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Text of the page (random words):
w ipc connections connecting to the hdb further reading custom analytics developer guide 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 test custom analytics on this page prerequisites test the fsi eqea generateorderanalytics api debug custom analytics error when running fsi eqea generateorderanalytics error when running order execution analytic function my custom function error due to bug in custom function error due to bug in custom configurations advanced debugging connecting to the hdb configuring hdb to allow ipc connections connecting to the hdb further reading custom analytics developer guide 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 prerequisites test the fsi eqea generateorderanalytics api debug custom analytics error when running fsi eqea generateorderanalytics error when running order execution analytic function my custom function error due to bug in custom function error due to bug in custom configurations advanced debugging connecting to the hdb configuring hdb to allow ipc connections connecting to the hdb further reading equity analytics test custom analytics this page outlines how to use the fsi eqea generateorderanalytics api to test the custom analytics that have been loaded to the system prerequisites install the kdb visual studio code extension add custom analytics tip to achieve the best performance for your custom analytics use the order analytics utility functions these utility functions cover a wide range of scenarios simplify the development process and ensure optimal performance for your custom analytics test the fsi eqea generateorderanalytics api note you can configure a pipeline to use the fsi eqea generateorderanalytics api for nightly runs to persist the results to disk in the orderanalytics table once you have added custom analytics validate them using the fsi eqea generateorderanalytics api for more information refer to the generate order analytics api documentation using the kdb visual code extension connected to your insights environment run the below snippet updating the values as required open handle to gw gw hopen insights sg gateway 5050 define the variables needed to run the query st insert_start_timestamp et insert_end_timestamp apiscope insert_package_name set up our argument dictionary args flip table order startts st endts et scope enlist assembly enlist apiscope run the api on the gw and set the results to a variable named t t gw fsi eqea generateorderanalytics args last t the resulting dataset contains the results for all the deployed analytics provided that the required data is available to run the analytics the custom analytics have been correctly added the code used to run the custom analytics has been written correctly and run without error if the custom analytics run without error a single line referencing the name of the analytic shows in the dap logs displaying a log message similar to the below time 2025 03 31t16 21 01 892z corr 0e53291e c386 42a5 9bce 9dd4a357e757 component eqea level info message running order execution analytic function my custom function service dap mount hdb if an error has occurred a single line referencing the name of the analytic shows in the dap logs displaying a log message similar to the below time 2025 03 31t16 21 01 892z corr 0e53291e c386 42a5 9bce 9dd4a357e757 component eqea level info message running order execution analytic function my custom function service dap mount hdb time 2025 03 31t16 21 01 892z corr 0e53291e c386 42a5 9bce 9dd4a357e757 component eqea level info message error encountered running order execution analytic function my custom function error message rank the second line follows the format error encountered running order execution analytic function function_name error message error_message this is designed to provide detailed information to help simplify the debugging process debug custom analytics this section provides an example of debugging custom analytics it provides examples of the errors you might encounter and how to resolve them in this example we intentionally add a custom analytic incorrectly with bugs first add the code provided below to the file pkg_name src example eqeacustomanalytics q which was created in the first example when adding custom analytics add function for debugging example eqea config custom analytics flip analytic analytictype funcname aggclause marketdatatabname jointimeoffset flip enlist mycustomanalytic mycustomanalytictype my custom function max vol trade 00 00 30 write our custom analytic function for debugging example my custom function orderanalyticsres args we can use a util function eqea util runsimpleanalytic to run analytics that are dependent on columns that already exist in the orderanalytics table cfg select from eqea analytics cfg where analytictype mycustomanalytictype eqea util tickdata getdataandaggfromcfg orderanalyticsres cfg wclist starttime endtime usequerywindowadjustmentfactor apiargs orderanalyticsres cfg striketime ordercompletedtime 0b args next tear down the existing package and deploy the updated package teardown existing package kxi pm teardown pkg_name redeploy updated package kxi pm push pkg_name force deploy error when running fsi eqea generateorderanalytics when the package is fully deployed you can test that your custom analytic runs correctly using fsi eqea generateorderanalytics as outlined here for the purpose of this example when running fsi eqea generateorderanalytics an error occurs as the analytic is defined in eqea analytics cfg but not in the orderanalytics table when you run the api t gw fsi eqea generateorderanalytics args notice the in the last item where you would expect to see our data on a successful api call inspect the first element of t rcvts 2025 04 02d11 25 23 466000000 corr 4fc34106 c6a8 4227 b286 0a9e807add6a logcorr 4fc34106 c6a8 4227 b286 0a9e807add6a api fsi eqea generateorderanalytics agg 10 37 151 32 5070 refvintage 17592186197530 rc 10h ac 10h ai unexpected error error running fsi eqea generateorderanalytics analytic defined in eqea analytics cfg but not in orderanalytics table mycustomanalytic encountered executing fsi eqea generateorderanalytics the value of the ai key in first t contains the following error message unexpected error error running fsi eqea generateorderanalytics analytic defined in eqea analytics cfg but not in orderanalytics table mycustomanalytic encountered executing fsi eqea generateorderanalytics this is expected as a custom analytic has been added to the config table but there is no column in the orderanalytics table to store the corresponding result to remedy this add a mycustomanalytic