Tick types

Every analytic emits one canonical output type. Tick structs are the public surface of the crate — additive field changes are non-breaking; removing or renaming a field is a breaking change.

The Python facade exposes the same twenty-one Tick types as kairos_thetadata.<TickName> (or OhlcvcBar for the OHLCVC analytic, which retains the Rust *Bar suffix on the named type). Every field is exposed through a #[pyo3(get)] accessor; no Python-side state diverges from the Rust struct. The TypeScript / Node addon mirrors the bound subset (currently nineteen ticks — HistoricalVolTick and PriceBand52WTick are gated on the JS engine daily-close cache facade landing in a subsequent release).

Catalogue

Tick	Analytic	Page
AggressorSignTick	AggressorSign	AggressorSign
BlockTradeTick	BlockTrade	BlockTrade
OptionTradesTick	OptionTrades	OptionTrades
GexTick	Gex	GEX
GreekTick	Greeks	Greeks
HistoricalVolTick	HistoricalVol	HistoricalVol
ImpliedSpotTick	ImpliedSpot	ImpliedSpot
IvChangeTick	IvChange	IvChange
IvSkewTick	IvSkew	IvSkew
IvTermStructureTick	IvTermStructure	IvTermStructure
MaxPainTick	MaxPain	MaxPain
OhlcvcBar	Ohlcvc	OHLCVC
OptionFlowTick	OptionFlow	OptionFlow
PerContractMoneynessSliceTick	PerContractMoneynessSlice	Per-contract moneyness slice
PriceBand52WTick	PriceBand52W	PriceBand52W
PutCallRatioTick	PutCallRatio	PutCallRatio
StockFlowTick	StockFlow	StockFlow
SweepDetectorTick	SweepDetector	SweepDetector
VolumeAnomalyTick	VolumeAnomaly	VolumeAnomaly
VolatilityTick	Volatility	Volatility
VpinTick	Vpin	VPIN

Shared identity fields

Every tick carries some subset of these identity fields:

Field	Type	Notes
contract_id	i32	Upstream wire id; 0 on replay.
contract	Contract	Resolved symbol / sec-type / option spec.
symbol	String	Underlying symbol (single-key analytics).
date	i32	Trading-session date YYYYMMDD.
ms_of_day	i32	Milliseconds since midnight ET.

Flags

Many ticks carry a flags bitset for soft conditions the consumer wants to filter on without rejecting the emission outright:

• MISSING_SPOT / MISSING_RATE / MISSING_CALENDAR / MISSING_FORWARD — required input not yet available.
• EXPIRED — option past its expiration.
• INSUFFICIENT_STRIKES — chain too sparse for the strip integral.
• WARMING / ROLL — surface phase. REPUBLISHED_PRIOR_VALUE and VALUE_BAND_HELD on the volatility tick's flag bitset flag value-band gating.

IV-bisection non-convergence on Greeks is surfaced via the iv_error: f64 field on GreekTick (residual at the final bracket), not via a flag — a non-zero iv_error is the signal a downstream consumer reads.

The full flag set per analytic is documented on the analytic's page.