XPS 13 9350 Ubuntu thunderbolt docking station

I bought a XPS 13 9350 and the thunder bolt docking station.  

http://accessories.us.dell.com/sna/productdetail.aspx?c=us&l=en&s=bsd&cs=04&sku=450-AFIX

I installed Ubuntu (15).  I have not been able to get the docking station to work on Ubuntu.  Is it not possible?  The light on the front of the laptop lights up when I plug it in, so I assume it's plugging in correctly.  Though, the light on the thunderbolt cord itself does not light up (it was went I tired it on Windows).