Command-line interface for querying ThetaData market data.
FLATFILES coverage: the
tdx flatfilesubcommand group exposes the FLATFILES whole-universe daily-blob surface alongside MDDS (historical request/response) and FPSS (streaming). SeeROADMAP.mdfor the per-binding status. Example:tdx flatfile quotes 20260428 --format csv -o spy_quotes.csv.
cargo install --path tools/cliOr build from the workspace root:
cargo build --release -p thetadatadx-cli
# binary at target/release/tdxCreate a creds.txt file with your ThetaData credentials:
your-email@example.com
your-password
# Test authentication
tdx auth --creds creds.txt
# Stock data
tdx stock list_symbols
tdx stock list_dates EOD AAPL
tdx stock history_eod AAPL 20240101 20240301
tdx stock history_ohlc AAPL 20240315 1m # 1-min bars
tdx stock history_ohlc_range AAPL 20240101 20240301 1m
tdx stock history_trade AAPL 20240315
tdx stock history_quote AAPL 20240315 1m
tdx stock history_trade_quote AAPL 20240315
tdx stock snapshot_ohlc AAPL,MSFT,GOOGL
tdx stock snapshot_trade AAPL,MSFT,GOOGL
tdx stock snapshot_quote AAPL,MSFT,GOOGL
tdx stock snapshot_market_value AAPL,MSFT
tdx stock at_time_trade AAPL 20240101 20240301 09:30:00.000 # 9:30 AM ET
tdx stock at_time_quote AAPL 20240101 20240301 09:30:00.000
# Options
tdx option list_symbols
tdx option list_expirations SPY
tdx option list_strikes SPY 20240419
tdx option list_dates EOD SPY 20240419 500 C
tdx option list_contracts EOD SPY 20240315
tdx option history_trade SPY 20240419 500 C 20240315
tdx option history_quote SPY 20240419 500 C 20240315 1m
tdx option history_eod SPY 20240419 500 C 20240101 20240301
tdx option history_ohlc SPY 20240419 500 C 20240315 1m
tdx option history_trade_quote SPY 20240419 500 C 20240315
tdx option history_open_interest SPY 20240419 500 C 20240315
# Option snapshots
tdx option snapshot_ohlc SPY 20240419 500 C
tdx option snapshot_trade SPY 20240419 500 C
tdx option snapshot_quote SPY 20240419 500 C
tdx option snapshot_open_interest SPY 20240419 500 C
tdx option snapshot_market_value SPY 20240419 500 C
tdx option snapshot_greeks_implied_volatility SPY 20240419 500 C
tdx option snapshot_greeks_all SPY 20240419 500 C
tdx option snapshot_greeks_first_order SPY 20240419 500 C
tdx option snapshot_greeks_second_order SPY 20240419 500 C
tdx option snapshot_greeks_third_order SPY 20240419 500 C
# Option Greeks history
tdx option history_greeks_eod SPY 20240419 500 C 20240101 20240301
tdx option history_greeks_all SPY 20240419 500 C 20240315 1m
tdx option history_trade_greeks_all SPY 20240419 500 C 20240315
tdx option history_greeks_first_order SPY 20240419 500 C 20240315 1m
tdx option history_trade_greeks_first_order SPY 20240419 500 C 20240315
tdx option history_greeks_second_order SPY 20240419 500 C 20240315 1m
tdx option history_trade_greeks_second_order SPY 20240419 500 C 20240315
tdx option history_greeks_third_order SPY 20240419 500 C 20240315 1m
tdx option history_trade_greeks_third_order SPY 20240419 500 C 20240315
tdx option history_greeks_implied_volatility SPY 20240419 500 C 20240315 1m
tdx option history_trade_greeks_implied_volatility SPY 20240419 500 C 20240315
# Option at-time queries
tdx option at_time_trade SPY 20240419 500 C 20240101 20240301 09:30:00.000
tdx option at_time_quote SPY 20240419 500 C 20240101 20240301 09:30:00.000
# Indices
tdx index list_symbols
tdx index list_dates SPX
tdx index history_eod SPX 20240101 20240301
tdx index history_ohlc SPX 20240101 20240301 1m
tdx index history_price SPX 20240315 1m
tdx index snapshot_ohlc SPX,NDX,RUT
tdx index snapshot_price SPX,NDX,RUT
tdx index snapshot_market_value SPX,NDX,RUT
tdx index at_time_price SPX 20240101 20240301 09:30:00.000
# Interest rates
tdx rate history_eod SOFR 20240101 20240301
# Market calendar
tdx calendar open_today
tdx calendar year 2024
tdx calendar on_date 20240315
# Black-Scholes Greeks (offline, no server needed)
tdx greeks 450 450 0.05 0.015 0.082 8.5 call
tdx iv 450 450 0.05 0.015 0.082 8.5 calltdx stock history_eod AAPL 20240101 20240301 # pretty table (default)
tdx stock history_eod AAPL 20240101 20240301 --format json # JSON array
tdx stock history_eod AAPL 20240101 20240301 --format csv # CSV| Flag | Default | Description |
|---|---|---|
--creds <path> |
creds.txt |
Credentials file |
--config <preset> |
production |
production or dev |
--format <fmt> |
table |
table, json, or csv |
The 61 ThetaDataDxClient endpoints are organized by category (Stock + Option + Index + Rate + Calendar = 14 + 34 + 9 + 1 + 3 = 61). Two additional offline commands (greeks, iv) are not ThetaData endpoints — they call the in-process Black-Scholes calculator:
| Category | Count | Subcommands |
|---|---|---|
| Stock | 14 | list_symbols, list_dates, history_eod, history_ohlc, history_ohlc_range, history_trade, history_quote, history_trade_quote, snapshot_ohlc, snapshot_trade, snapshot_quote, snapshot_market_value, at_time_trade, at_time_quote |
| Option | 34 | list_symbols, list_dates, list_expirations, list_strikes, list_contracts, snapshot_ohlc, snapshot_trade, snapshot_quote, snapshot_open_interest, snapshot_market_value, snapshot_greeks_implied_volatility, snapshot_greeks_all, snapshot_greeks_first_order, snapshot_greeks_second_order, snapshot_greeks_third_order, history_eod, history_ohlc, history_trade, history_quote, history_trade_quote, history_open_interest, history_greeks_eod, history_greeks_all, history_trade_greeks_all, history_greeks_first_order, history_trade_greeks_first_order, history_greeks_second_order, history_trade_greeks_second_order, history_greeks_third_order, history_trade_greeks_third_order, history_greeks_implied_volatility, history_trade_greeks_implied_volatility, at_time_trade, at_time_quote |
| Index | 9 | list_symbols, list_dates, history_eod, history_ohlc, history_price, snapshot_ohlc, snapshot_price, snapshot_market_value, at_time_price |
| Rate | 1 | history_eod |
| Calendar | 3 | open_today, on_date, year |
| Offline (not endpoints) | 2 | greeks, iv — local Black-Scholes calculator, maps to MCP tools all_greeks and implied_volatility respectively |