QTPyLib Python API Docs | dltHub
Build a QTPyLib-to-database pipeline in Python using dlt with AI Workbench support for Claude Code, Cursor, and Codex.
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QTPyLib provides a REST API for accessing trade information, open positions, and market data. The API is part of a web app for monitoring trades and positions. It supports both backtesting and live trading. The REST API base URL is http://localhost:5000 and API endpoints are unauthenticated by default; a startup password can be enabled for UI access..
dlt is an open-source Python library that handles authentication, pagination, and schema evolution automatically. dlthub provides AI context files that enable code assistants to generate production-ready pipelines. Install with uv pip install "dlt[workspace]" and start loading QTPyLib data in under 10 minutes.
What data can I load from QTPyLib?
Here are some of the endpoints you can load from QTPyLib:
| Resource | Endpoint | Method | Data selector | Description |
|---|---|---|---|---|
| algos | /algos | GET | List of algorithms managed by QTPyLib | |
| symbols | /symbols | GET | List of symbols available in the system | |
| trades | /trades | GET | Full list of executed trades | |
| algo_trades | /algo/{algo_name} | GET | Trades filtered by a specific algorithm | |
| bars | /bars/{resolution}/{symbol} | GET | Market data bars for a symbol at a given resolution | |
| trades_by_date | /trades/start_{YY-MM-DD}/end_{YY-MM-DD}/ | GET | Trades filtered by a date range | |
| algo_by_date | /algo/{algo_name}/start_{YY-MM-DD}/end_{YY-MM-DD}/ | GET | Trades for an algorithm within a date range | |
| bars_by_date | /bars/{resolution}/{symbol}/start_{YY-MM-DD}/end_{YY-MM-DD}/ | GET | Bars for a symbol/resolution within a date range |
How do I authenticate with the QTPyLib API?
When the web app starts it prints a password that can be used for UI login; API calls work without additional headers unless the password protection is enabled.
1. Get your credentials
- Start the QTPyLib reporting web app (e.g.,
qtpylib reports). - Observe the console output; it will display a line like
Web app password is: <password>. - Record that password for use with the UI or API if password protection is enabled.
- To disable the password entirely, restart the web app with the
--nopassflag.
2. Add them to .dlt/secrets.toml
[sources.qtpylib_source] password = "your_password_here"
dlt reads this automatically at runtime — never hardcode tokens in your pipeline script. For production environments, see setting up credentials with dlt for environment variable and vault-based options.
How do I set up and run the pipeline?
Set up a virtual environment and install dlt:
uv venv && source .venv/bin/activate uv pip install "dlt[workspace]"
1. Install the dlt AI Workbench:
dlt ai init --agent <your-agent> # <agent>: claude | cursor | codex
This installs project rules, a secrets management skill, appropriate ignore files, and configures the dlt MCP server for your agent. Learn more →
2. Install the rest-api-pipeline toolkit:
dlt ai toolkit rest-api-pipeline install
This loads the skills and context about dlt the agent uses to build the pipeline iteratively, efficiently, and safely. The agent uses MCP tools to inspect credentials — it never needs to read your secrets.toml directly. Learn more →
3. Start LLM-assisted coding:
Use /find-source to load data from the QTPyLib API into DuckDB.
The rest-api-pipeline toolkit takes over from here — it reads relevant API documentation, presents you with options for which endpoints to load, and follows a structured workflow to scaffold, debug, and validate the pipeline step by step.
4. Run the pipeline:
python qtpylib_pipeline.py
If everything is configured correctly, you'll see output like this:
Pipeline qtpylib_pipeline load step completed in 0.26 seconds 1 load package(s) were loaded to destination duckdb and into dataset qtpylib_data The duckdb destination used duckdb:/qtpylib.duckdb location to store data Load package 1749667187.541553 is LOADED and contains no failed jobs
Inspect your pipeline and data:
dlt pipeline qtpylib_pipeline show
This opens the Pipeline Dashboard where you can verify pipeline state, load metrics, schema (tables, columns, types), and query the loaded data directly.
Python pipeline example
This example loads trades and algos from the QTPyLib API into DuckDB. It mirrors the endpoint and data selector configuration from the table above:
import dlt from dlt.sources.rest_api import RESTAPIConfig, rest_api_resources @dlt.source def qtpylib_source(password=dlt.secrets.value): config: RESTAPIConfig = { "client": { "base_url": "http://localhost:5000", "auth": { "type": "api_key", "api_key": password, }, }, "resources": [ {"name": "trades", "endpoint": {"path": "trades"}}, {"name": "algos", "endpoint": {"path": "algos"}} ], } yield from rest_api_resources(config) def get_data() -> None: pipeline = dlt.pipeline( pipeline_name="qtpylib_pipeline", destination="duckdb", dataset_name="qtpylib_data", ) load_info = pipeline.run(qtpylib_source()) print(load_info)
To add more endpoints, append entries from the resource table to the "resources" list using the same name, path, and data_selector pattern.
How do I query the loaded data?
Once the pipeline runs, dlt creates one table per resource. You can query with Python or SQL.
Python (pandas DataFrame):
import dlt data = dlt.pipeline("qtpylib_pipeline").dataset() sessions_df = data.trades.df() print(sessions_df.head())
SQL (DuckDB example):
SELECT * FROM qtpylib_data.trades LIMIT 10;
In a marimo or Jupyter notebook:
import dlt data = dlt.pipeline("qtpylib_pipeline").dataset() data.trades.df().head()
See how to explore your data in marimo Notebooks and how to query your data in Python with dataset.
What destinations can I load QTPyLib data to?
dlt supports loading into any of these destinations — only the destination parameter changes:
| Destination | Example value |
|---|---|
| DuckDB (local, default) | "duckdb" |
| PostgreSQL | "postgres" |
| BigQuery | "bigquery" |
| Snowflake | "snowflake" |
| Redshift | "redshift" |
| Databricks | "databricks" |
| Filesystem (S3, GCS, Azure) | "filesystem" |
Change the destination in dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. See the full destinations list.
Next steps
Continue your data engineering journey with the other toolkits of the dltHub AI Workbench:
data-exploration— Build custom notebooks, charts, and dashboards for deeper analysis with marimo notebooks.dlthub-runtime— Deploy, schedule, and monitor your pipeline in production.
dlt ai toolkit data-exploration install dlt ai toolkit dlthub-runtime install
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