ThetaDataDx

https://userfrm.github.io/ThetaDataDx/
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ThetaDataDx is a market data client and server providing historical, streaming, and bulk US market...
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### Install MCP server from source

Source: https://userfrm.github.io/ThetaDataDx/mcp

Build and install the server directly using Cargo if you have a Rust toolchain.

```bash
cargo install thetadatadx-mcp-server --git https://github.com/userFRM/ThetaDataDx
```

--------------------------------

### Initialize Python client

Source: https://userfrm.github.io/ThetaDataDx/streaming

Basic setup for the Python client using credentials and production configuration.

```python
from thetadatadx import Config, Contract, Credentials, Client

creds = Credentials.from_file("creds.txt")
client = Client(creds, Config.production())
```

--------------------------------

### Install SDK Packages

Source: https://userfrm.github.io/ThetaDataDx

Commands to install the ThetaDataDx SDKs for Python, TypeScript, and Rust.

```bash
pip install thetadatadx-py            # Python 3.12+
npm install thetadatadx-ts            # Node.js 20+
cargo add thetadatadx-rs              # Rust async client
```

--------------------------------

### Install ThetaDataDx Dependencies

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Installation commands for various programming environments.

```toml
# Cargo.toml
[dependencies]
thetadatadx-rs = "0.2.0"
```

```bash
pip install thetadatadx-py

# Optional DataFrame adapters:
pip install "thetadatadx-py[pandas]"    # pandas
pip install "thetadatadx-py[polars]"    # polars
pip install "thetadatadx-py[arrow]"     # pyarrow only
```

```bash
npm install thetadatadx-ts
```

```bash
# Prerequisites: C++17 compiler, CMake 3.16+, Rust toolchain
git clone https://github.com/userFRM/ThetaDataDx.git
cd ThetaDataDx
cargo build --release -p thetadatadx-ffi

cd thetadatadx-cpp
cmake -B build && cmake --build build
```

```bash
cargo install thetadatadx-server --git https://github.com/userFRM/ThetaDataDx
```

--------------------------------

### Start the ThetaDataDX server

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Export environment variables and launch the server process.

```bash
export $(grep -v '^#' .env | xargs)
thetadatadx-server &
```

--------------------------------

### Start the ThetaDataDx Server

Source: https://userfrm.github.io/ThetaDataDx/streaming

Command to initialize the server process using a credentials file.

```bash
thetadatadx-server --creds creds.txt &
```

--------------------------------

### WebSocket Subscription Command

Source: https://userfrm.github.io/ThetaDataDx/streaming/options/full-open-interest

Example of sending a JSON subscription command via websocat.

```bash
websocat ws://127.0.0.1:25520/v1/events
{"msg_type": "STREAM", "sec_type": "OPTION", "req_type": "FULL_OPEN_INTEREST", "id": 1, "add": true}
```

--------------------------------

### Open Interest JSON Response Example

Source: https://userfrm.github.io/ThetaDataDx/reference/option/snapshot/open-interest

Example of the JSON structure returned by the open interest snapshot endpoint.

```json
[
  {
    "open_interest": 8066,
    "timestamp": "2025-08-20T06:30:13"
  }
]
```

--------------------------------

### Example JSON Response

Source: https://userfrm.github.io/ThetaDataDx/reference/option/snapshot/greeks/first-order

The structure of the returned data containing Greeks and pricing information.

```json
[
  {
    "ask": 1.5,
    "bid": 1.47,
    "delta": 0.106,
    "epsilon": -9.7049,
    "implied_vol": 0.2142,
    "iv_error": -0.0003,
    "lambda": 16.1782,
    "rho": 9.105,
    "theta": -0.0217,
    "timestamp": "2025-08-20T15:59:59.805",
    "underlying_price": 225.74,
    "underlying_timestamp": "2025-08-20T16:37:06.988",
    "vega": 26.3226
  }
]
```

--------------------------------

### Connect and subscribe via websocat

Source: https://userfrm.github.io/ThetaDataDx/server/websocket

Command-line example using websocat to connect to the WebSocket and send a subscription request.

```bash
websocat ws://127.0.0.1:25520/v1/events
{"msg_type": "STREAM", "sec_type": "OPTION", "req_type": "TRADE", "id": 1, "add": true, "contract": {"symbol": "SPY", "expiration": 20250321, "strike": 570000, "right": "C"}}
```

--------------------------------

### Example JSON Response

Source: https://userfrm.github.io/ThetaDataDx/reference/option/at-time/trade

A sample JSON response structure for an option trade request.

```json
[
  {
    "condition": 130,
    "exchange": 22,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 255,
    "price": 3.9,
    "sequence": 18902138,
    "size": 2,
    "timestamp": "2024-11-04T09:30:00.471"
  }
]
```

