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Frequently asked questions

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  • Title
    Are all indices available through the basic subscription tier?
    Data Coverage Category

    Data Coverage

    Indices Category

    Indices

    Description
    No, and the ones it withholds are the famous ones: SPX, DJI, RUT and VIX all need a paid tier. Basic still reaches more than 10,000 of the 13,000-odd indices Massive publishes, and NDX and the Nasdaq Composite are among them.
  • Title
    Does Massive offer dark pool data?
    Data Coverage Category

    Data Coverage

    Stocks Category

    Stocks

    Description
    Yes. Off-exchange prints, which include dark pool executions, arrive on the ordinary trades feed and are identified by an exchange ID of 4. There is no separate dark pool endpoint, and no way to tell which individual venue a print came from.
  • Title
    Does Massive offer pre-market and after-hours data?
    FAQ Category

    FAQ

    Stocks Category

    Stocks

    Description
    Yes. Every extended-hours trade and quote is published, from 04:00 to 20:00 Eastern. There is no session parameter, so you select a session with timestamps, and expect far fewer aggregate bars outside regular hours because most extended-hours trades do not update a bar.
  • Title
    Does Massive support Greeks for index option contracts?
    Data Coverage Category

    Data Coverage

    Options Category

    Options

    Description
    Yes. Index option contracts carry the same Greeks, implied volatility and open interest as equity options. Query the chain from the options snapshot, which accepts the index either as I:SPX or as SPX.
  • Title
    Does Massive support options data for index contracts?
    Data Coverage Category

    Data Coverage

    Indices Category

    Indices

    Options Category

    Options

    Description
    Yes. Index options are covered by the Options subscription, and every options endpoint accepts them. The snapshot endpoints take the index either way, prefixed or bare, while the reference endpoints only accept the bare symbol, as in SPX.