Getting Started

ThetaDataDx connects directly to ThetaData's servers — nothing to install and babysit locally. Pick a language, install, save your credentials, and make a request.

1. Install

# Cargo.toml
[dependencies]
thetadatadx-rs = "0.6.0"

The market-data client is async; call it from your application's async runtime.

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

Requires Python 3.12+. Pre-built abi3 wheels for Linux x86_64, macOS, and Windows — no Rust toolchain needed. On other platforms, build from source with maturin (maturin develop --release in thetadatadx-py).

npm install thetadatadx-ts

Requires Node.js 20+. Pre-built native binaries install automatically per platform.

# 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

Include thetadatadx-cpp/include/thetadatadx.hpp, compile it together with the implementation file thetadatadx-cpp/src/thetadatadx.cpp, and link the built thetadatadx_ffi library (the provided CMake target wires this up). Any other language with C interop can target the same C ABI directly.

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

The server binary exposes the full surface as local HTTP REST and WebSocket endpoints — no SDK required. Existing scripts written against the v3 route surface point at it unchanged.

2. Authenticate

Pass your API key directly to the client and you are one line from a live connection. Generate a key from your ThetaData user portal, hand it to the client, and you have a connected client ready to make requests.

// API key inline, production by default.
let client = thetadatadx::Client::builder()
    .api_key("your_api_key")
    .connect()
    .await?;

# API key inline, production by default.
client = Client(api_key="your_api_key")

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

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

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

The same one-step construction takes the key from the environment or a .env file, takes an email and password instead, and selects the staging cluster. Email and password is also supported; it is shown alongside the api-key forms below.

// 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?;

# 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")

// 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',
});

// 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();

# The server takes the same inputs as flags.
thetadatadx-server --api-key "your_api_key" &

Credential sources

The client resolves any of the credential sources below. They are the building blocks behind the one-step construction above: an API key supplied inline, from the environment, or from a .env file; or an email and password supplied from a file, inline, or at a custom path. Each one also produces a standalone Credentials value you can hold and pass to the lower-level connect when you want full control over hosts and tuning (see "Full control" at the end of this section).

API key

Generate an API key from your ThetaData user portal, then supply it one of three ways.

1. Pass it directly. Hand the key straight to the api-key constructor.

let creds = thetadatadx::Credentials::api_key("your_api_key");

creds = Credentials.from_api_key("your_api_key")

const creds = Credentials.fromApiKey('your_api_key');

auto creds = thetadatadx::Credentials::from_api_key("your_api_key");

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

2. Environment variable. Set THETADATA_API_KEY and let the SDK read it. from_env_or_file reads the variable when it is set and falls back to a creds.txt file otherwise, so the same code works in both setups.

export THETADATA_API_KEY="your_api_key"

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

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

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

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

export THETADATA_API_KEY="your_api_key"
thetadatadx-server &

3. .env file. Keep the key in a .env file (one KEY=VALUE per line) and point the SDK at it.

THETADATA_API_KEY="your_api_key"

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

creds = Credentials.from_dotenv(".env")

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

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

# Export the .env into the process environment first, then start the server.
export $(grep -v '^#' .env | xargs)
thetadatadx-server &

Email and password

Supply your account email and password one of three ways.

1. Credentials file. Create a creds.txt in your working directory: your ThetaData account email on line 1, password on line 2.

you@example.com
your-password

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

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

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

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

thetadatadx-server --creds creds.txt &

2. Pass them directly. Hand the email and password straight to the constructor.

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

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

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

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

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

3. Custom file path. Point from_file at any path, not just creds.txt in the working directory.

let creds = thetadatadx::Credentials::from_file("/path/to/creds.txt")?;

creds = Credentials.from_file("/path/to/creds.txt")

const creds = Credentials.fromFile('/path/to/creds.txt');

auto creds = thetadatadx::Credentials::from_file("/path/to/creds.txt");

thetadatadx-server --creds /path/to/creds.txt &

No subscription yet? Create an account at thetadata.net — several endpoints work on the free tier (look for the Free badge on reference pages).

Full control

The one-step construction at the top of this section is a convenience over the typed path: build a Credentials and a Config yourself and pass both to the lower-level connect. Reach for this when you need to override hosts, timeouts, or other tuning knobs on the Config.

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

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

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

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

thetadatadx-server --creds creds.txt &

3. First request

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(())
}

from thetadatadx import Client

# Pass your API key directly. Use market_data_type="STAGE" to target staging.
client = Client(api_key="your_api_key")

rows = client.market_data.stock_history_eod("AAPL", "20250303", "20250306")
for t in rows:
    print(t.date, t.open, t.close, t.volume)

import { Client } from 'thetadatadx-ts';

// Pass your API key directly. Add marketDataType: 'STAGE' to target staging.
const client = await Client.connectWith({ apiKey: 'your_api_key' });

const rows = await client.marketData.stockHistoryEOD('AAPL', '20250303', '20250306');
for (const t of rows) {
  console.log(t.date, t.open, t.close, t.volume);
}

#include "thetadatadx.hpp"
#include <iostream>

int main() {
    // Pass your API key directly. Add .stage() before .connect() for staging.
    auto client = thetadatadx::Client::builder()
        .api_key("your_api_key")
        .connect();

    auto rows = client.market_data().stock_history_eod("AAPL", "20250303", "20250306");
    for (const auto& t : rows) {
        std::cout << t.date << ": open=" << t.open
                  << " close=" << t.close << " volume=" << t.volume << "\n";
    }
}

# API key: reads THETADATA_API_KEY when set, or pass it with --api-key.
export THETADATA_API_KEY="your_api_key"
thetadatadx-server &
# Or pass the key directly: thetadatadx-server --api-key "$THETADATA_API_KEY" &
# Email + password: thetadatadx-server --creds creds.txt &

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

Every endpoint follows this shape. Browse the API Reference — each page carries the signature and a runnable sample in all five surfaces.

Good to knows

• Dates are YYYYMMDD strings in the SDKs ("20250303"); the HTTP server also accepts ISO YYYY-MM-DD. Timestamps come back as milliseconds since midnight Eastern Time — see Symbology & Contract Identity.
• Connect once, reuse the client. One client multiplexes any number of market-data requests and an optional streaming session; per-request connections waste the authentication round trip.
• Markets closed? Connect with Config.dev() / DirectConfig::dev() to stream a replayed market-data session, and prefer market-data endpoints over snapshots on weekends.
• Targeting staging or dev? The market-data and streaming environments are selected independently. Pick the market-data staging cluster with DirectConfig::production().with_market_data_environment(MarketDataEnvironment::Stage) (or the Config.stage() / DirectConfig::stage() preset), the THETADATA_MARKET_DATA_TYPE=STAGE environment variable, or a .env file. Pick the streaming dev-replay cluster with with_streaming_environment(StreamingEnvironment::Dev) (or the dev() preset) or THETADATA_STREAMING_TYPE=DEV, and the streaming staging cluster with with_streaming_environment(StreamingEnvironment::Stage) or THETADATA_STREAMING_TYPE=STAGE. No preset selects streaming staging: it carries the live feed on a build that reboots often, so it is asked for rather than assumed. The market-data environment also sets the authentication marker; the streaming environment does not. All paths work with either credential type, and one .env file can hold THETADATA_API_KEY, THETADATA_MARKET_DATA_TYPE, and THETADATA_STREAMING_TYPE together. See Configuration.