Theta Data MCP Server

A local MCP (Model Context Protocol) wrapper for the Theta Data API, providing AI models with access to real-time and historic stock, options, and index data.

Overview

This MCP server is generated from the Theta Data OpenAPI specification using FastMCP. It exposes API endpoints as MCP tools, allowing AI assistants to query market data directly.

Supported Data Types

• Stocks: Symbols, EOD data, OHLC, trades, quotes, snapshots

• Options: Symbols, expirations, strikes, contracts, Greeks, implied volatility

• Indices: Symbols, prices, OHLC, market values

• Calendar: Market open dates

Related MCP server: market-data-mcp

Prerequisites

1. Python 3.10+

2. uv for package management

3. Theta Data terminal running locally (default: http://127.0.0.1:25503)

4. A Theta Data subscription (subscribe here)

Installation

# Create virtual environment and install all dependencies (including dev)
uv sync

Usage

Running the Server

# Run with stdio transport (default)
uv run server.py

# Run with SSE transport
uv run server.py --transport sse

# Custom base URL
uv run server.py --base-url http://localhost:25503/v3

# Custom timeout
uv run server.py --timeout 60.0

Environment Variables

MCP Client Configuration

Add the following to your MCP client config, replacing /path/to/thetadata-mcp with the actual path to this repository:

{
  "mcpServers": {
    "thetadata": {
      "command": "uv",
      "args": [
        "--directory",
        "/path/to/thetadata-mcp",
        "run",
        "server.py"
      ],
      "env": {
        "THETADATA_BASE_URL": "http://127.0.0.1:25503/v3",
        "THETADATA_TIMEOUT": "30.0"
      }
    }
  }
}

Available Tools

The server exposes all Theta Data v3 API endpoints as MCP tools, including:

Stock Data

• stock_list_symbols - List all stock symbols

• stock_list_dates - List available dates for a request type

• stock_snapshot_ohlc - Real-time OHLC data

• stock_snapshot_trade - Real-time trade data

• stock_snapshot_quote - Real-time quote data

• stock_history_eod - Historic EOD data

• stock_history_ohlc - Historic OHLC bars

• stock_history_trade - Historic trade data

• stock_history_quote - Historic quote data

Options Data

• option_list_symbols - List optionable symbols

• option_list_expirations - List expirations for a symbol

• option_list_strikes - List strikes for an expiration

• option_list_contracts - List option contracts

• option_snapshot_ohlc - Real-time option OHLC

• option_snapshot_greeks_all - All Greeks (delta, gamma, theta, vega, rho)

• option_snapshot_greeks_implied_volatility - Implied volatility

• option_history_eod - Historic option EOD data

• option_history_greeks_all - Historic Greeks data

Index Data

• index_list_symbols - List index symbols

• index_snapshot_price - Real-time index prices

• index_history_eod - Historic index EOD data

Calendar

• calendar_open_today - Check if market is open today

• calendar_on_date - Check if market is open on a specific date

See the Theta Data API documentation for full details on parameters and responses.

Example Queries

Once connected to an MCP client, you can ask:

• "List all available stock symbols"

• "Get the current OHLC data for AAPL"

• "What are the available option expirations for SPY?"

• "Show me the Greeks for the SPY 500 call expiring next Friday"

• "Is the market open today?"

Development

Pre-commit Hooks

This project uses pre-commit to run ruff linting and formatting automatically on every commit.

Setup (one-time per clone):

uv run pre-commit install

The hook will now automatically check and fix code formatting when you commit changes.

Manual Development Commands

# Run linting with uv
uv run ruff check .

# Format code with uv
uv run ruff format .

# Regenerate endpoints_by_subscription documentation
uv run python generate_endpoint_docs.py

Regenerating Endpoint Documentation

The generate_endpoint_docs.py script reads the x-min-subscription field from openapiv3_updated.yaml and regenerates the markdown files in endpoints_by_subscription/. Each tier file shows all endpoints available at that subscription level and below (cumulative):

• endpoints_free.md - Free tier endpoints

• endpoints_value.md - Free + Value tier endpoints

• endpoints_standard.md - Free + Value + Standard tier endpoints

• endpoints_professional.md - All endpoints

License

MIT License - See LICENSE file for details.

Resources

• FastMCP Documentation

• Theta Data API

• MCP Protocol