QuantRocket Python API Docs | dltHub
Build a QuantRocket-to-database pipeline in Python using dlt with AI Workbench support for Claude Code, Cursor, and Codex.
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The REST API base URL is http://houston and QuantRocket REST endpoints are served from the QuantRocket Houston service and are typically accessed from within the QuantRocket appliance/network; many endpoints accept unauthenticated internal requests or are protected by the QuantRocket cluster's internal auth mechanisms..
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 QuantRocket data in under 10 minutes.
What data can I load from QuantRocket?
Here are some of the endpoints you can load from QuantRocket:
| Resource | Endpoint | Method | Data selector | Description |
|---|---|---|---|---|
| version | /version | GET | Show QuantRocket version number | |
| db_databases | /history/databases | GET | List historical databases | |
| db_database | /history/databases/{code} | GET | Get database metadata for {code} | |
| account_rates | /account/rates.json | GET | Query exchange rates (supports output .json or .csv via extension) | |
| account_balances | /account/balances.json | GET | Query account balances (supports output .json or .csv) | |
| blotter_orders | /blotter/orders.json | GET | List blotter orders (supports filters and .csv/.json output) | |
| blotter_positions | /blotter/positions.json | GET | List blotter positions | |
| license_credentials | /license-service/credentials/{vendor} | GET | Return current API key for third-party provider (e.g., alpaca) | |
| history_queue | /history/queue | GET | Show historical data queue | |
| realtime_databases | /realtime/databases | GET | List realtime/tick databases | |
| master_universes | /master/universes/ | GET | List securities master universes | |
| houston_proxy_http | /proxy/http/{service}/{port}/{path} | GET | Generic HTTP proxy to a service via Houston |
How do I authenticate with the QuantRocket API?
The QuantRocket documentation treats Houston as an internal service (example URIs use "http://houston/..."). Authentication is normally handled by the QuantRocket deployment (service access controls) rather than a single public bearer/API-key header; third-party credentials (e.g., Alpaca) are configured via the license-service endpoints.
1. Get your credentials
- Log into your QuantRocket server/VM (or Docker container environment) 2) Use the license-service endpoints to PUT third-party credentials (e.g. PUT /license-service/credentials/{vendor}?api_key=...) or configure credentials via the QuantRocket web UI per provider 3) For service-to-service access within QuantRocket, use the internal network hostnames (houston) or the provided service proxy endpoints.
2. Add them to .dlt/secrets.toml
[sources.quantrocket_source] # QuantRocket uses internal service access; third-party API keys (when required) are set via license-service endpoints, not via dlt secrets.toml
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 QuantRocket 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 quantrocket_pipeline.py
If everything is configured correctly, you'll see output like this:
Pipeline quantrocket_pipeline load step completed in 0.26 seconds 1 load package(s) were loaded to destination duckdb and into dataset quantrocket_data The duckdb destination used duckdb:/quantrocket.duckdb location to store data Load package 1749667187.541553 is LOADED and contains no failed jobs
Inspect your pipeline and data:
dlt pipeline quantrocket_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 version and history/databases from the QuantRocket 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 quantrocket_source(None=dlt.secrets.value): config: RESTAPIConfig = { "client": { "base_url": "http://houston", "auth": { "type": "none", "": None, }, }, "resources": [ {"name": "history_databases", "endpoint": {"path": "history/databases"}}, {"name": "version", "endpoint": {"path": "version"}} ], } yield from rest_api_resources(config) def get_data() -> None: pipeline = dlt.pipeline( pipeline_name="quantrocket_pipeline", destination="duckdb", dataset_name="quantrocket_data", ) load_info = pipeline.run(quantrocket_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("quantrocket_pipeline").dataset() sessions_df = data.history_databases.df() print(sessions_df.head())
SQL (DuckDB example):
SELECT * FROM quantrocket_data.history_databases LIMIT 10;
In a marimo or Jupyter notebook:
import dlt data = dlt.pipeline("quantrocket_pipeline").dataset() data.history_databases.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 QuantRocket 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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