column to the file pkg_name patches customanalytics yaml which was originally created in the first example the updated pkg_name patches customanalytics yaml file should now look as below kind package apiversion pakx v1 metadata name target spec manifest tables schemas name orderanalytics columns name mycustomanalytic type long name reversionaskprice_30 type float name reversionbidprice_30 type float name striketocompletionbidmidprice type float name striketocompletionaskmidprice type float name countpriceunderlimitprice type int name sumvolumeunderlimitprice type long name myarrivaltradeprice type float name myarrivaltradeprice_5 type float name myarrivaltradeprice_10 type float apply the updated patch using the cli apply the overlay kxi package overlay pkg_name pkg_name patches customanalytics yaml tear down the existing package and redeploy the updated package teardown existing package kxi pm teardown pkg_name redeploy updated package kxi pm push pkg_name force deploy error when running order execution analytic function my custom function this section provides examples of two errors and how to fix them error due to bug in custom function error due to bug in custom configurations error due to bug in custom function when the package is fully deployed you can test that your custom analytic runs correctly using fsi eqea generateorderanalytics as outlined here when you run the api last t gw fsi eqea generateorderanalytics args the api returns data but your new column mycustomanalytic is empty looking at the dap logs your function my custom function encountered the following error time 2025 04 02t13 31 35 664z corr 5890c50b c2d7 4814 b794 b876466f1ead component eqea level error message error encountered running order execution analytic function my custom function error message type service dap mount hdb that means your function has encountered a type error upon inspecting the code deployed notice that a semi colon is missing therefore update your definition of my custom function in the file pkg_name src example eqeacustomanalytics q to my custom function orderanalyticsres args we can use a util function eqea util runsimpleanalytic to run analytics that are dependent on columns that already exist in the orderanalytics table cfg select from eqea analytics cfg where analytictype mycustomanalytictype eqea util tickdata getdataandaggfromcfg orderanalyticsres cfg wclist starttime endtime usequerywindowadjustmentfactor apiargs orderanalyticsres cfg striketime ordercompletedtime 0b args next save the file tear down the existing package and redeploy the updated package teardown existing package kxi pm teardown pkg_name redeploy updated package kxi pm push pkg_name force deploy error due to bug in custom configurations when the package is fully deployed you can test that your custom analytic runs correctly using fsi eqea generateorderanalytics as outlined here when you run the api last t gw fsi eqea generateorderanalytics args you notice that the api returns data but your new column mycustomanalytic is empty looking at the dap logs your function my custom function encountered the following error time 2025 04 02t13 48 48 444z corr 5d3b958c 08b0 44a4 ad53 964b7deafd5b component eqea level error message error encountered running order execution analytic function my custom function error message vol service dap mount hdb that means your function has encountered a vol error this is not a standard q error so it may be more difficult to spot look at the aggclause for mycustomanalytic in your recently added values to eqea config custom analytics in the file pkg_name src example eqeacustomanalytics q in the debugging the custom analytic section notice that the aggclause value is max vol and the marketdatatablename value is trade which means the analytic is attempting to find the maximum value of the vol column from the trade table if you look at the trade schema there is no column named vol however there is a column named volume to resolve this update your definition of mycustomanalytic in the file pkg_name src example eqeacustomanalytics q to eqea config custom analytics flip analytic analytictype funcname aggclause marketdatatabname jointimeoffset flip enlist mycustomanalytic mycustomanalytictype my custom function max volume trade 00 00 30 save the file tear down the existing package and redeploy the updated package teardown existing package kxi pm teardown pkg_name redeploy updated package kxi pm push pkg_name force deploy advanced debugging connecting to the hdb if you encounter an issue with your custom analytic that cannot be resolve by simply inspecting your custom config or function then it may be useful to connect to the hdb and debug manually this section includes configuring hdb to allow ipc connections connecting to the hdb configuring hdb to allow ipc connections by default all kdb insights database services restrict ad hoc ipc requests if you try to connect to an hdb with ipc security enabled you encounter the error ipc execution restricted rejecting function you might be useful to disable these restrictions in development environments disabling ipc security it is recommended that ipc security remains enabled for all production deployments disabling this level of security can allow users to modify the internal state or access data they are not privileged to see to disable the ipc security restrictions you must edit the file pkg_name databases fsi core db shards fsi core db shard yaml add the environment variable k xi_secure_enabled false to daps instances db env this results in daps instances db env name kxi_secure_enabled value false save the updated file tear down the existing package and redeploy the updated package teardown existing package kxi pm teardown pkg_name redeploy updated package kxi pm push pkg_name force deploy connecting to the hdb after you have added the environment variable kxi_secure_enabled false on your dap you can connect to your hdb and run ad hoc queries and code on the hdb the easiest way to connect to a hdb process is to port forward to the relevant port using a kubectl command with the following format kubectl port forward proc_name port_fwd port_pod before you can port forward you need to find the relevant port to do this use kubectl describe pod pod_name grep containerport here s a working example find the relevant port kubectl describe pod fsi app bbg eqea dap db 0 grep containerport name http metrics containerport 8080 protocol tcp name db containerport 5080 protocol tcp name hdb containerport 5081 protocol tcp name idb containerport 5082 protocol tcp name rdb containerport 5083 protocol tcp the output shows that the hdb co...
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