MCP Server

thetadatadx-mcp-server is a Model Context Protocol server over stdio: any MCP-capable client (Claude Desktop, Cursor, and others) gets a tool per market-data endpoint, speaking JSON-RPC 2.0.

Configure your client

Most MCP clients read an mcpServers block from a project-local or user-level settings file; the shape is the same across clients (for example .cursor/mcp.json in Cursor). Point the client at npx, which downloads and runs the server on demand — no toolchain to install:

{
  "mcpServers": {
    "thetadata": {
      "command": "npx",
      "args": ["-y", "thetadatadx-mcp-server@next"],
      "env": {
        "THETADATA_API_KEY": "your-api-key"
      }
    }
  }
}

npx -y thetadatadx-mcp-server@next fetches a prebuilt binary for your platform (Linux, macOS, and Windows on x64 and arm64) and runs it; nothing else to install. To authenticate with an email and password instead of an API key, swap the env block:

{
  "mcpServers": {
    "thetadata": {
      "command": "npx",
      "args": ["-y", "thetadatadx-mcp-server@next"],
      "env": {
        "THETADATA_EMAIL": "you@example.com",
        "THETADATA_PASSWORD": "your-password"
      }
    }
  }
}

The server resolves credentials in this order, highest first: the --api-key flag, then THETADATA_API_KEY, then THETADATA_EMAIL + THETADATA_PASSWORD, then a --creds file (email on line 1, password on line 2). The same names authenticate the SDK, the server, and every binding.

Rust users: build from source

If you already have a Rust toolchain, install the binary directly and set "command": "thetadatadx-mcp-server" instead of the npx invocation above:

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

WARNING

Keep credentials in environment variables or a secrets manager — not in config files committed to version control.

Tools

Every generated market-data endpoint plus ping. Tool names and parameters match the reference pages one-to-one, so the model's tool list is the same surface you read here.

Once connected, the server advertises only the tools your subscription grants. A tool appears when its asset class — stock, options, indices, or interest-rate — is covered by your subscription; a class your plan omits contributes no tools, so the model never sees a tool it cannot call. FREE-tier classes stay listed because FREE grants delayed data. The account-agnostic tools (ping, the trading calendar, the generic flat-file request) are always offered, and each tool's description names the subscription it needs. Gating is per asset class; within a subscribed class, a call to an endpoint above your tier still returns the usual permission error.

When credentials are present the connected surface also carries six flat-file tools. Each pulls a whole-universe daily blob for a single date, writes it to disk as CSV or JSON Lines, and returns the written path:

• thetadatadx_flatfile_request: generic flat-file request for a served (sec_type, req_type) pair; an unserved pair is rejected with a typed invalid-parameter error.
• thetadatadx_flatfile_option_trade_quote: option trade-quote flat file.
• thetadatadx_flatfile_option_open_interest: option open-interest flat file.
• thetadatadx_flatfile_option_eod: option end-of-day flat file.
• thetadatadx_flatfile_stock_trade_quote: stock trade-quote flat file.
• thetadatadx_flatfile_stock_eod: stock end-of-day flat file.

Without credentials, the server still starts and serves the offline tool (ping) — useful for testing the integration. The flat-file tools and the market-data endpoints need a live connection.

Option queries from a model

• Pin one contract with a concrete strike: "strike":"385".
• Use "strike":"0" when you want a bulk chain-style response; rows then carry contract-identity fields.
• strike_range narrows a bulk selection around the money; it does not fan a pinned strike out to neighbors.

Troubleshooting

The client lists no tools

Run thetadatadx-mcp-server by hand: the process must start silently and wait on stdin. Anything printed to stdout breaks the JSON-RPC channel — logs go to stderr by design, so a corrupted stdout usually means a wrapper script is echoing.

Only ping appears

That is offline mode: credentials were missing or rejected. Check THETADATA_API_KEY, or THETADATA_EMAIL / THETADATA_PASSWORD, in the client's env block.

Calls fail with permission errors

The account's tier doesn't cover the endpoint — check the tier badge on the matching reference page against Subscriptions.

Debug logging

RUST_LOG=debug thetadatadx-mcp-server (stderr only; stdout stays clean for the protocol).

WARNING

LLM output varies run to run — treat model-generated parameter choices and analysis as drafts to verify, per Building with AI / LLMs.