Changelog

Two new REST endpoints turn raw SEC insider filings into signals you can act on.

Insider Trading Activity gives you aggregated daily insider buying and selling for any company. Instead of parsing individual filings, you get pre-computed daily totals across every director, officer, and 10%+ shareholder — purchase and sale counts, share and dollar volumes, and net buying or selling — drawn from SEC Form 4 and Form 5 filings. Use it to gauge insider sentiment, spot unusual activity, and screen the market by insider flow.

Insider Holdings gives you a clean roster of a company's insiders and the shares each one holds today. Each record consolidates an insider's roles, title, filing history, and direct and indirect holdings with ownership percentage, synthesized from all of their Form 3, 4, and 5 filings. Look up who a company's insiders are, track ownership stakes, and follow any insider across companies by CIK.

These join our filings endpoints — including SEC Forms 3, 4, and 5, 13-F institutional holdings, 10-K sections, 8-K disclosures, and risk factors — which are currently in open beta and free to use.

Crypto trades from Coinbase (exchange ID 1) had their side conditions reversed. Trades where the buyer initiated the trade were marked with condition 1 (Sell Side), and trades where the seller initiated the trade were marked with condition 2 (Buy Side). Our conditions describe the taker, the order that executed against the book. Coinbase reports the side of the maker, the order that was resting on the book, and we were passing that value through unchanged. Bitfinex, Bitstamp, and Kraken report the taker side, so their trades were not affected.

Coinbase trades now report the taker side. Real-time trades have been correct since October 11, 2026, across the XT WebSocket channel and the REST Trades, Last Trade, and Snapshot endpoints. We've also corrected all historical Coinbase trades, so the /v3/trades endpoint and crypto trades flat files now return the correct conditions for past dates too. Aggregates do not use these conditions and are unchanged.

If you've stored Coinbase trades or derived buy/sell flow from them, we recommend re-downloading that data. See Condition Codes for the definitions of each condition.

Two new U.S. options exchanges have joined the OPRA feed, and we now support both across REST, WebSockets, and Flat Files.

MX2 Options, MEMX's second options exchange, began trading on September 14, 2026 and appears as exchange ID 306. IEX Options launched on October 2, 2026 and appears as exchange ID 321, with symbols phasing in through the end of October.

Both exchanges are listed in the Exchanges API.

Trades and quotes for securities listed on NYSE Arca, NYSE American, Cboe, and IEX were returning tape: 1 (Tape A) instead of tape: 2 (Tape B). This affected widely held tickers including SPY and IWM. The CTA feed carries both Tape A and Tape B securities but doesn't include a tape field of its own, so every CTA message was stamped as Tape A.

We now derive the tape from the CTA network a message arrives on. Real-time trades and quotes have been correct since September 7, 2026 across WebSockets and the real-time REST endpoints. With this release, the daily historical pipeline carries the same value through to flat files and the /v3/trades and /v3/quotes endpoints.

Data for sessions before September 21, 2026 still reports tape: 1 for Tape B securities. To work out a security's tape for one of those sessions, call the Tickers API with the date parameter set to that session, which returns the listing venue as of that date rather than today's.

AI agents can now buy US stock data from Massive one request at a time, paying in USDC on Base over the x402 protocol. There's no Massive account to create and no API key to manage, just a wallet holding USDC. We built this with Coinbase, and their facilitator verifies every payment.

Intraday data points are based on Fair Market Value, our proprietary algorithm that generates an indication of a tradable instrument's value in real-time. Tick level data, streaming, and asset classes beyond US stocks aren't available over x402. Existing API keys and subscriptions are unchanged.

To get started, see the x402 Payments documentation.

We've expanded our economic data offerings with a new REST endpoint providing a daily snapshot of U.S. overnight funding conditions — one row per day showing how cheap or tight it is for banks and dealers to borrow cash overnight.

Each observation brings together the Fed's policy rates (effective fed funds rate, interest on reserve balances, and the target range), SOFR, and OBFR, plus volume and rate-distribution detail for SOFR and OBFR, the size of the NY Fed's overnight repo and reverse repo operations, and 90-day commercial paper rates for top-rated financial and nonfinancial issuers. Query by date or date range.

Use it to monitor short-term funding stress, track the transmission of monetary policy across secured and unsecured markets, analyze repo and reverse-repo flows, and support macroeconomic and rates research.

This endpoint is generally available and included in all plans.

Reference the Funding Conditions API Docs for more details.

We've started generating minute and second aggregates for index options contracts that trade during the 4:15–5:00 PM ET curb session. These trades weren't previously included in our aggregates.