--------------------------------

### Execute first market data request

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Example of building a client and fetching end-of-day stock history.

```rust
use thetadatadx::Client;

async fn run() -> Result<(), thetadatadx::Error> {
    // Pass your API key directly. Add .stage() before .connect() for staging.
    let client = Client::builder().api_key("your_api_key").connect().await?;

    let rows = client.market_data().stock_history_eod("AAPL", "20250303", "20250306").await?;
    for t in &rows {
        println!("{}: open={} close={} volume={}", t.date, t.open, t.close, t.volume);
    }
    Ok(())
}
```

```python
from thetadatadx import Client
```

--------------------------------

### Start the ThetaData server

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Launch the server process using an API key provided as a command-line flag.

```bash
thetadatadx-server --api-key "your_api_key" &
```

--------------------------------

### Pulling Flat Files

Source: https://userfrm.github.io/ThetaDataDx/articles/flat-files

Examples for retrieving market data archives across different programming languages.

```rust
use thetadatadx::flatfiles::{FlatFileFormat, ReqType, SecType};

// Decoded rows in memory, via the `flat_files` view:
let rows = client.flat_files().option_trade_quote("20250303").await?;

// Generic dispatcher (same view), for config-driven call shapes:
let rows = client.flat_files().request(SecType::Option, ReqType::TradeQuote, "20250303").await?;

// Vendor-format file straight to disk (bounded memory):
client.flat_files().to_path(SecType::Option, ReqType::TradeQuote, "20250303", "trade_quotes.csv", FlatFileFormat::Csv).await?;
```

```python
rows = client.flat_files.option_trade_quote("20250303")
df = rows.to_polars()          # or .to_pandas() / .to_arrow() / .to_list()

# Or write the vendor-format file straight to disk (bounded memory):
client.flatfile_to_path("OPTION", "TRADE_QUOTE", "20250303", "trade_quotes.csv", "csv")
```

```typescript
const rows = await client.flatFiles.optionTradeQuote('20250303');
const ipc = rows.toArrowIpc();   // feed into apache-arrow `tableFromIPC`
```

```cpp
auto rows = client.flat_files().option_trade_quote("20250303");
auto ipc = rows.to_arrow_ipc();  // std::vector<uint8_t>
```

```bash
curl 'http://127.0.0.1:25503/v3/option/flat_file/trade_quote?date=20250303&format=csv' -o trade_quotes.csv
```

--------------------------------

### Example JSON response for trade snapshot

Source: https://userfrm.github.io/ThetaDataDx/reference/stock/snapshot/trade

Sample structure of the data returned by the trade snapshot endpoint.

```json
[
  {
    "condition": 1,
    "price": 225.75,
    "sequence": 63539137,
    "size": 23,
    "symbol": "AAPL",
    "timestamp": "2025-08-20T16:36:05.549"
  }
]
```

--------------------------------

### Define environment variables in .env format

Source: https://userfrm.github.io/ThetaDataDx/articles/configuration

Example of a .env file containing both API keys and environment selectors.

```ini
THETADATA_API_KEY=your_api_key_here
THETADATA_MARKET_DATA_TYPE=STAGE
THETADATA_STREAMING_TYPE=DEV
```

--------------------------------

### Perform an HTTP REST Request

Source: https://userfrm.github.io/ThetaDataDx/server

Example curl command to fetch end-of-day stock history from the local server.

```bash
curl 'http://127.0.0.1:25503/v3/stock/history/eod?symbol=AAPL&start_date=2025-03-03&end_date=2025-03-06'
```

--------------------------------

### Initialize Client with Advanced Configuration

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Connect using environment variables, .env files, or email/password credentials for staging environments.

```rust
// Source the key from THETADATA_API_KEY, or from a .env file.
let client = thetadatadx::Client::builder().api_key_from_env().connect().await?;
let client = thetadatadx::Client::builder().api_key_from_dotenv(".env").connect().await?;

// Email and password inline, staging environment.
let client = thetadatadx::Client::builder()
    .email_password("you@example.com", "your-password")
    .stage()
    .connect()
    .await?;
```

```python
# Source the key from THETADATA_API_KEY, or from a .env file.
client = Client.from_env()
client = Client.from_dotenv(".env")

# Email and password inline, staging environment.
client = Client(email="you@example.com", password="your-password", market_data_type="STAGE")
```

```typescript
// Source the key from THETADATA_API_KEY, or from a .env file.
const fromEnv = await Client.connectWith({ apiKeyFromEnv: true });
const fromDotenv = await Client.connectWith({ apiKeyFromDotenv: '.env' });

// Email and password inline, staging environment.
const withLogin = await Client.connectWith({
  email: 'you@example.com',
  password: 'your-password',
  marketDataType: 'STAGE',
});
```

```cpp
// Source the key from THETADATA_API_KEY, or from a .env file.
auto fromEnv = thetadatadx::Client::builder().api_key_from_env().connect();
auto fromDotenv = thetadatadx::Client::builder().api_key_from_dotenv(".env").connect();

// Email and password inline, staging environment.
auto staged = thetadatadx::Client::builder()
    .email_password("you@example.com", "your-password")
    .stage()
    .connect();
```

