--- title: "Theta Data" description: "Learn how to connect and feed data to a live algorithm from Theta Data in Lean CLI." canonical: https://www.quantconnect.com/docs/v2/lean-cli/live-trading/data-providers/theta-data markdown: https://www.quantconnect.com/docs/v2/lean-cli/live-trading/data-providers/theta-data.md language: python source: https://github.com/QuantConnect/Documentation/tree/master/05%20Lean%20CLI/09%20Live%20Trading/02%20Data%20Providers/04%20Theta%20Data modified: 2026-10-31 index: https://www.quantconnect.com/llms.txt --- # Theta Data [Documentation](https://www.quantconnect.com/docs/v2.md) > [Lean CLI](https://www.quantconnect.com/docs/v2/lean-cli.md) > Live Trading > [Data Providers](https://www.quantconnect.com/docs/v2/lean-cli/live-trading/data-providers.md) > Theta Data > Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page. ## Introduction Instead of using the data from your brokerage, you can also use Theta Data if you're deploying a local project. To use Theta Data, you need to [install and launch the Theta Terminal](https://http-docs.thetadata.us/Articles/Getting-Started/Getting-Started.html). This tutorial demonstrates how to set up the [Theta Data data provider](https://www.quantconnect.com/docs/v2/lean-cli/datasets/theta-data.md) with the QuantConnect Paper Trading brokerage. To view the implementation of the Theta Data integration, see the [Lean.DataSource.ThetaData repository](https://github.com/QuantConnect/Lean.DataSource.ThetaData). To use the CLI, you must be a member in an [organization](https://www.quantconnect.com/docs/v2/cloud-platform/organizations/tier-features.md) on a paid tier. ## Deploy Local Algorithms Follow these steps to start local live trading with the ThetaData data provider: 1. [Log in](https://www.quantconnect.com/docs/v2/lean-cli/initialization/authentication.md#02-Log-In) to the CLI if you haven't done so already. 2. Open a terminal in the [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) that contains the project. 3. If your algorithm trades US Equities, Options, or Futures, [purchase and download](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect.md) the QuantConnect datasets that LEAN uses for the asset class. Crypto, Forex, and CFD algorithms can skip this step. The following table shows the datasets for each asset class: | Asset Class | Datasets | | --- | --- | | US Equity | [US Equity Security Master](https://www.quantconnect.com/datasets/quantconnect-us-equity-security-master/cli), to get adjusted prices. Without it, your algorithm uses raw prices. | | US Equity Options | [US Equity Security Master](https://www.quantconnect.com/datasets/quantconnect-us-equity-security-master/cli) and [US Equity Option Universe](https://www.quantconnect.com/datasets/quantconnect-us-equity-option-universe) | | US Index Options | [US Index Option Universe](https://www.quantconnect.com/datasets/quantconnect-us-index-option-universe) | | US Futures | [US Futures Security Master](https://www.quantconnect.com/datasets/quantconnect-us-futures-security-master/cli) and [US Future Universe](https://www.quantconnect.com/datasets/quantconnect-us-future-universe) | | US Future Options | [US Futures Security Master](https://www.quantconnect.com/datasets/quantconnect-us-futures-security-master/cli), [US Future Universe](https://www.quantconnect.com/datasets/quantconnect-us-future-universe), and [US Future Option Universe](https://www.quantconnect.com/datasets/quantconnect-us-future-option-universe). To get access, [contact us](https://www.quantconnect.com/contact). | If your algorithm uses [universe selection](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/key-concepts.md), also download the universe dataset, such as the [US Equity Coarse Universe](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect/us-equity-coarse-fundamental.md) or [US ETF Constituents](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect/us-etf-constituents.md). 4. Run `lean live deploy ""` to start a live deployment wizard for the project in `. / ` and then enter a brokerage number. ``` $ lean live deploy "My Project" Select a brokerage: 1) Paper Trading 2) Interactive Brokers 3) Tradier 4) OANDA 5) Bitfinex 6) Coinbase Advanced Trade 7) Binance 8) Zerodha 9) Samco 10) Quant Bridge 11) Trading Technologies 12) Kraken 13) Charles Schwab 14) Bybit 15) TradeStation 16) Alpaca 17) Tastytrade 18) Eze 19) dYdX 20) Webull 21) Public 22) Clear Street ``` 5. Enter the number of the live data provider(s) to use and then follow the steps required for the data connection. ``` $ lean live deploy "My Project" Select a live data provider: 1) Interactive Brokers 2) Tradier 3) Oanda 4) Bitfinex 5) Coinbase Advanced Trade 6) Binance 7) Zerodha 8) Samco 9) Quant Bridge 10) Trading Technologies 11) Kraken 12) Charles Schwab 13) IQFeed 14) Polygon 15) CoinApi 16) ThetaData 17) Custom data only 18) Bybit 19) TradeStation 20) Alpaca 21) Tastytrade 22) Eze 23) dYdX 24) DataBento To enter multiple options, separate them with comma: ``` 6. (Optional) Enter the host of the ThetaData Client. The default host is ws://host.docker.internal:25520/v1/events or http://host.docker.internal:25510. ``` $ lean live "My Project" The host of ThetaData Client [ws://host.docker.internal:25520/v1/events]: The host of ThetaData Client [http://host.docker.internal:25510]: ``` 7. Enter your Theta Data subscription plan. ``` $ lean live "My Project" ThetaData subscription price plan (Free, Value, Standard, Pro): ``` 8. View the result in the ` / live / ` directory. Results are stored in real-time in JSON format. You can save results to a different directory by providing the `--output ` option in step 4. If you already have a live environment configured in your [Lean configuration file](https://www.quantconnect.com/docs/v2/lean-cli/initialization/configuration.md#03-Lean-Configuration), you can skip the interactive wizard by providing the `--environment ` option in step 4. The value of this option must be the name of an environment which has `live-mode` set to `true`. ## Deploy Cloud Algorithms The CLI doesn't currently support deploying cloud algorithms with the Theta Data data provider. ## Supported Assets Our Theta Data integration supports securities from the following asset classes: - [Equity](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity.md) - [Equity Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/equity-options.md) - [Index](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index.md) - [Index Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index-options.md) ## Mutiple Data Providers When you deploy a live algorithm, you can add multiple data providers. If you use multiple data providers, the order you select them in defines their order of precedence in Lean.