This covers both new data going forward and a full backfill of historical data, so recent and past aggregates now include the curb session.

See the Aggregates endpoint for details.

We've launched a hosted Remote MCP Server, the easiest way to connect AI agents to Massive market data over the Model Context Protocol (MCP). There's nothing to install. Point your MCP client at the URL, sign in once with OAuth, and start querying.

• Zero setup. It's hosted at https://mcp.massive.com/, so there's no local server to run or maintain.
• Lower token usage. You get a small set of composable tools instead of dozens of individual endpoints, and the documentation is indexed automatically so it stays current.
• Access follows your plan. You can query any asset class included in your Massive subscription.

It works great with Claude Code, Claude Desktop, Cursor, and other clients that support MCP.

To get started, follow the Remote MCP Server quickstart.

We're expanding our SEC filings coverage with two new endpoints for categorized 8-K disclosures, now available in open beta:

• 8-K Disclosures - Material corporate events from 8-K filings, classified into a three-tier disclosure taxonomy. Ideal for event detection and alerts, event-driven strategies, M&A tracking, leadership-change monitoring, and corporate-action timelines.
• Disclosure Categories - The hierarchical taxonomy used to classify 8-K disclosure events, providing the controlled vocabulary of primary, secondary, and tertiary categories with descriptions and examples.

These complement our existing 8-K Text, Form 3, Form 4, 13-F, 10-K Sections, and SEC Filings Index endpoints.

The experimental Financials VX endpoint has been sunset as of June 22, 2026, and is no longer supported. It was deprecated on September 20, 2025.

It has been replaced by a broader, generally available set of Fundamentals APIs with expanded coverage and improved functionality:

• Balance Sheets
• Cash Flow Statements
• Income Statements

Depending on your plan, accessing the Fundamentals endpoints may require an upgrade or add-on. Individuals can use the Stocks Advanced plan or the Stocks Financials Add-on, and organizations can use the Stocks Business plan or the Stocks Financials for Business Add-on.

For entitlement questions or migration support, contact support@massive.com.

U.S. Futures market data is now available and has been promoted from public beta to stable v1. Full production access is now available across all three integration methods:

• REST Endpoints - Trades, quotes, aggregates, snapshots, contracts, products, schedules, exchanges, and market status
• WebSockets - Real-time streaming of aggregates, trades, and quotes
• Flat Files - Daily CSV downloads for large-scale historical data

This includes major futures contracts (ES, GC, CL, NG, and more) across CME, CBOT, COMEX, and NYMEX.

We're releasing new endpoints for SEC Form 3 and Form 4 filings, now available in open beta:

• Form 3 - Initial beneficial ownership filings by corporate insiders
• Form 4 - Changes in beneficial ownership by corporate insiders

These new endpoints add detailed insider ownership and transaction data, complementing our existing 13-F, 8-K Text, 10-K Sections, and EDGAR Index endpoints.

We're releasing a new endpoint for SEC Form 13-F filings, now available in open beta:

• 13-F Filings - Quarterly institutional investment holdings data

This endpoint provides detailed equity holdings reported by institutional investment managers with at least $100 million in assets under management, including share counts, market values, investment discretion, and voting authority.

Some historical tickers with complex corporate action histories, specifically those involving both dividends and reverse splits or multiple actions on the same date, were returning incorrect split-adjusted dividend cash amounts. These have been corrected and now reflect accurate cash equivalents normalized to the current share basis.

We're excited to introduce our first Alternative Data endpoints — non-traditional datasets that provide unique signals for investment research and competitive analysis beyond core market data.

Two new REST endpoints deliver European consumer spending data powered by daily credit card, debit card, and open banking transaction panels across the United Kingdom, Germany, France, Italy, Spain, and Austria:

• Merchant Aggregates - Daily aggregated consumer spending at merchants and payment processors, split by online, offline, and buy-now-pay-later (BNPL) channels. Data has a 30-day embargo for Individuals and 7 for Businesses. Includes Bloomberg ticker mapping for ~250 US public companies, spend metrics, and rolling account counts for normalization.
• Merchant Hierarchy - Reference data mapping ~3,500 merchants to parent companies, tickers, sectors, and industries. Use for point-in-time joins with merchant aggregates data to capture corporate changes over time.

Historical data back to 2016. Available on Individual ($99/mo) and Business (contact sales) plans.

Learn more on the Consumer Spending product page.

We've expanded our SEC filings coverage with two new endpoints, now available in open beta:

• 8-K Text - Parsed plain-text content from 8-K filings
• Filings Index - Master index of all SEC filings with metadata and direct links

These complement the existing 10-K Sections and Risk Factors endpoints, giving you complete access to the most important filing types in clean, easy-to-use formats.

