Installation

ThetaDataDx ships four language surfaces from one Rust core. Pick your language and use the one-liner below. Go consumers can build their own cgo wrapper against the unchanged C ABI in ffi/.

SDK installation

Rust

# Add to your Cargo.toml
[dependencies]
thetadatadx = "9"
tokio = { version = "1", features = ["rt-multi-thread", "macros"] }

Python

pip install thetadatadx

# With DataFrame adapters:
pip install thetadatadx[pandas]    # pandas
pip install thetadatadx[polars]    # polars
pip install thetadatadx[arrow]     # pyarrow only
pip install thetadatadx[all]       # all three

# Requires Python 3.9+. Pre-built abi3 wheels — no Rust toolchain required.

TypeScript

npm install thetadatadx

# From source (requires Rust toolchain + Node.js 18+):
git clone https://github.com/userFRM/ThetaDataDx.git
cd ThetaDataDx/sdks/typescript
npm install
npm run build

C++

# Prerequisites: C++17 compiler, CMake 3.16+, Rust toolchain

# Build the Rust FFI library:
git clone https://github.com/userFRM/ThetaDataDx.git
cd ThetaDataDx
cargo build --release -p thetadatadx-ffi

# Build the C++ SDK:
cd sdks/cpp
mkdir build && cd build
cmake ..
make

# The C++ header lives at sdks/cpp/include/thetadx.hpp and pulls in
# endpoint_options.hpp.inc alongside the generated C header.

Python abi3 wheels

The Python SDK ships a single abi3 wheel per OS. One wheel built against Python 3.12 works on Python 3.9 → 3.14 without a per-version recompile, which is why the Rust toolchain is never needed on supported platforms.

Platform	Wheel
Linux x86_64 (manylinux2014)	pre-built
macOS (universal2)	pre-built
Windows x86_64	pre-built
Anything else	build from source (maturin develop --release)

Building Python from source

pip install "maturin>=1.9.4,<2.0"
git clone https://github.com/userFRM/ThetaDataDx.git
cd ThetaDataDx/sdks/python
maturin develop --release

WARNING

Building from source requires a working Rust toolchain. Install it via rustup.rs.

Memory management (C++)

C++

The C++ SDK uses RAII wrappers around the C FFI handles. Resources free on scope exit; no manual cleanup.

{
    auto client = tdx::Client::connect(creds, tdx::Config::production());
    // use client
}  // freed here

Methods throw std::runtime_error on failure.

Verify the install

Rust

use thetadatadx::{ThetaDataDxClient, Credentials, DirectConfig};

#[tokio::main]
async fn main() -> Result<(), thetadatadx::Error> {
    let creds = Credentials::from_file("creds.txt")?;
    let _tdx = ThetaDataDxClient::connect(&creds, DirectConfig::production()).await?;
    println!("Connected successfully");
    Ok(())
}

Python

from thetadatadx import Credentials, Config, ThetaDataDxClient

creds = Credentials.from_file("creds.txt")
tdx = ThetaDataDxClient(creds, Config.production())
print("Connected successfully")

TypeScript

import { ThetaDataDxClient } from 'thetadatadx';

const tdx = await ThetaDataDxClient.connectFromFile('creds.txt');
console.log('Connected successfully');

C++

auto creds = tdx::Credentials::from_file("creds.txt");
auto client = tdx::Client::connect(creds, tdx::Config::production());
std::cout << "Connected successfully" << std::endl;

Next

• Authentication — credentials file, env vars, session lifecycle
• First query — one historical call in every language