---
title: "ICE Data Indices"
slug: "ice"
updated: 2026-02-02T12:35:34Z
published: 2026-02-02T12:35:34Z
canonical: "support.lusid.com/ice"
---

> ## Documentation Index
> Fetch the complete documentation index at: https://support.lusid.com/llms.txt
> Use this file to discover all available pages before exploring further.

# ICE Data Indices

FINBOURNE’s [ICE Data Indices](https://developer.ice.com/fixed-income-data-services/catalog/ice-data-indices) integration allows you to import index data including instruments, quotes, legal entities, reference portfolios, and constituents into LUSID.

> [!WARNING]
> Prerequisites
> 
> Before getting started, ensure you have:
> 
> - [x] An active ICE Data Indices subscription
> - [x] SFTP access configured to deliver files to LUSID Drive
> - [x] Contacted your FINBOURNE representative to enable the integration in your LUSID domain

## Supported data types

- Instruments (loaded as [SimpleInstrument](/v1/docs/instruments))
- 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. ![](https://cdn.document360.io/d575ad81-c0ed-4980-bbd1-d59ac5c3de82/Images/Documentation/image-SLG9SKE3.png)

> [!NOTE]
> 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:

![](https://cdn.document360.io/d575ad81-c0ed-4980-bbd1-d59ac5c3de82/Images/Documentation/image-Q3WIK62S.png)
  - **SFTP Configuration** for the SFTP that receives your ICE Data Indices files:
    - **Managed SFTP Credentials**: [Contact us](/v1/docs/how-do-i-use-the-support-centre) 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]
> 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](/v1/docs/market-data):

> [!NOTE]
> Note
> 
> If you specify multiple identifier type values, LUSID loads a duplicate quote against each identifier type within the `LUSID-ICE-Index` quote scope.
      - `ISIN`
      - `CUSIP`
      - `ICEUNIQUEID` (represented as the `ClientInternal` **Instrument Identifier Type** in the quote store) ![](https://cdn.document360.io/d575ad81-c0ed-4980-bbd1-d59ac5c3de82/Images/Documentation/image-PBKOO5DO.png)
    - **Portfolio Scope**: The scope to load reference portfolios into
    - **Instrument & Quote Scope**: The scope to load instruments and quotes into
6. Specify the following in the **Execution settings** tab:

![](https://cdn.document360.io/d575ad81-c0ed-4980-bbd1-d59ac5c3de82/Images/Documentation/image-7DZ4TUJY.png)
  - 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]
> 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.

| Data type | Mandatory ICE fields |
| --- | --- |
| Instruments | `Index Name` `ICE Unique ID` `Description` (additional column) `As of Date` `ISO Currency` `Issue Type` |
| Quotes | `Index Name` `ICE Unique ID` `As of Date` `ISO Currency` |
| Reference portfolios | `Index Name` `Description` (fixed column) `ICE Unique ID` `As of Date` |
| Legal entities | `Index Name` `ICE Unique ID` `Description` (additional column) `As of Date` `Issuer Name` `Issuer Parent Name` `Issuer Ultimate Parent Name` `Issuer ID` `Issuer Parent ID` `Issuer Ultimate Parent ID` |
| Constituents | `Index Name` `ICE Unique ID` `As of Date` `Mkt % Index Wght` `ISO Currency` |

## 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**. ![](https://cdn.document360.io/d575ad81-c0ed-4980-bbd1-d59ac5c3de82/Images/Documentation/image-30XBZPA0.png)

## Monitoring and troubleshooting integration runs

[See how to monitor integrations and troubleshoot general issues.](https://support.lusid.com/docs/setting-up-an-integration)

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](/v1/docs/properties) in the `LUSID-ICE-Index` scope
- Quotes in the `LUSID-ICE-Index` scope
- Reference portfolios and constituents in your specified reference portfolio scope