--------------------------------

### Initialize Client with API Key

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Connect to the production environment using an inline API key.

```python
client = Client(api_key="your_api_key")
```

```typescript
// API key inline, production by default.
const client = await Client.connectWith({ apiKey: 'your_api_key' });
```

```cpp
// API key inline, production by default.
auto client = thetadatadx::Client::builder()
    .api_key("your_api_key")
    .connect();
```

```bash
thetadatadx-server --api-key "your_api_key" &
```

--------------------------------

### Build and run ThetaDataDx server from source

Source: https://userfrm.github.io/ThetaDataDx/server

Use these commands to install the server binary via Cargo and execute it using a credentials file.

```bash
cargo install thetadatadx-server --git https://github.com/userFRM/ThetaDataDx

thetadatadx-server --creds creds.txt
```

--------------------------------

### GET /v3/terminal/shutdown

Source: https://userfrm.github.io/ThetaDataDx/server/http

Kills the server process.

```APIDOC
## GET /v3/terminal/shutdown

### Description
Kills the server process; returns the plain text OK.

### Method
GET

### Endpoint
/v3/terminal/shutdown
```

--------------------------------

### GET /v3/option/snapshot/quote

Source: https://userfrm.github.io/ThetaDataDx/server/http

Retrieves an option quote snapshot for a specific contract.

```APIDOC
## GET /v3/option/snapshot/quote

### Description
Retrieves an option quote snapshot for a specific contract.

### Method
GET

### Endpoint
/v3/option/snapshot/quote

### Query Parameters
- **symbol** (string) - Required - The underlying ticker symbol.
- **expiration** (string) - Required - Expiration date in YYYYMMDD or YYYY-MM-DD format.
- **strike** (number) - Required - The strike price.
- **right** (string) - Required - The option type (C, P, call, put).
- **format** (string) - Optional - Response format (json, csv, ndjson, html).
```

--------------------------------

### Connect, Subscribe, and Receive Streaming Data

Source: https://userfrm.github.io/ThetaDataDx/streaming

Examples demonstrating how to establish a connection, register a callback for events, and subscribe to market data contracts.

```rust
use thetadatadx::streaming::Contract;
use thetadatadx::streaming::{StreamData, StreamEvent};
use thetadatadx::{Credentials, DirectConfig, Client};

async fn run() -> Result<(), thetadatadx::Error> {
    let creds = Credentials::from_file("creds.txt")?;
    let client = Client::connect(&creds, DirectConfig::production()).await?;

    client.stream().start_streaming(|event: &StreamEvent| {
        if let StreamEvent::Data(StreamData::Quote { contract, bid, ask, .. }) = event {
            println!("{} bid={bid} ask={ask}", contract.symbol);
        }
    })?;

    client.stream().subscribe(Contract::stock("AAPL").quote())?;
    std::thread::sleep(std::time::Duration::from_secs(60));

    client.stream().stop_streaming();
    Ok(())
}
```

```python
import time

from thetadatadx import Config, Contract, Credentials, Client

creds = Credentials.from_file("creds.txt")
client = Client(creds, Config.production())

def on_event(event):
    if event.kind == "quote":
        print(event.contract.symbol, event.bid, event.ask)

with client.streaming(on_event):          # stops streaming and drains on exit
    client.stream.subscribe(Contract.stock("AAPL").quote())
    time.sleep(60)
```

```typescript
import { Contract, Client } from 'thetadatadx-ts';

const client = await Client.connectFromFile('creds.txt');

await client.stream.startStreaming((event) => {
  if (event.kind === 'quote') {
    const q = event.quote!;
    console.log(q.contract.symbol, q.bid, q.ask);
  }
});

client.stream.subscribe(Contract.stock('AAPL').quote());

setTimeout(() => client.stream.stopStreaming(), 60_000);
```

```cpp
#include "thetadatadx.hpp"
#include <iostream>
#include <thread>

int main() {
    auto creds = thetadatadx::Credentials::from_file("creds.txt");
    auto client = thetadatadx::Client::connect(creds, thetadatadx::Config::production());

    client.stream().set_callback([](const thetadatadx::StreamEvent& event) {
        if (event.kind == THETADATADX_STREAM_QUOTE) {
            auto& q = event.quote;
            std::cout << q.contract.symbol << " bid=" << q.bid << " ask=" << q.ask << "\n";
        }
    });

    client.stream().subscribe(thetadatadx::Contract::stock("AAPL").quote());
    std::this_thread::sleep_for(std::chrono::seconds(60));
    // RAII: the destructor stops streaming and drains.
}
```

--------------------------------

### Configure client settings in Python

Source: https://userfrm.github.io/ThetaDataDx/articles/configuration

Initialize the configuration object and override default fields before passing it to the client.

```python
from thetadatadx import Config

cfg = Config.production()
cfg.retry_max_attempts = 5
client = Client(creds, cfg)
```

