MCP Server

Model Context Protocol server for ThetaDataDx. Gives any LLM instant access to 64 ThetaData tools via JSON-RPC 2.0 over stdio.

Installation

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

Configuration

Most MCP clients read an mcpServers block from a project-local or user-level settings file. The shape is identical across clients; consult your client's documentation for the exact file path.

{
  "mcpServers": {
    "thetadata": {
      "command": "thetadatadx-mcp",
      "env": {
        "THETA_EMAIL": "you@example.com",
        "THETA_PASSWORD": "your-password"
      }
    }
  }
}

Typical locations include .cursor/mcp.json for Cursor, or the settings file documented by your preferred MCP-capable client.

WARNING

Store credentials in environment variables or a secrets manager rather than committing them to config files in version control.

Available Tools (64)

Every generated historical endpoint plus ping, all_greeks, and implied_volatility.

Category	Count
Meta	1 (ping)
Offline Greeks	2 (all_greeks, implied_volatility)
Stock	14
Option	34
Index	9
Calendar & Rates	4

Offline Mode

Without credentials, only ping, all_greeks, and implied_volatility are available. This is useful for testing MCP integration or computing Greeks without a ThetaData subscription.

Wildcard Option Queries

For option tools, MCP uses "0" as the wildcard value for strike and expiration.

• Use a pinned strike like "strike":"385" when you want one contract.
• Use "strike":"0" when you want a bulk chain-style response with contract identification fields on each row.
• strike_range filters a wildcard bulk selection around spot / ATM. It does not fan out a pinned strike into neighboring strikes.

This matches the underlying SDK contract. The current v3 REST surface uses * for the same wildcard concept.

Logging

RUST_LOG=debug thetadatadx-mcp       # verbose
RUST_LOG=warn thetadatadx-mcp        # quiet

TIP

All logs go to stderr. Stdout is reserved for JSON-RPC communication. This means you can safely redirect logs without interfering with the MCP protocol.