MCP Now in Terminal v3 (beta)

We're excited to announce that the Theta Terminal V3 now supports an MCP (Model Context Protocol) server.

What is MCP?

Model Context Protocol (MCP) is a lightweight event stream format designed for context injection into large language models.

Getting Started

You can integrate our MCP server with most LLM’s that have CLI tools, for example Gemini cli, and Claude cli. (The suggested setup requires that you have npm already installed) Please see the full documentation here: https://docs.thetadata.us/Mcp/Getting-Started.html

Gemini setup:

1. npm install -g @google/gemini-cli

2. Edit your `~/.gemini/settings.json` with the below

   1. {

      "mcpServers": {

      "Theta Data": {

       "url": "http://localhost:25503/mcp/sse",

       "timeout": 30000

             }

       }

}

Claude setup:

1. npm install -g @anthropic-ai/claude-code

2. Run command `claude mcp add --transport sse ThetaData http://localhost:25503/mcp/sse`

Example

You can now use natural language to make requests to Theta Terminal v3. For example, to make a request similar to “http://localhost:25503/v3/option/history/greeks/eod?symbol=AAPL&right=C&strike=200.0&expiration=2025-08-01&start_date=2025-07-28&end_date=2025-08-01“

you can enter the following prompt into your LLM CLI: “Get the eod greek for last week for AAPL strike 200.00 CALL and expiration 2025-08-01.” (As all LLMs are different and constantly changing, this example might not work perfectly for you.) You can also add additional instructions to your prompts to get more insight on your request, such as, “Put this in a table showing the delta change.”

We’d Love Your Feedback

This feature is in beta, and we’re actively listening. Let us know how you’re using MCP in v3, and what would make the experience even better by contacting support@thetadata.net or reach out to us on our discord.

More enhancements are on the way—stay tuned.

– The ThetaData Team

REST API V3 (beta)

Introducing REST API V3 (beta)

Over the past several months, we have been working on version 3 of our REST API and a completely rewritten terminal. Below are some features in this beta release:

• There are no more hist and bulk_hist endpoints, they have been combined into a single history endpoint. The full documentation can be found here: https://docs.thetadata.us/.

• There is no more next-page header / pagination to deal with. All responses can now be received using a single query.

• 3 output formats: csv, json, and ndjson. With ndjson you can easily take the output, and feed it directly into Pandas or Polars to construct a DataFrame.

• The terminal automatically updates itself, so you are always running on the latest version.

• Doubled the number of active requests for each user.

• Snapshots are 2x - 3x faster, and almost every endpoint is faster; some as much as 10s faster!

We would love for you to try this beta release of v3 today: download here. You can start using the v3 terminal by simply adding your email and password to a creds.txt file in the same directory as the ThetaTerminal3.jar file. Best of all, you can run both terminals at the same time!

Some things to note about the new API/terminal:

• The new terminal only has the RESTful API; there is no streaming. Please continue to use the v2 terminal for streaming. Version 3 of streaming is coming soon though.

• Terminal updates only happen during startup, and never occur while running. While the terminal is in beta, please restart it daily to ensure you are running the latest version.

• As mentioned above, endpoints have changed from v2 to v3. You will receive a warning (410 GONE) from the terminal if you attempt to use a v2 endpoint. All the same data/functionality exists, just at different and more consistent locations. Please see the full documentation here: https://docs.thetadata.us/ 

We’d Love Your Feedback

This feature is in beta, and we’re actively listening. Let us know how you’re using API v3, and what would make the experience even better by contacting support@thetadata.net or reach out to us on our discord.

More enhancements are on the way—stay tuned.

– The ThetaData Team

Flat Files (beta)

Introducing Flat File Access for Pro Users

We’re excited to announce a major new feature in Theta Terminal: flat file access is now available to all Pro subscribers. Flat files provide a streamlined way to access large datasets in a structured CSV format, ideal for quantitative research, model development, and archival.

What’s Included

Pro users can now retrieve daily flat files for the following data types:

Name	Description	Response Time	File Size
Option Trade Quote	All OPRA trades matched with the latest NBBO quote	~3 min	~1.2 GB
Option Open Interest	Daily open interest across all contracts	~1 min	~50 MB
Option EOD	National end-of-day report for options	~1 min	~150 MB
Stock Trade Quote	Every CTA and UTP trade with the corresponding BBO	~30 min	~14 GB
Stock EOD	National end-of-day report for stocks	~1 sec	~1.5 MB

How It Works

When you make a request via your local Theta Terminal instance, it generates a CSV file and returns the path once it's ready. Documentation here

For example:

http://127.0.0.1:25510/v2/file/option/trade_quote?start_date=20250512

Once complete, the file will be saved to:

C:\Users\<YourName>\ThetaData\ThetaTerminal\downloads\

Requirements & Limitations

Flat file access is available to Pro users only.

Data is limited to the 7 most recent calendar days.

We recommend using a fast disk to minimize generation time.

If you need historical data beyond 7 days, please reach out to sales@thetadata.net.

We’d Love Your Feedback

This feature is in beta, and we’re actively listening. Let us know how you’re using flat files, and what would make the experience even better by contacting support@thetadata.net.

More enhancements are on the way—stay tuned.

– The ThetaData Team