Our stock data now includes fractional share precision. Trade reporting infrastructure has been updated industry-wide to capture exact quantities, reflecting the growing prevalence of fractional share trading.

REST APIs:

• Trades: New decimal_size field with exact executed quantity as a decimal string
• Unified Snapshot v3:
  • decimal_size on the last-trade field
  • decimal_volume on the last-minute and session fields
• Snapshots v2:
  • ds on the last-trade field
  • dv on the day field
  • dv and dav on the min agg field

WebSocket APIs:

• Trades: New ds field for exact trade quantity
• Aggs: New dv and dav fields

Flat Files:

• Trades: size field is now a decimal (exact trade quantity). Historical files remain unchanged.
• Aggs: volume field is now a decimal.

We've expanded our economic data offerings with a new REST endpoint providing monthly labor market indicators from the Federal Reserve. Access key employment metrics including unemployment rate, labor force participation rate, average hourly earnings, and job openings data—with historical data dating back decades.

This endpoint is generally available and included in all plans.

Reference the Labor Market API Docs for more details.

We've added a new endpoint to our Benzinga partnership: Bulls Bears Say. This dataset provides analyst bull and bear case summaries for publicly traded companies, offering concise summaries of both bullish and bearish investment arguments to help investors evaluate both sides before making decisions. Each entry includes the key points for and against investing in a particular stock.

Like other Benzinga datasets, Bulls Bears Say is offered as a separate expansion plan with options for both businesses and individuals.

We're releasing a new endpoint for extracting specific sections from SEC 10-K filings, now available in open beta:

• 10-K Sections — Plain-text content of specific sections from SEC filings

This endpoint provides clean, structured text extracted directly from filings. Currently supports Business and Risk Factors sections, with additional sections coming soon.

We've launched a new experimental endpoint for stock float data. This endpoint provides the number of shares available for public trading, excluding restricted and insider-held shares.

Reference the Float Docs for more details.

We're releasing two new endpoints for SEC filing risk analysis, now available in open beta:

• Risk Factors — Individual risk factors extracted from SEC filings
• Risk Categories — Categorized groupings of risk factors

Use these endpoints to analyze disclosed risks across companies, track how risk disclosures change over time, or compare risk profiles within a sector.

Our documentation now supports the llms.txt specification. AI coding tools can fetch documentation directly using massive.com/docs/rest/llms.txt, which provides an index of available endpoints. To get all documentation in one file, use llms-full.txt.

Every endpoint page is also available as markdown by adding .md to the URL, or click the "Open as Markdown" button on any docs page. All exports include complete parameter documentation, response schemas, and sample responses.

We're releasing new Splits and Dividends endpoints. The key addition is historical_adjustment_factor for both endpoints, which provides cumulative factors that normalize historical prices to today's basis. This makes historical price and flat-file adjustments easier and more consistent.

Other improvements from the previous version include standardized point-in-time symbology that matches price data, clearer categorization (forward splits, reverse splits, stock dividends for splits; expanded distribution types for dividends), and removal of unsupported tickers for cleaner data.

The Benzinga News v1 API has been officially sunset and is no longer available. Users should migrate to the Benzinga News v2 API, which was announced in October and includes small breaking changes that enabled real-time delivery architecture.

The v2 API provides faster access to breaking financial news and market-moving stories as they happen. Reference the Benzinga News v2 documentation for details.

We've expanded real-time delivery capabilities across additional Benzinga datasets. Following the launch of real-time delivery for Benzinga News in October, real-time updates are now available for Analyst Ratings, Analyst Insights, and Earnings. If you're already subscribed to these datasets, you'll automatically receive real-time data with no additional steps required.

Starting today, the bid_size and ask_size fields for stock quotes will begin to report shares instead of round lots. This change aligns with the SEC's Market Data Infrastructure (MDI) Rules, which are designed to modernize equity market data reporting for better transparency and efficiency. To maintain consistency across the entire dataset, we'll also soon regenerate historical stock quote flat files so that size values are expressed in shares throughout.

Read more

Polygon.io started as an underdog effort to make US financial market data accessible to all. What began as an improbable idea grew in momentum until the landscape itself began to change. As access became less of an obstacle, we found ourselves standing at the edge of something far bigger than the mission we first imagined. We saw an industry that ran on patchwork integrations and duplicated effort, with no unified way to work across markets. Our focus shifted from breaking through a closed system to imagining the ecosystem on the other side.

