This category encompasses all topics related to the range and extent of data available through Massive. It includes discussions and information about the various types of financial data we provide, such as real-time and historical data for stocks, indices, options, forex, and cryptocurrencies.
Knowledge Base/Data Coverage
Knowledge Base
Data Coverage
- 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 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.
- Title
- Where does Massive's stock data come from?
- Data Coverage Category
Data Coverage
- FAQ Category
FAQ
- Sources Category
Sources
- Stocks Category
Stocks
- Description
- From the two US securities information processors, the Consolidated Tape Association and the UTP plan, which consolidate every US exchange, plus the FINRA facilities that carry off-exchange prints. That is the whole tape, not a sample of venues.
- Title
- Does Massive have a market holiday or status page?
- Data Coverage Category
Data Coverage
- Reference Data Category
Reference Data
- Description
- Yes, as two API endpoints rather than a web page. /v1/marketstatus/now returns whether each exchange is open, in pre-market or after-hours, and /v1/marketstatus/upcoming returns the coming holidays with their early-close times.
- Title
- Does Massive have an endpoint that returns the latest trades, quotes and aggregates in one request?
- Aggregates Category
Aggregates
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Yes, the unified snapshot at /v3/snapshot. Pass a list of tickers across any asset classes and each result carries the last trade, the last quote, the current session and, for options, the Greeks. It is the current state, not history.
- Title
- Does Massive have data for any options that are traded after 4 PM ET?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Description
- Yes. Massive publishes every options print whatever time it happened. Most contracts stop with the equity market at 16:00 Eastern, while broad-based index and ETF options trade on to about 16:15, and their prints are on the trades feed like any other.
- Title
- Does Massive offer any technical indicators?
- Data Coverage Category
Data Coverage
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Yes, four calculated for you: simple and exponential moving averages, RSI and MACD, on their own endpoints and included with every plan including the free tier. Anything else you build from the aggregate bars.
- Title
- Does Massive offer international data?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Equities and options are US only. Forex and crypto are global, and the index coverage includes non-US benchmarks such as MSCI EAFE and Cboe Europe 50. To reach a foreign company, use its US-listed ADR, which is a stock like any other.
- Title
- Does Massive offer Level 2 data?
- Crypto Category
Crypto
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- WebSockets Category
WebSockets
- Description
- No. Massive publishes NBBO quotes, the single best bid and offer across US exchanges, but not full market depth or an order book, for any asset class. The closest available data is the NBBO history and every individual trade with its exchange.
- Title
- Does Massive offer sample code?
- Data Coverage Category
Data Coverage
- How To Category
How To
- Description
- Yes. Client libraries and runnable examples are published on GitHub, and the documentation carries a code sample for every endpoint. The quickest start is a client library for your language rather than raw HTTP.
- Title
- Does Massive provide the filing date for any financial reports?
- Data Coverage Category
Data Coverage
- Financials Category
Financials
- Reference Data Category
Reference Data
- Description
- Yes. Every record on the financials endpoints carries a filing_date, including the trailing-twelve-month ones, where it is the date of the most recent filing that fed the period rather than the date the period was first reported.
- Title
- Does Massive support commodities data?
- Data Coverage Category
Data Coverage
- Forex Category
Forex
- Description
- Yes, through the Futures subscription: crude oil, natural gas, gold, silver, copper, platinum, palladium, corn, wheat and soybeans all have live contracts. Gold and silver are additionally available as forex pairs on the Currencies subscription.
- Title
- How can I redistribute Massive's market data?
- Business Category
Business
- Data Coverage Category
Data Coverage
- Description
- Redistribution needs a commercial licence, not an individual subscription. Showing data to your own users, publishing it, or passing it to another party all count. Several commercial plans are self-serve on the business page; the rest go through sales.
- Title
- How much historical stock data does Massive have?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Everything starts on 10 September 2003: aggregate bars, tick trades and NBBO quotes all begin that day for listed US stocks. OTC history is much shorter, starting 31 December 2021. How much you can reach depends on your plan.
- Title
- Does Massive have market data outside of normal trading hours?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Yes. Trades and quotes are published from 04:00 to 20:00 Eastern for US stocks, and forex and crypto run around the clock. Select an extended-hours window with epoch timestamps, because there is no session parameter.
- Title
- What are the different Massive subscriptions I can use?
- Account Category
Account
- Data Coverage Category
Data Coverage
- Description
- There are five subscriptions, one per asset class: Stocks, Options, Indices, Currencies (Forex and Crypto) and Futures. They are bought independently, and each has tiers from a free end-of-day tier up to real-time tick data.
- Title
- What are the different types of tickers that Massive supports?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Twenty-four for stocks, from common and preferred shares to ETFs, ETNs, warrants, rights, bonds, funds and four classes of American Depositary Receipt. Every ticker carries a type code, and the ticker types endpoint returns the full list.
- Title
- What fields can I expect from Massive's financials API?
- Data Coverage Category
Data Coverage
- Financials Category
Financials
- Reference Data Category
Reference Data
- Description
- A fixed, flat set per endpoint. Income statements, balance sheets, cash flow statements and ratios each have their own endpoint and their own named columns, every record carrying period_end, filing_date, fiscal_quarter, fiscal_year and timeframe.
- Title
- What symbols and exchanges are included in Massive's data?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Stocks Category
Stocks
- Description
- All of the US equities and options exchanges plus the off-exchange reporting facilities, five crypto exchanges, and institutional banks for forex. The exchanges endpoint returns the authoritative list with the integer ids that appear in every trade and quote.
- Title
- Why is Massive's market data different from other providers?
- Data Coverage Category
Data Coverage
- FAQ Category
FAQ
- Sources Category
Sources
- Description
- Usually because of four things: which trades are eligible to update a bar, which timestamp the data is bucketed on, whether prices are split-adjusted, and whether late corrections have been applied. All four are checkable.
