Assume that $k \le d$ is a positive integer and $\C$ is a finite collection of convex bodies in $\R^d$. We prove a Helly type theorem: If for every subfamily $\C^*\subset \C$ of size at most $\max \{d+1,2(d-k+1)\}$ the set $\bigcap \C^*$ contains a $k$-dimensional cone, then so does $\bigcap \C.$ One ingredient in the proof is another Helly type theorem about the dimension of lineality spaces of convex cones.