ICE Data Indices

FINBOURNE’s ICE Data Indices integration allows you to import index data including instruments, quotes, legal entities, reference portfolios, and constituents into LUSID.

Prerequisites

Before getting started, ensure you have:

• An active ICE Data Indices subscription

• SFTP access configured to deliver files to LUSID Drive

• Contacted your FINBOURNE representative to enable the integration in your LUSID domain

Supported data types

• Instruments (loaded as SimpleInstrument)

• Quotes

• Reference portfolios

• Constituents

• Legal entities

Setting up the integration

Step 1: Create an integration instance

An integration instance is a configuration of data to import from ICE Data Indices files on a schedule.

1. Navigate to Integrations > Dashboard.

2. Select Create instance and choose IceIndex.

3. Specify a friendly Name and Description for the integration instance.

4. Click Edit imported properties > Add properties and select which ICE Data Indices fields to import.
   

   Note

   You can select the View imported fields button and inspect the Source Fields and Transformation Description columns to see how LUSID maps your data.

5. Specify the following in the Integration settings tab:

   • SFTP Configuration for the SFTP that receives your ICE Data Indices files:

     • Managed SFTP Credentials: Contact us if you want to select a managed SFTP option that isn’t listed

     • Host Name

     • Port

     • Username

     • Password

     • Private Key

     • Passphrase

     • Base Path

   • Integration Configuration:

     • Select which data types to include in runs of this integration instance

     • File Regex: A regex pattern to identify which file name to process, for example ^ICE_Data_Indices.*\.csv$ (^ = starts with, $ = ends with)

       Note

       If multiple files match the pattern, LUSID processes the newest file based on the file timestamp.

     • Time Zone: Used alongside Cut Time to attach a time to date fields

     • Cut Time: Used alongside Time Zone to attach a time to date fields

     • Quote Identifiers: One or more of the following instrument identifier types to load quotes against:

       • ISIN

       • CUSIP

       • ICEUNIQUEID (represented as the ClientInternal Instrument Identifier Type in the quote store)
         

       Note

       If you specify multiple identifier type values, LUSID loads a duplicate quote against each identifier type within the LUSID-ICE-Index quote scope.

     • Portfolio Scope: The scope to load reference portfolios into

   

6. Specify the following in the Execution settings tab:

   • Whether the schedule should be Enabled upon saving; if enabled, the integration will subsequently run according to your specified schedule

   • A cron Schedule to trigger the integration instance at

   • A Schedule timezone for LUSID to use with the cron Schedule

   

7. Click Save to create the integration instance.

Step 2: Configure fields in ICE Data Indices file

ICE Data Indices files are customisable; you must ensure each file includes the following mandatory fields for the relevant data type:

Note

The first two columns in an ICE Data Indices file are always Index Name and Description. Files for the following data types may have two Description columns (the fixed column and an additional column):

• Instruments

• Reference portfolios

• Legal entities

Ensure you are using the correct Description column as per the table below.

Running the integration

Automatic runs

LUSID automatically processes files that are in your specified SFTP location and match your configuration according to your schedule.

Manual reruns

To rerun an occurrence of the scheduled integration instance:

1. Navigate to Integrations > Dashboard.

2. Locate your integration instance and select Menu > Run.
   

Monitoring and troubleshooting integration runs

See how to monitor integrations and troubleshoot general issues.

LUSID loads ICE Data Indices data as:

• New instruments in the default scope

• New legal entities with the LegalEntity/LUSID-ICE-Index/IssuerId identifier

• Instrument and legal entity properties in the LUSID-ICE-Index scope

• Quotes in the LUSID-ICE-Index scope

• Reference portfolios and constituents in your specified reference portfolio scope