thetadata-python
Python client library for accessing ThetaData market data APIs over gRPC.
This package provides a ThetaClient for querying US stock, option, and index market data from ThetaData. Results can be returned as either Polars or Pandas DataFrames.
Features
- Direct client access to ThetaData services
- Stock, option, and index endpoints
- Return data as Polars or Pandas DataFrames
- Built-in response decompression
- Simple authentication with a credentials file or explicit credentials
Requirements
- Python 3.12+
- An active ThetaData subscription
Installation
pip install thetadata
Authentication
You can authenticate in three ways.
1. Default credentials file
By default, ThetaClient() looks for ./creds.txt.
File format:
email@example.com
your-password
from thetadata import ThetaClient
client = ThetaClient()
2. Explicit credentials
from thetadata import ThetaClient
client = ThetaClient(email="email@example.com", password="your-password")
3. Environment variable
Set THETADATA_CREDENTIALS_FILE to point to your credentials file.
export THETADATA_CREDENTIALS_FILE=/path/to/creds.txt
$env:THETADATA_CREDENTIALS_FILE = "C:\path\to\creds.txt"
Quick Start
Default Polars output
from datetime import date
from thetadata import ThetaClient
client = ThetaClient()
bars = client.stock_history_eod(
symbol="AAPL",
start_date=date(2024, 1, 2),
end_date=date(2024, 1, 5),
)
print(bars)
Pandas output
from datetime import date
from thetadata import ThetaClient
client = ThetaClient(dataframe_type="pandas")
quotes = client.stock_history_quote(
symbol="AAPL",
date=date(2024, 1, 2),
interval="1m",
)
print(quotes.head())
Reuse authentication across clients
from thetadata import ThetaClient
polars_client = ThetaClient(dataframe_type="polars")
pandas_client = ThetaClient(
existing_authorized_client=polars_client,
dataframe_type="pandas",
)
Common Examples
Stock symbols
from thetadata import ThetaClient
client = ThetaClient()
df = client.stock_list_symbols()
Stock intraday OHLC
from datetime import date, time
from thetadata import ThetaClient
client = ThetaClient()
df = client.stock_history_ohlc(
symbol="AAPL",
date=date(2024, 1, 2),
interval="1m",
start_time=time(9, 30),
end_time=time(16, 0),
)
Option chain snapshot greeks
from datetime import date
from thetadata import ThetaClient
client = ThetaClient()
df = client.option_snapshot_greeks_all(
symbol="SPY",
expiration=date(2025, 3, 21),
strike="*",
right="both",
)
Index history
from datetime import date
from thetadata import ThetaClient
client = ThetaClient()
df = client.index_history_eod(
symbol="SPX",
start_date=date(2024, 1, 2),
end_date=date(2024, 1, 10),
)
DataFrame Output
ThetaClient supports two output modes:
dataframe_type="polars"(default)dataframe_type="pandas"
Logging
import logging
logging.basicConfig(level=logging.INFO)
This will surface library logging, including authentication and request-related messages.
Errors
The package exposes custom exceptions in thetadata.errors:
AuthenticationErrorNoDataFoundError
Example:
from datetime import date
from thetadata import ThetaClient
from thetadata.errors import AuthenticationError, NoDataFoundError
try:
client = ThetaClient()
df = client.stock_history_eod(
symbol="AAPL",
start_date=date(2024, 1, 1),
end_date=date(2024, 1, 31),
)
except AuthenticationError:
print("Authentication failed")
except NoDataFoundError:
print("No data returned for query")
Notes
- Some methods accept
symbol: strwhile others expectsymbol: list[str]. - Snapshot endpoints may return rapidly changing data.
- Time-based requests use
datetime.dateanddatetime.timevalues.
License
Apache-2.0
1 maintainer
Metadata
1 maintainer
Release files for thetadata 1.0.14
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Total release size: 81.8 kB
Release files / thetadata-1.0.14.tar.gz
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