Behind the scenes, we began a journey to engineer the foundation of that next ecosystem, an effort that pushed us to think more boldly about the future we wanted to create. From that work emerged a larger vision: a platform built to bring the world's financial data together, enable frictionless analysis, and provide access through every modern interface.

Today, Polygon.io becomes Massive, a name worthy of the scale of the undertaking ahead and the natural continuation of our mission. Thanks for being part of our journey, and here's to a massive leap forward in financial market data.

Read the full announcement

We've launched a v2 version of the Benzinga News API which supports real-time delivery of the Benzinga News feed. This enhanced version provides faster access to breaking financial news and market-moving stories as they happen.

Reference the Benzinga News API v2 Docs for more details.

We've partnered with ETF Global to launch 5 new APIs for comprehensive ETF data. These APIs provide extensive coverage with years of history and daily updates:

• Profiles — Detailed fund profiles with exposure breakdowns
• Fund Flows — Daily inflows and outflows tracking
• Constituents — Complete ETF holdings data
• Taxonomies — Strategic classification and categorization systems
• Analysis — Proprietary risk, reward, and quantitative scoring metrics

Each dataset starts at $99/month for individual users, with business plans also available. These datasets complement the US ETF trade, quote, and aggregate data which remains available in our stocks plans.

We've added a filing_date field to three key fundamentals endpoints to indicate when the information was officially filed and made available:

• Income Statements
• Cash Flow Statements
• Balance Sheets

This enhancement provides better transparency into the timing of financial data availability, helping users distinguish between the reporting period and when the data became publicly accessible.

Our NYSE Net Order Imbalance feed is now generally available. It provides real-time visibility into buy and sell pressure ahead of open, close, and intraday auctions showing imbalances, paired shares, and indicative clearing prices. The feed covers all NYSE-listed tickers and is offered as an add-on for individuals and business users.

View the NYSE Net Order Imbalances WebSocket Docs for more details.

The experimental Financials API is now deprecated. This API has been replaced by our new Income Statements, Cash Flow Statements, and Balance Sheets endpoints, which provide more comprehensive and reliable access to company fundamentals.

If you are currently using the experimental Financials API, we recommend transitioning to the new endpoints as soon as possible to ensure uninterrupted access to financial data.

We're excited to announce four new endpoints for company financials and ratios:

• Income Statements
• Cash Flow Statements
• Balance Sheets
• Ratios

These APIs give you direct access to comprehensive company fundamentals dating back to 2009, covering roughly 6,700 public companies with quarterly, annual, and TTM data that updates daily. The Ratios API offers daily valuation, profitability, liquidity, and leverage metrics for around 4,400 active tickers, including P/E, EV/EBITDA, and Return on Equity. The new endpoints are available today for users on our Stocks Advanced and Stocks Business plans, or as add-ons starting at $29/month, and replace the experimental Financials API, which is now deprecated.

We've resolved an issue where certain stocks business products weren't receiving official close prices at the correct time. Previously, aggregates that should have included the official close price 15 minutes after market close were delayed until midnight. All products now correctly receive official close prices from aggregates and snapshot v3 endpoints at the appropriate time based on their plan permissions.

We've significantly expanded the plan information shown in our documentation to help you make more informed decisions. Each plan now displays comprehensive details including data access permissions, data recency, historical coverage, and update frequencies for every dataset. This enhanced transparency makes it easier to understand exactly what's included with each plan.

We've fixed an issue in the Conditions API where condition 17 for stock trades was incorrectly reported. The API now correctly indicates that condition 17 is eligible to update open and close prices in aggregates.

We've fixed an issue in our Snapshot v3 endpoint that, in certain cases, prevented underlying_asset.price and break_even_price from being returned for options contracts.

These fields are now consistently populated for options tickers. underlying_asset.price will reflect your plan's data for the underlying stock or index.

We've added a new REST endpoint for inflation expectations, showing how markets and models anticipate inflation across different time horizons. It complements our recently released inflation endpoint, which provides historical actuals.

Use it to track inflation sentiment, compare near-term and long-term outlooks, and support macroeconomic or fixed-income analysis.

Reference the Inflation Expectations API Docs for more details.

After years of quietly shipping behind the scenes, we've just made it easier for you to see what we're working on.

Going forward, you can expect updates on what's new, what's fixed, and what's being replaced with something better.

Check back as often as you'd like, but if you ever wonder “Was this always here?”, the answer now lives here.

We'll be sunsetting the Level 2 Crypto WebSocket on August 11, 2025. We're making this change so that we can keep focus on the performance and reliability of core features of our platform.

The Level 2 Crypto WebSocket was deprecated in June 2024, and we have reached out by email regarding the sunset to anyone with recent usage. After August 11, 2025, the Level 2 Crypto WebSocket will no longer be available.