--------------------------------

### Run the Linux Server Binary

Source: https://userfrm.github.io/ThetaDataDx/server

Commands to make the binary executable and launch the server on Linux systems.

```bash
chmod +x thetadatadx-server
./thetadatadx-server
```

--------------------------------

### Quote at Time JSON Response

Source: https://userfrm.github.io/ThetaDataDx/reference/stock/at-time/quote

Example structure of the QuoteTick data returned by the API.

```json
[
  {
    "ask": 475.28,
    "ask_condition": 0,
    "ask_exchange": 7,
    "ask_size": 8,
    "bid": 475.28,
    "bid_condition": 0,
    "bid_exchange": 1,
    "bid_size": 15,
    "timestamp": "2024-01-16T09:30:00.1"
  }
]
```

--------------------------------

### Construct credentials from .env file

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Initialize credentials by loading them from a specified .env file.

```rust
let creds = thetadatadx::Credentials::from_dotenv(".env")?;
```

```python
creds = Credentials.from_dotenv(".env")
```

```typescript
const creds = Credentials.fromDotenv('.env');
```

```cpp
auto creds = thetadatadx::Credentials::from_dotenv(".env");
```

--------------------------------

### GET /v1/options/greeks

Source: https://userfrm.github.io/ThetaDataDx/reference/option/snapshot/greeks/all

Retrieves Greeks for specified options with optional overrides for calculation parameters.

```APIDOC
## GET /v1/options/greeks

### Description
Retrieves Greeks for options based on the provided symbol and filters. Allows for custom calculation inputs like interest rates, dividends, and underlying prices.

### Method
GET

### Parameters
#### Query Parameters
- **symbol** (string) - Required - Ticker symbol (e.g. AAPL)
- **expiration** (date) - Required - Expiration date YYYYMMDD. Pass * to select all expirations.
- **strike** (string) - Optional - Strike price in dollars as a string. Default: *
- **right** (string) - Optional - Option side (call, put, both, *). Default: both
- **annual_dividend** (float) - Optional - Annualized expected dividend amount.
- **rate_type** (string) - Optional - Risk-free-rate source. Default: sofr
- **rate_value** (float) - Optional - Interest rate as a percent.
- **stock_price** (float) - Optional - Underlying price override.
- **version** (string) - Optional - Greeks model version. Default: latest
- **max_dte** (int) - Optional - Maximum days to expiration.
- **strike_range** (int) - Optional - Strike range filter.
- **min_time** (string) - Optional - Minimum time filter.
- **use_market_value** (bool) - Optional - Calculate against market value. Default: false
- **timeout_ms** (int) - Optional - Per-request deadline in milliseconds.
```

--------------------------------

### Construct credentials from environment or file

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Initialize credentials by reading from an environment variable or a fallback file.

```rust
let creds = thetadatadx::Credentials::from_env_or_file("creds.txt")?;
```

```python
creds = Credentials.from_env_or_file("creds.txt")
```

```typescript
const creds = Credentials.fromEnvOrFile('creds.txt');
```

```cpp
auto creds = thetadatadx::Credentials::from_env_or_file("creds.txt");
```

```bash
export THETADATA_API_KEY="your_api_key"
thetadatadx-server &
```

--------------------------------

### GET /options/history/trade-greeks/implied-volatility

Source: https://userfrm.github.io/ThetaDataDx/reference/option/history/trade-greeks/implied-volatility

Retrieves implied volatility and Greeks data for specified options contracts.

```APIDOC
## GET /options/history/trade-greeks/implied-volatility

### Description
Retrieves implied volatility and Greeks data for options based on the provided symbol and filtering criteria.

### Method
GET

### Endpoint
/options/history/trade-greeks/implied-volatility

### Parameters
#### Query Parameters
- **symbol** (string) - Required - Ticker symbol (e.g. AAPL)
- **expiration** (date) - Required - Expiration date YYYYMMDD. Pass * to select all expirations.
- **strike** (string) - Optional - Strike price in dollars as a string. Default: *
- **right** (string) - Optional - Option side (call, put, both, *). Default: both
- **date** (date) - Optional - Single date YYYYMMDD.
- **start_time** (string) - Optional - Start time filter. Default: 09:30:00
- **end_time** (string) - Optional - End time filter. Default: 16:00:00
- **annual_dividend** (float) - Optional - Annualized expected dividend amount.
- **rate_type** (string) - Optional - Risk-free-rate source. Default: sofr
- **rate_value** (float) - Optional - Interest rate as a percent.
- **version** (string) - Optional - Greeks model version. Default: latest
- **max_dte** (int) - Optional - Maximum days to expiration.
- **strike_range** (int) - Optional - Strike range filter.
- **start_date** (date) - Optional - Start date YYYYMMDD.
- **end_date** (date) - Optional - End date YYYYMMDD.
- **timeout_ms** (int) - Optional - Per-request deadline in milliseconds.
```

