thetadatars 0.1.0

Python wrapper and DuckDB cache for ThetaData option and streaming endpoints.

ThetaDataRS

ThetaDataRS is a Python wrapper around the thetadata package. It adds a small convenience facade and local DuckDB caching for option list, history, and snapshot endpoints.

Installation

This project uses Python 3.12 and uv.

uv sync

Create a local .env file with your ThetaData credentials:

EMAIL=[e-mail]
PASSWD=your-password

Credentials are loaded by thetadatars.client.create_client() through python-dotenv.

Quick Start

Use ThetaDataRS when you want one object that wraps the existing endpoint functions and automatically supplies the ThetaData client.

from thetadatars.thetadata import ThetaDataRS

theta = ThetaDataRS()

contracts = theta.get_options_contract_list(
    "AAPL",
    "2026-04-24",
)

print(contracts)

The first call fetches from ThetaData when local data is missing or stale, writes the result to DuckDB, and returns a Polars DataFrame. Later calls read from the local cache until the endpoint's stale_threshold is exceeded.

Option List Examples

from thetadatars.thetadata import ThetaDataRS

theta = ThetaDataRS()

symbols = theta.get_options_symbols_list()
expirations = theta.get_options_expiration_list("AAPL")
strikes = theta.get_options_strike_list("AAPL", "2026-04-24")
contracts = theta.get_options_contract_list("AAPL", "2026-04-24")

Snapshot Example

from thetadatars.thetadata import ThetaDataRS

theta = ThetaDataRS()

quotes = theta.get_snapshot_quote(
    ticker="AAPL",
    expiration="2026-04-24",
    strike="*",
    right="both",
)

print(quotes.head())

Snapshot endpoints default to a shorter cache window than historical endpoints because the data changes during the trading day.

Historical Option Example

from thetadatars.thetadata import ThetaDataRS

theta = ThetaDataRS()

eod = theta.get_option_history_eod(
    ticker="AAPL",
    start_date="2026-04-01",
    end_date="2026-04-24",
    expiration="2026-04-24",
    strike="*",
    right="both",
)

print(eod)

Streaming Example

Streaming helpers return async iterators. ThetaDataRS automatically applies its stream_url, which defaults to ws://127.0.0.1:25520/v1/events.

import asyncio

from thetadatars.thetadata import ThetaDataRS


async def main():
    theta = ThetaDataRS()

    async for message in theta.stream_option_trades(
        "AAPL",
        "2026-04-24",
        200,
        "C",
        max_messages=5,
        timeout=10,
    ):
        print(message)


asyncio.run(main())

Direct Function Usage

You can also import endpoint functions directly if you want explicit control over the client.

from thetadatars.client import create_client
from thetadatars.options.list.contracts import get_options_contract_list

client = create_client()

contracts = get_options_contract_list(
    "AAPL",
    "2026-04-24",
    client=client,
)

Local Data

Cached endpoint data is stored in DuckDB through thetadatars.data.db. Do not commit local database files, .env files, credentials, or generated market data.

Development

uv sync
uv run python test.py
uv run python -m py_compile thetadatars/thetadata.py
uv build

• uv sync installs dependencies.
• uv run python test.py runs the current smoke-test script.
• uv run python -m py_compile ... checks syntax for a module.
• uv build creates package distributions in dist/.