Discover comprehensive answers and solutions for using Massive. This section addresses frequent questions about platform navigation, data access, troubleshooting, and effective usage strategies, ensuring a smooth experience with our extensive financial data services.
Knowledge Base
FAQ
- Title
- Does Massive offer pre-market and after-hours data?
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- Yes, we provide data for every trade that occurs, including during pre-market and after-hours. Our tick-level market data streams during these extended hours as well.
- Title
- How do you read an options symbol?
- FAQ Category
FAQ
- How To Category
How To
- Options Category
Options
- Description
- Reading option symbols can be quite confusing at first glance. An option contract symbol is separated into 4 parts.
- Title
- How does Massive create the OHLCV (open, high, low, close, volume) aggregate bars?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- Massive uses the “Sale Conditions” attached to each trade to determine if that trade is eligible to update the aggregate
- Title
- How to get started with Flat Files & S3 on Massive
- FAQ Category
FAQ
- How To Category
How To
- Description
- Explore vast financial datasets with Massive’s S3 integration. Easy setup with AWS CLI, Rclone, MinIO, or Boto3. See guide for details.
- Title
- Where does Massive’s Options data come from?
- FAQ Category
FAQ
- Options Category
Options
- Sources Category
Sources
- Description
- We receive our options data directly from the Options Price Reporting Authority (OPRA)
- Title
- Where does Massive’s Stock data come from?
- Data Coverage Category
Data Coverage
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- Massive sources its U.S. stock market data from venues including the Securities Information Processors (SIPs), which consolidate quotes and trades from all exchanges, direct connections to major U.S. stock exchanges, FINRA Trading Facilities for off-exchange trades, the OTC Reporting Facility, Alternative Trading Systems (ATSs), and other data sources.
- Title
- Can I create multiple Massive API keys?
- Account Category
Account
- FAQ Category
FAQ
- Description
- Yes, it is possible to create as many API keys as you want. You can create, edit, or delete API keys in your dashboard at any time.
- Title
- Can I execute trades through Massive’s platform?
- FAQ Category
FAQ
- Description
- Unfortunately, no. We do not provide a platform for executing trades. We are a market data provider specializing in providing real-time and historical Stock, Forex, Crypto, and Options data to individual users as well as businesses.
- Title
- How does Massive create aggregate bars?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- Massive calculates aggregate bars using clear rules that determine which trades contribute to the Open, High, Low, Close, and Volume values for a given time period.
- Title
- How does Massive deal with minutes where no trades occurred?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- If no trades occur during an aggregate period, no aggregate bar will be generated and for tick data, if no trades occur, no tick data will be available.
- Title
- How does Massive handle options contract adjustments?
- FAQ Category
FAQ
- Options Category
Options
- Description
- Massive reflects OCC/OPRA option contract adjustments after corporate actions. This explains why some adjusted contracts include a digit like `1` in the contract symbol and how to identify adjusted contracts using Massive’s options reference fields.
- Title
- How does Massive handle ticker changes and acquisitions?
- FAQ Category
FAQ
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Our market data is point-in-time, meaning the data is returned as it happened on a specific date.
- Title
- How does Massive treat hourly bars when querying regular trading hours (9:30 AM - 4PM EST)?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- Our aggregates “snap” the time spans to the beginning of each timespan resolution. Snapping a time parameter means changing that time parameter to include a wider range to ensure all the aggregate bars are full.
- Title
- How many Massive WebSocket connections can I use at one time?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Each account comes with access to one simultaneous WebSocket connection per cluster.
- Title
- How many tickers can you subscribe to on a single Massive WebSocket connection?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- There is no limitation on our side to the number of tickers you can subscribe to at once as long as you can consume the data fast enough.
- Title
- How much data is streamed through Massive’s WebSockets?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- We stream our market data exactly as we receive it. Every single trade and NBBO quote is sent in real-time through the WebSockets.
- Title
- How does Massive’s feeds handle canceled trades?
- FAQ Category
FAQ
- Trades Category
Trades
- Description
- All trades that occur will be included in our data feed, even if they are later canceled. Canceled trades are indicated by the Trade Correction field ‘e’.