--------------------------------

### Initialize configuration from presets

Source: https://userfrm.github.io/ThetaDataDx/articles/configuration

Use built-in presets to initialize configuration, which automatically respects environment variables.

```python
from thetadatadx import Config

cfg = Config.production()  # reads THETADATA_MARKET_DATA_TYPE / THETADATA_STREAMING_TYPE
client = Client(creds, cfg)
```

--------------------------------

### Fetch Option History Quotes in Python

Source: https://userfrm.github.io/ThetaDataDx/reference/option/history/quote

Example demonstrating how to initialize the client and retrieve historical quotes for a specific option contract.

```python
from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.option_history_quote(
    "SPY", "20250321",
    strike="570", right="C", interval="1m",
)
for t in rows:
    print(t.date, t.ms_of_day, t.bid, t.ask)
```

--------------------------------

### Retrieve Open Interest Snapshot in Python

Source: https://userfrm.github.io/ThetaDataDx/reference/option/snapshot/open-interest

Demonstrates how to initialize the client and fetch open interest data for a specific SPY call option.

```python
from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.option_snapshot_open_interest(
    "SPY", "20250321",
    strike="570", right="C",
)
for t in rows:
    print(t.date, t.open_interest)
```

--------------------------------

### Define an option contract

Source: https://userfrm.github.io/ThetaDataDx/server/websocket

Example of an option contract object using the default strike format.

```json
{"symbol": "SPY", "expiration": 20250321, "strike": 570000, "right": "C"}
```

--------------------------------

### OHLC Snapshot JSON Response

Source: https://userfrm.github.io/ThetaDataDx/reference/index/snapshot/ohlc

Example of the JSON structure returned by the OHLC snapshot request.

```json
[
  {
    "close": 6395.78,
    "count": 0,
    "high": 6408.4,
    "low": 6343.86,
    "open": 6406.62,
    "symbol": "SPX",
    "timestamp": "2025-08-20T16:02:06",
    "volume": 0
  }
]
```

--------------------------------

### Load configuration from .env file

Source: https://userfrm.github.io/ThetaDataDx/articles/configuration

Read environment selectors from a .env file to configure client channels.

```python
from thetadatadx import Config

cfg = Config.from_dotenv(".env")
client = Client(creds, cfg)
```

--------------------------------

### Example EOD response structure

Source: https://userfrm.github.io/ThetaDataDx/reference/index/history/eod

A JSON representation of the data returned by the EOD history request.

```json
[
  {
    "ask": 0,
    "ask_condition": 0,
    "ask_exchange": 0,
    "ask_size": 0,
    "bid": 0,
    "bid_condition": 0,
    "bid_exchange": 0,
    "bid_size": 0,
    "close": 5712.69,
    "count": 0,
    "created": "2024-11-04T17:19:50.198",
    "high": 5741.43,
    "last_trade": "2024-11-04T16:03:03",
    "low": 5696.51,
    "open": 5725.15,
    "volume": 0
  },
  {
    "ask": 0,
    "ask_condition": 0,
    "ask_exchange": 0,
    "ask_size": 0,
    "bid": 0,
    "bid_condition": 0,
    "bid_exchange": 0,
    "bid_size": 0,
    "close": 5782.76,
    "count": 0,
    "created": "2024-11-05T17:15:03.061",
    "high": 5783.44,
    "last_trade": "2024-11-05T16:02:30",
    "low": 5722.1,
    "open": 5722.43,
    "volume": 0
  },
  {
    "ask": 0,
    "ask_condition": 0,
    "ask_exchange": 0,
    "ask_size": 0,
    "bid": 0,
    "bid_condition": 0,
    "bid_exchange": 0,
    "bid_size": 0,
    "close": 5929.04,
    "count": 0,
    "created": "2024-11-06T17:16:28.297",
    "high": 5936.14,
    "last_trade": "2024-11-06T16:01:37",
    "low": 5864.89,
    "open": 5864.89,
    "volume": 0
  }
]
```

--------------------------------

### GET /v3/stock/history/eod

Source: https://userfrm.github.io/ThetaDataDx/server/http

Retrieves end-of-day stock history for a specific symbol across a date range.

```APIDOC
## GET /v3/stock/history/eod

### Description
Retrieves end-of-day stock history for a specific symbol across a date range.

### Method
GET

### Endpoint
/v3/stock/history/eod

### Query Parameters
- **symbol** (string) - Required - The stock ticker symbol.
- **start_date** (string) - Required - Start date in YYYYMMDD or YYYY-MM-DD format.
- **end_date** (string) - Required - End date in YYYYMMDD or YYYY-MM-DD format.
- **format** (string) - Optional - Response format (json, csv, ndjson, html).
```

