloomberg emrs feed install and setup bloomberg to insights enterprise user map bloomberg entitlements filter onetick us consolidated equities onetick us consolidated equities onetick us consolidated equities quickstart onetick us consolidated equities realtime pipeline onetick us consolidated equities historic pipeline onetick us consolidated equities data volume prep how to how to deployment and content configuration configuration in the fsi library use the accelerators set up daily pipeline execution apis apis api overview getticks getstats getbars getorderanalyticsummary generateorderanalytics customize getstats customize data for use with getbars api configuration api errors glossary examples examples cancellations and corrections extending accelerator apis utility functions releases releases overview ice order book release notes ice fixed income release notes ice equity analytics release notes bloomberg equity analytics release notes bloomberg b pipe release notes onetick volume prep release notes onetick us comp release notes fsi library release notes on this page connecting to fsi app eqea qe dap hdb connecting directly to fsi app eqea qe dap hdb via port forward connecting to fsi app eqea qe dap hdb via insights testing custom analytics run api using gw custom analytics developer guide this page is intended to be used with the add custom analytics guide to show how custom analytics can be developed and tested it requires the fsi app eqea accelerator to be deployed on insights this guide makes use of the kx vscode extension refer to the kdb vs code documentation to learn how to install and use this extension connecting to fsi app eqea qe dap hdb a good environment for testing the custom analytics is the fsi app eqea qe dap hdb you have access to the current analytics config and are able to add custom code to test there are two methods of connectivity depending on what level of access you have the ideal workflow is to be able to port forward the fsi app qe dap hdb such that an interactive session can be directly connected if access to kubectl and port forwarding is not possible then you must connect to insights via vs code and open a connection and communicate down a handle connecting directly to fsi app eqea qe dap hdb via port forward to be able to connect to the qe dap hdb do the following port forward the qe dap hdb kubectl port forward proc_name port_fwd port_pod example kubectl port forward fsi app eqea qe dap db 0 6060 5081 port_pod is the port of the process and port_fwd is the local port we want to use open a connection using the kx extension in vscode once connected to the hdb you can locally call the order analytics api dt 2023 12 22 args table startts endts order timestamp dt timestamp dt 1 1 res first fsi eqea generateorderanalytics args connecting to fsi app eqea qe dap hdb via insights if port forwarding is not available we can create an insights connection from the kx panel in vscode once created the connection should be visible under connections right click and select connect server now the below code can be run to connect to the hdb and run the api open a handle to the qe hdb hdb hopen fsi app eqea qe dap db 5081 calls can now be sent via the handle hdb dt 2023 12 22 hdb args table startts endts order timestamp dt timestamp dt 1 1 hdb res first fsi eqea generateorderanalytics args testing custom analytics using the results table created above you can test any custom analytics you want to add see the example using the myarrivaltradeprice analytic here check to show that custom analytic not in results myarrivaltradeprice in cols res add custom analytic example to eqea analytics cfg eqea analytics cfg eqea analytics cfg flip analytic analytictype funcname aggclause marketdatatabname jointimeoffset flip enlist myarrivaltradeprice ajexample example orderexecution ajexample price trade 00 00 00 define the custom analytic function example orderexecution ajexample orderanalyticsres we can use eqea util runtickdataanalytics to run analytics which retrieve values from tick data using an as of joins cfg select from eqea analytics cfg where analytictype ajexample orderanalyticsres eqea util asof ajfromcfg orderanalyticsres cfg striketime orderanalyticsres run custom analytic function with res table new example orderexecution ajexample res check the custom analytic has been calculated myarrivaltradeprice xcols new once you are happy with the custom analytics follow the steps to add the code and repackage the accelerator here run api using gw once the changes have been pushed you can check the new analytics return using the api call on the gw gw hopen insights sg gateway 5050 args flip table order dt 2023 12 22 scope enlist assembly enlist fsi app custom eqea opts last gw fsi eqea generateorderanalytics args callback opts back to top previous test custom analytics next configure using prevailing values 2026 kx systems inc all rights reserved kx kdb x and kdb are registered trademarks of kx systems inc a subsidiary of kx software limited made with material for mkdocs insiders
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