QuantConnect
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+<!--- This template provides sections for bugs and features. Please delete any irrelevant sections before submitting -->
+
+#### Expected Behavior
+<!--- Required. Describe the behavior you expect to see for your case. -->
+
+#### Actual Behavior
+<!--- Required. Describe the actual behavior for your case. -->
+
+#### Potential Solution
+<!--- Optional. Describe any potential solutions and/or thoughts as to what may be causing the difference between expected and actual behavior. -->
+
+#### Reproducing the Problem
+<!--- Required for Bugs. Describe how to reproduce the problem. This can be via a failing unit test or a simplified algorithm that reliably demonstrates this issue.  -->
+
+#### System Information
+<!--- Required for Bugs. Include any system specific information, such as OS. -->
+
+#### Checklist
+<!--- Confirm that you've provided all the required information. -->
+<!--- Required fields --->
+- [ ] I have completely filled out this template
+- [ ] I have confirmed that this issue exists on the current `master` branch
+- [ ] I have confirmed that this is not a duplicate issue by searching [issues](https://github.com/QuantConnect/Lean/issues)
+<!--- Required for Bugs, feature request can delete the line below. -->
+- [ ] I have provided detailed steps to reproduce the issue
+
+<!--- Template inspired by https://github.com/stevemao/github-issue-templates -->
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+
+<!--- Provide a general summary of your changes in the Title above -->
+
+#### Description
+<!--- Describe your changes in detail -->
+
+#### Related Issue
+<!--- This project only accepts pull requests related to open issues -->
+<!--- If suggesting a new feature or change, please discuss it in an issue first -->
+<!--- If fixing a bug, there should be an issue describing it with steps to reproduce -->
+<!--- Please link to the issue here: -->
+
+#### Motivation and Context
+<!--- Why is this change required? What problem does it solve? -->
+
+#### Requires Documentation Change
+<!--- Please indicate if these changes will require updates to documentation, and if so, specify what changes are required -->
+
+#### How Has This Been Tested?
+<!--- Please describe in detail how you tested your changes. -->
+<!--- Include details of your testing environment, and the tests you ran to -->
+<!--- see how your change affects other areas of the code, etc. -->
+
+#### Types of changes
+<!--- What types of changes does your code introduce? Put an `x` in all the boxes that apply: -->
+- [ ] Bug fix (non-breaking change which fixes an issue)
+- [ ] Refactor (non-breaking change which improves implementation)
+- [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
+- [ ] New feature (non-breaking change which adds functionality)
+- [ ] Breaking change (fix or feature that would cause existing functionality to change)
+- [ ] Non-functional change (xml comments/documentation/etc)
+
+#### Checklist:
+<!--- The following is a checklist of items that MUST be completed before a PR is accepted -->
+<!--- If you're unsure about any of these, don't hesitate to ask. We're here to help! -->
+- [ ] My code follows the code style of this project.
+- [ ] I have read the **CONTRIBUTING** [document](https://github.com/QuantConnect/Lean/blob/master/CONTRIBUTING.md).
+- [ ] I have added tests to cover my changes. <!--- If not applicable, please explain why -->
+- [ ] All new and existing tests passed.
+- [ ] My branch follows the naming convention `bug-<issue#>-<description>` or `feature-<issue#>-<description>`
+
+<!--- Template inspired by https://www.talater.com/open-source-templates/#/page/99 -->
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+name: Build & Test
+
+on:
+  push:
+    branches: ["*"]
+
+jobs:
+  build:
+    runs-on: ubuntu-20.04
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Free space
+        run: df -h && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
+
+      - name: Checkout Lean Same Branch
+        id: lean-same-branch
+        uses: actions/checkout@v2
+        continue-on-error: true
+        with:
+          ref: ${{ github.ref }}
+          repository: QuantConnect/Lean
+          path: Lean
+
+      - name: Checkout Lean Master
+        if: steps.lean-same-branch.outcome != 'success'
+        uses: actions/checkout@v2
+        with:
+          repository: QuantConnect/Lean
+          path: Lean
+
+      - name: Move Lean
+        run: mv Lean ../Lean
+
+      - name: Run Image
+        uses: addnab/docker-run-action@v3
+        with:
+          image: quantconnect/lean:foundation
+          options: -v /home/runner/work:/__w --workdir /__w/Lean.DataSource.ThetaData/Lean.DataSource.ThetaData -e QC_THETADATA_USERNAME=${{ secrets.THETADATA_USERNAME }} -e QC_THETADATA_PASSWORD=${{ secrets.THETADATA_PASSWORD }} -e QC_JOB_USER_ID=${{ secrets.JOB_USER_ID }} -e QC_API_ACCESS_TOKEN=${{ secrets.API_ACCESS_TOKEN }} -e QC_JOB_ORGANIZATION_ID=${{ secrets.JOB_ORGANIZATION_ID }}
+
+      - name: Build QuantConnect.ThetaData
+        run: dotnet build ./QuantConnect.ThetaData/QuantConnect.DataSource.ThetaData.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
+
+      - name: Build QuantConnect.ThetaData.Tests
+        run: dotnet build ./QuantConnect.ThetaData.Tests/QuantConnect.DataSource.ThetaData.Tests.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
+
+      - name: Run QuantConnect.ThetaData.Tests
+        run: dotnet test ./QuantConnect.ThetaData.Tests/bin/Release/QuantConnect.Lean.DataSource.ThetaData.dll