--------------------------------

### Connect with custom configuration

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Manually construct credentials and configuration for advanced connection tuning.

```rust
let creds = thetadatadx::Credentials::from_file("creds.txt")?;
let client = thetadatadx::Client::connect(&creds, thetadatadx::DirectConfig::production()).await?;
```

```python
client = Client(Credentials.from_file("creds.txt"), Config.production())
```

```typescript
const client = await Client.connect(Credentials.fromFile('creds.txt'));
```

```cpp
auto creds = thetadatadx::Credentials::from_file("creds.txt");
auto client = thetadatadx::Client::connect(creds, thetadatadx::Config::production());
```

```bash
thetadatadx-server --creds creds.txt &
```

--------------------------------

### GET /v1/options/history/trade-greeks

Source: https://userfrm.github.io/ThetaDataDx/reference/option/history/trade-greeks/all

Retrieves historical trade Greeks for specified options based on provided filters.

```APIDOC
## GET /v1/options/history/trade-greeks

### Description
Retrieves historical trade Greeks for options. Users can filter by symbol, expiration, strike, and side, while also configuring parameters for the Greeks calculation such as interest rates and dividend amounts.

### Method
GET

### Parameters
#### Query Parameters
- **symbol** (string) - Required - Ticker symbol (e.g. AAPL)
- **expiration** (date) - Required - Expiration date YYYYMMDD. Pass * to select all expirations.
- **strike** (string) - Optional - Strike price in dollars as a string. Default: *
- **right** (string) - Optional - Option side (call, put, both, *). Default: both
- **date** (date) - Optional - Single date YYYYMMDD.
- **start_time** (string) - Optional - Start time filter. Default: 09:30:00
- **end_time** (string) - Optional - End time filter. Default: 16:00:00
- **annual_dividend** (float) - Optional - Annualized expected dividend amount.
- **rate_type** (string) - Optional - Risk-free-rate source. Default: sofr
- **rate_value** (float) - Optional - Interest rate as a percent.
- **version** (string) - Optional - Greeks model version. Default: latest
- **max_dte** (int) - Optional - Maximum days to expiration.
- **strike_range** (int) - Optional - Strike range filter.
- **start_date** (date) - Optional - Start date YYYYMMDD.
- **end_date** (date) - Optional - End date YYYYMMDD.
- **timeout_ms** (int) - Optional - Per-request deadline in milliseconds.
```

--------------------------------

### Subscribe to Stock Quotes

Source: https://userfrm.github.io/ThetaDataDx/streaming/stocks/quote

Examples for subscribing to and unsubscribing from stock quote streams using the native SDKs.

```rust
use thetadatadx::streaming::Contract;
use thetadatadx::streaming::{StreamData, StreamEvent};

client.stream().start_streaming(|event: &StreamEvent| {
    if let StreamEvent::Data(StreamData::Quote { contract, bid, ask, .. }) = event {
        println!("{} bid={bid} ask={ask}", contract.symbol);
    }
})?;

let sub = Contract::stock("AAPL").quote();
client.stream().subscribe(sub.clone())?;

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub)?;
```

```python
from thetadatadx import Contract

def on_event(event):
    if event.kind == "quote":
        print(event.contract.symbol, event.bid, event.ask)

client.stream.start_streaming(on_event)

sub = Contract.stock("AAPL").quote()
client.stream.subscribe(sub)

# Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub)
```

```typescript
import { Contract } from 'thetadatadx-ts';

await client.stream.startStreaming((event) => {
  if (event.kind === 'quote') {
    const e = event.quote!;
    console.log(e.contract.symbol, e.bid, e.ask);
  }
});

const sub = Contract.stock('AAPL').quote();
client.stream.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub);
```

```cpp
client.stream().set_callback([](const thetadatadx::StreamEvent& event) {
    if (event.kind == THETADATADX_STREAM_QUOTE) {
        auto& e = event.quote;
        std::cout << e.contract.symbol << " bid=" << e.bid << " ask=" << e.ask << "\n";
    }
});

auto sub = thetadatadx::Contract::stock("AAPL").quote();
client.stream().subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub);
```

--------------------------------

### Initialize credentials directly

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Pass email and password directly to the constructor.

```rust
let creds = thetadatadx::Credentials::new("you@example.com", "your-password");
```

```python
creds = Credentials("you@example.com", "your-password")
```

```typescript
const creds = new Credentials('you@example.com', 'your-password');
```

```cpp
auto creds = thetadatadx::Credentials::from_email("you@example.com", "your-password");
```

```bash
# The HTTP server reads the pair from a credentials file.
thetadatadx-server --creds creds.txt &
```