We've released a major version update to our Javascript/Typescript client library, as well as a beta branch for our JVM Client.

Both of these releases leverage code-gen to automatically update the client from our OpenAPI spec whenever our API changes. The goal of these updates is to improve the developer experience by ensuring that the library is always in sync with the API.

You can find the latest versions of our client libraries, as well as examples to get up and running on our GitHub.

The Futures Beta is now live for early testers. We're rolling out access in batches to users who requested it over the last few months. Those accepted into the beta will have access to a new tab in the dashboard to leave feedback and report issues.

Including real-time futures data from CME, CBOT, NYMEX, and COMEX on our platform is part of our mission to modernize the infrastructure that powers financial markets.

If you didn't request access but are interested in trying it out, go to the futures page to be added to the waitlist.

Our Limit Up - Limit Down (LULD) WebSocket feed is now available for individuals on the Stocks Advanced plan, as well as business users with the Stocks Full Market Expansion. This feed provides real-time updates on LULD status changes for US stocks, allowing users to monitor trading halts and price bands.

Reference the LULD WebSocket Docs for more details.

We've expanded our economic data offerings with a new REST endpoint that provides monthly inflation observations from the US Government going back to 1947. This API allows users to access key inflation metrics like the Consumer Price Index (CPI) and Personal Consumption Expenditures (PCE) index. This API is generally available and included in all plans.

Reference the Inflation API Docs for more details.

We've resolved several issues with our Ticker Overview and All Tickers endpoints with the migration to a new and better architecture.

• Duplicate results which were being returned from the All Tickers endpoint have been removed, and each ticker should now return a single, unique result
• Logos are now consistently returned from the Ticker Overview endpoint
• We've corrected some historical tickers which used inconsistent symbology such as BRK/A rather than our standard BRK.A symbology
• Indices and FX tickers now support filtering by the active attribute
• We've made coverage for FX tickers more reliable

In 2022, we introduced a set of products aimed at making market data simpler and more accessible for businesses. As demand grew and the concept matured, we expanded on these ideas and developed them into our foundational business plans. These plans preserve the same ease of access while offering greater flexibility for more advanced use cases.

In early 2024, we began migrating users from Launchpad to these new business plans. Today, we're officially retiring Launchpad.

To the businesses who joined us early on this journey: thank you for taking the leap into new territory with us, and we look forward to continuning to evolve in new directions together.

We've partnered with TMX to include their comprehensive global corporate events calendar data (formerly Wall Street Horizon) via our REST API. This dataset includes 20+ types of historical and upcoming events which can impact stock prices, including:

• Earnings Announcements
• Corporate Action Dates
• Business Updates
• Analyst Days

Access is available via an expansion plan, with options available for both businesses and individuals.

Reference the TMX Corporate Events Docs for more details.

We've launched a new business-focused section of the site with clearer content on our plans and pricing. Nearly two years ago, we introduced Stocks for Business and Options for Business, plans designed to give companies immediate access to market data without needing exchange approval. They combine the most comprehensive sources available outside the scope of exchange licensing. For teams that do need exchange-licensed data, we offer expansions that layer those datasets onto the core plans. The new section helps clarify how these options work and what they cost. You can explore them under the "Business" menu in the main navigation.

Our Short Interest and Short Volume data for US Stocks is now generally available, and so is our Treasury Yield endpoint. These APIs are now marked as stable and can be used in production environments.

Reference the Short Interest Docs, Short Volume Docs, and Treasury Yield Docs for more details.

We've partnered with Benzinga to expand our data coverage with a new suite of structured financial datasets. The following datasets are now accessible via Massive's REST APIs:

• Analyst Ratings
• Analyst Insights
• Corporate Guidance
• Earnings
• Financial News

Each dataset is offered as a separate expansion plan, with options available for both businesses and individuals.

Read the Benzinga partnership announcement

We've open-sourced the MCP Massive Server, a lightweight Python server that makes Massive market data available using the Model Context Protocol (MCP), a standard interface for structured data delivery to AI agents and tools. This project makes it easy to serve market data to any MCP-compatible system.

GitHub: massive-com/mcp_massive

We've launched a new experimental endpoint for Treasury Yield data from the US Government. This endpoint provides access to daily yield rates for various maturities dating back to 1962, allowing users to analyze trends and their impact on financial markets.

Reference the Treasury Yield Docs for more details.

We've launched new experimental endpoints for Short Interest and Short Volume data for US Stocks. These endpoints provide access to key metrics for understanding short selling activity in the market.

Reference the Short Interest Docs and Short Volume Docs for more details.