Real-time Greeks,
volatility, and flow
for every options desk.

Production. A wire-attached options feed; analytic ticks exit on the same contract as their historical and replay counterparts.

// Live: subscribe to streaming Greeks
// Cargo.toml: kairos = { package = "kairos-thetadata", version = "3" }
use kairos::{AnalyticsClient, AnalyticsConfig};
use thetadatadx::auth::Credentials;
use futures::StreamExt;

let creds = Credentials::from_file("~/.config/thetadata/creds.toml")?;
let client = AnalyticsClient::connect(
    creds, AnalyticsConfig::production()
).await?;

let mut stream = client
    .greeks()
    .for_contracts(["QQQ"])
    .subscribe()
    .await?;
while let Some(tick) = stream.next().await {
    handle(tick);
}

Research. A bounded interval streamed through the same engine; outputs are bit-for-bit identical to live emission for that window.

// Historical: bounded YYYYMMDD window
// Cargo.toml: kairos = { package = "kairos-thetadata", version = "3" }
use kairos::{AnalyticsClient, AnalyticsConfig};
use kairos::analytics::greeks::{Greeks, GreeksSpec};
use kairos::selectors::ContractFilter;
use kairos::framework::DefaultSpec;

let client = AnalyticsClient::connect(
    creds, AnalyticsConfig::production()
).await?;
let spec = <Greeks as DefaultSpec>::default_spec(
    ContractFilter::Symbols(vec!["QQQ".into()]),
);
let stream = client
    .historical()
    .with_default_mdds_source()?
    .greeks()
    .for_contracts(["QQQ"])
    .query(spec, 20_260_415, 20_260_419)
    .await?;

Audit. A captured tick log fed back in original order; output ticks reproduce the original session exactly.

// Replay: re-run against a captured parquet
// Cargo.toml: kairos = { package = "kairos-thetadata", version = "3" }
use kairos::{AnalyticsClient, TickDataset};
use kairos::analytics::greeks::{Greeks, GreeksSpec};
use kairos::selectors::ContractFilter;
use kairos::framework::DefaultSpec;

let dataset = TickDataset::from_parquet(
    "capture-2026-04-15.parquet",
)?;
let spec = <Greeks as DefaultSpec>::default_spec(
    ContractFilter::Symbols(vec!["QQQ".into()]),
);
let stream = client
    .replay(dataset)
    .run::<Greeks>(spec)
    .await?;