Lean.DataSource.ThetaData/thetadata.json at master · QuantConnect/Lean.DataSource.ThetaData · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
{
  "description": "ThetaData provides a high-performance desktop interface to dozens of market data feeds. The QuantConnect integration enables research, backtesting, optimization, and live trading across multiple asset classes. ThetaData utilizes a specialized terminal built on the Java SDK.",
  "platforms-features": [
    {
      "Platform Support": ["Cloud Platform", "Local Platform", "LEAN CLI"],
      "Download Data": [0, 1, 1],
      "Backtesting": [0, 1, 1],
      "Optimization": [0, 1, 1],
      "Live Trading": [0, 1, 1]
    }
  ],
  "data-supported": ["Equity", "Equity Options", "Indexes", "Index Options"],
  "documentation": "/docs/v2/lean-cli/datasets/thetadata",
  "more-information": "https://www.thetadata.net/",
  "module-specification": {
    "download": {
      "data-types": [
        "OpenInterest",
        "Trade",
        "Quote",
        "Universe"
      ],
      "resolutions": [
        "Tick",
        "Second",
        "Minute",
        "Hour",
        "Daily"
      ],
      "security-types": [
        "Equity",
        "Option",
        "Index",
        "IndexOption"
      ],
      "markets": [
        "USA"
      ]
    }
  }
}