--------------------------------

### Trade history JSON response format

Source: https://userfrm.github.io/ThetaDataDx/reference/stock/history/trade

Example of the JSON structure returned by the trade history endpoint.

```json
[
  {
    "condition": 1,
    "exchange": 7,
    "ext_condition1": 32,
    "ext_condition2": 95,
    "ext_condition3": 1,
    "ext_condition4": 115,
    "price": 187.18,
    "sequence": 14920,
    "size": 2,
    "timestamp": "2024-01-02T09:30:00.011"
  },
  {
    "condition": 1,
    "exchange": 1,
    "ext_condition1": 32,
    "ext_condition2": 255,
    "ext_condition3": 1,
    "ext_condition4": 115,
    "price": 187.18,
    "sequence": 8931,
    "size": 1,
    "timestamp": "2024-01-02T09:30:00.014"
  },
  {
    "condition": 1,
    "exchange": 1,
    "ext_condition1": 32,
    "ext_condition2": 255,
    "ext_condition3": 1,
    "ext_condition4": 115,
    "price": 187.18,
    "sequence": 8932,
    "size": 5,
    "timestamp": "2024-01-02T09:30:00.014"
  }
]
```

--------------------------------

### Load credentials from file

Source: https://userfrm.github.io/ThetaDataDx/articles/getting-started

Initialize credentials using a local file path.

```rust
let creds = thetadatadx::Credentials::from_file("creds.txt")?;
```

```python
creds = Credentials.from_file("creds.txt")
```

```typescript
const creds = Credentials.fromFile('creds.txt');
```

```cpp
auto creds = thetadatadx::Credentials::from_file("creds.txt");
```

```bash
thetadatadx-server --creds creds.txt &
```

--------------------------------

### Example JSON response for stock snapshot quote

Source: https://userfrm.github.io/ThetaDataDx/reference/stock/snapshot/quote

Represents the structure of the QuoteTick data returned by the API.

```json
[
  {
    "ask": 494.33,
    "ask_condition": 0,
    "ask_exchange": 29,
    "ask_size": 3,
    "bid": 475.75,
    "bid_condition": 0,
    "bid_exchange": 29,
    "bid_size": 1,
    "symbol": "CVCO",
    "timestamp": "2025-08-20T16:03:05.142"
  },
  {
    "ask": 37.18,
    "ask_condition": 0,
    "ask_exchange": 29,
    "ask_size": 200,
    "bid": 12.4,
    "bid_condition": 0,
    "bid_exchange": 29,
    "bid_size": 200,
    "symbol": "KLXY",
    "timestamp": "2025-08-20T16:10:05.032"
  },
  {
    "ask": 0.95,
    "ask_condition": 0,
    "ask_exchange": 29,
    "ask_size": 45,
    "bid": 0.751,
    "bid_condition": 0,
    "bid_exchange": 29,
    "bid_size": 100,
    "symbol": "IFRX",
    "timestamp": "2025-08-20T16:21:05.781"
  }
]
```

--------------------------------

### Trade Quote JSON Response Format

Source: https://userfrm.github.io/ThetaDataDx/reference/stock/history/trade-quote

Example of the JSON structure returned by the trade quote request.

```json
[
  {
    "ask": 130.4,
    "ask_condition": 0,
    "ask_exchange": 7,
    "ask_size": 1,
    "bid": 130.26,
    "bid_condition": 0,
    "bid_exchange": 7,
    "bid_size": 4,
    "condition": 115,
    "exchange": 60,
    "ext_condition1": 32,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 115,
    "price": 130.33,
    "quote_timestamp": "2023-01-03T09:30:00.001",
    "sequence": 562,
    "size": 1,
    "trade_timestamp": "2023-01-03T09:30:00.002"
  },
  {
    "ask": 130.4,
    "ask_condition": 0,
    "ask_exchange": 7,
    "ask_size": 1,
    "bid": 130.26,
    "bid_condition": 0,
    "bid_exchange": 7,
    "bid_size": 4,
    "condition": 115,
    "exchange": 60,
    "ext_condition1": 32,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 115,
    "price": 130.33,
    "quote_timestamp": "2023-01-03T09:30:00.002",
    "sequence": 563,
    "size": 24,
    "trade_timestamp": "2023-01-03T09:30:00.003"
  },
  {
    "ask": 130.4,
    "ask_condition": 0,
    "ask_exchange": 7,
    "ask_size": 1,
    "bid": 130.26,
    "bid_condition": 0,
    "bid_exchange": 7,
    "bid_size": 4,
    "condition": 115,
    "exchange": 60,
    "ext_condition1": 32,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 115,
    "price": 130.33,
    "quote_timestamp": "2023-01-03T09:30:00.002",
    "sequence": 564,
    "size": 40,
    "trade_timestamp": "2023-01-03T09:30:00.003"
  }
]
```

--------------------------------

### Configure market data and streaming hosts in TOML

Source: https://userfrm.github.io/ThetaDataDx/articles/configuration

Define server connection details and streaming host lists in a TOML configuration file.

```toml
[market_data]
host = "mdds-01.thetadata.us"
port = 443

[streaming]
hosts = ["host-a.example.com:20000", "host-b.example.com:20000"]
```