- Title
- How quickly can I access Massive’s market data?
- FAQ Category
FAQ
- Description
- Our free stock price API, stocks reference data, currency, options, and crypto data can all be accessed immediately after you sign up.
- Title
- How should I go about reporting a possible Massive data discrepancy?
- FAQ Category
FAQ
- Support Category
Support
- Description
- For any troubleshooting assistance, please contact [email protected] or use the widget in the bottom right corner of the screen.
- Title
- Is Massive’s stock data adjusted for splits or dividends?
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- We support historical market data that is adjusted for splits, but not dividends.
- Title
- What are pro and non-pro classifications for Massive’s options data?
- Business Category
Business
- FAQ Category
FAQ
- Options Category
Options
- Description
- For our real-time Options plan for individuals, OPRA requires that we collect and maintain personal information and employment information to classify market data subscribers as either non-professional or professional based on usage and registration status.
- Title
- What are pro and non-pro classifications for Massive’s stock data?
- Business Category
Business
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- For our real-time Stocks plan for individuals, the SIPs require that we collect and maintain personal information and employment information to classify market data subscribers as either non-professional or professional based on usage and registration status.
- Title
- What are the Securities Information Processors (SIPs)?
- FAQ Category
FAQ
- Sources Category
Sources
- Description
- Securities Information Processors (SIPs) are regulatory bodies that process and consolidate bid/ask quotes and trades from all trading exchanges into a single data feed.
- Title
- What does Massive do with delisted tickers?
- FAQ Category
FAQ
- Description
- Survivorship bias refers to the tendency to focus on the performance of existing stocks or funds without considering those that have failed.
- Title
- What is market cap and how does Massive calculate that value?
- FAQ Category
FAQ
- Reference Data Category
Reference Data
- Description
- Market cap—or market capitalization—refers to the total value of all a company’s shares of stock. Market cap equals the current share price multiplied by the number of weighted shares outstanding.
- Title
- What is the difference between RESTful APIs and WebSockets?
- FAQ Category
FAQ
- REST Category
REST
- WebSockets Category
WebSockets
- Description
- A RESTful API is a way of designing an application program interface (API) that uses HTTP requests to access and manipulate data.
- Title
- Which timestamps are returned for Massive’s stock trades and NBBO quotes?
- FAQ Category
FAQ
- Quotes Category
Quotes
- Trades Category
Trades
- Description
- We return a UNIX UTC/GMT nanosecond timestamp for each trade and quote.
- Title
- Why am I “not authorized” when attempting to connect to Massive’s WebSockets
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Our WebSockets are only available through our paid subscriptions. If you receive a “not authorized” message, you’ll need to upgrade your account to access the WebSockets.
- Title
- Why am I receiving a late aggregate bar through Massive’s WebSockets?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Aggregate bar delays are intentional and designed for quality assurance purposes on our end.
- Title
- Why are there missing aggregates in Massive’s data?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Trades Category
Trades
- Description
- We do not populate an aggregate unless the Open, High, Low, Close values changed or there were eligible trades that occurred during that aggregate period.
- Title
- Why are ticker symbols with dashes ‘-’ not showing in Massive’s system? Example - BRK-A
- FAQ Category
FAQ
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- We use the same ticker symbol layout as the SIPs. For any ticker symbol that has a “-” dash, we replace that with a “.” dot.
- Title
- Why do Massive WebSocket disconnects happen?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- WebSocket disconnects can happen for various reasons. One common reason is when market data is not being consumed fast enough
- Title
- Why does volume return as a FLOAT value from the Aggregates Endpoint?
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- These decimal values are entirely normal when requesting adjusted data for stocks that have split.
- Title
- Why is Massive’s market data different from other providers?
- Data Coverage Category
Data Coverage
- FAQ Category
FAQ
- Sources Category
Sources
- Description
- We source our data directly from the SIPs (Securities Information Processors), which includes every single trade and NBBO quote that occurs on any of the 19 US exchanges.