--------------------------------

### Quote history JSON response format

Source: https://userfrm.github.io/ThetaDataDx/reference/stock/history/quote

Example of the JSON structure returned by the quote history request.

```json
[
  {
    "ask": 187.2,
    "ask_condition": 0,
    "ask_exchange": 1,
    "ask_size": 1,
    "bid": 187.1,
    "bid_condition": 0,
    "bid_exchange": 7,
    "bid_size": 30,
    "timestamp": "2024-01-02T09:30:00"
  },
  {
    "ask": 187.86,
    "ask_condition": 0,
    "ask_exchange": 1,
    "ask_size": 4,
    "bid": 187.83,
    "bid_condition": 0,
    "bid_exchange": 1,
    "bid_size": 2,
    "timestamp": "2024-01-02T09:31:00"
  },
  {
    "ask": 187.77,
    "ask_condition": 0,
    "ask_exchange": 73,
    "ask_size": 1,
    "bid": 187.74,
    "bid_condition": 0,
    "bid_exchange": 60,
    "bid_size": 2,
    "timestamp": "2024-01-02T09:32:00"
  }
]
```

--------------------------------

### Trade at time JSON response format

Source: https://userfrm.github.io/ThetaDataDx/reference/stock/at-time/trade

Example of the JSON structure returned by the trade at time request.

```json
[
  {
    "condition": 115,
    "exchange": 57,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 115,
    "price": 475.28,
    "sequence": 405549,
    "size": 1,
    "timestamp": "2024-01-16T09:30:00.088"
  }
]
```

--------------------------------

### Example JSON response for Greeks snapshot

Source: https://userfrm.github.io/ThetaDataDx/reference/option/snapshot/greeks/all

Represents the structure of the data returned by the Greeks snapshot endpoint.

```json
[
  {
    "ask": 64.25,
    "bid": 63.65,
    "charm": 0.0925,
    "color": -0.0816,
    "d1": 1.3319,
    "d2": 1.0689,
    "delta": 0.9085,
    "dual_delta": -0.8302,
    "dual_gamma": 0.0003,
    "epsilon": -150.0314,
    "gamma": 0.0027,
    "implied_vol": 0.3075,
    "iv_error": 0,
    "lambda": 3.2071,
    "rho": 103.2513,
    "speed": 0,
    "theta": -0.0352,
    "timestamp": "2025-08-20T15:59:59.677",
    "ultima": -100,
    "underlying_price": 225.74,
    "underlying_timestamp": "2025-08-20T16:36:52.257",
    "vanna": -0.571,
    "vega": 31.7235,
    "vera": 0,
    "veta": 22.9525,
    "vomma": 146.8562,
    "zomma": 0
  }
]
```

--------------------------------

### Subscribe to Option Quotes via SDK

Source: https://userfrm.github.io/ThetaDataDx/streaming/options/quote

Demonstrates how to register a callback for quote events and subscribe to a specific option contract across supported languages.

```rust
use thetadatadx::streaming::{Contract, OptionLeg};
use thetadatadx::streaming::{StreamData, StreamEvent};

client.stream().start_streaming(|event: &StreamEvent| {
    if let StreamEvent::Data(StreamData::Quote { contract, bid, ask, .. }) = event {
        println!("{} bid={bid} ask={ask}", contract.symbol);
    }
})?;

let sub = Contract::option("SPY", OptionLeg { expiration: "20260618", strike: "570", right: "C" })?.quote();
client.stream().subscribe(sub.clone())?;

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub)?;
```

```python
from thetadatadx import Contract

def on_event(event):
    if event.kind == "quote":
        print(event.contract.symbol, event.bid, event.ask)

client.stream.start_streaming(on_event)

sub = Contract.option("SPY", expiration="20260618", strike="570", right="C").quote()
client.stream.subscribe(sub)

# Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub)
```

```typescript
import { Contract } from 'thetadatadx-ts';

await client.stream.startStreaming((event) => {
  if (event.kind === 'quote') {
    const e = event.quote!;
    console.log(e.contract.symbol, e.bid, e.ask);
  }
});

const sub = Contract.option('SPY', { expiration: '20260618', strike: '570', right: 'C' }).quote();
client.stream.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub);
```

```cpp
client.stream().set_callback([](const thetadatadx::StreamEvent& event) {
    if (event.kind == THETADATADX_STREAM_QUOTE) {
        auto& e = event.quote;
        std::cout << e.contract.symbol << " bid=" << e.bid << " ask=" << e.ask << "\n";
    }
});

auto sub = thetadatadx::Contract::option("SPY", {.expiration = "20260618", .strike = "570", .right = "C"}).quote();
client.stream().subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub);
```

--------------------------------

### Configure environments in Rust

Source: https://userfrm.github.io/ThetaDataDx/articles/configuration

Use the DirectConfig builder to explicitly set market-data and streaming environments.

```rust
use thetadatadx::config::{DirectConfig, MarketDataEnvironment, StreamingEnvironment};

let cfg = DirectConfig::production()
    .with_market_data_environment(MarketDataEnvironment::Stage)
    .with_streaming_environment(StreamingEnvironment::Dev);
```
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