# WebSocket
## Crypto
# WEBSOCKET
## Crypto
### Aggregates (Per Minute)
**Endpoint:** `WS /crypto/XA`
**Description:**
Stream minute-by-minute aggregated OHLC (Open, High, Low, Close) and volume data for a specified cryptocurrency pair via WebSocket. These aggregates update continuously in Coordinated Universal Time (UTC). If no trades occur within a given minute, no bar is emitted, transparently indicating a period without trading activity. This endpoint provides a live feed of aggregated bars, enabling users to monitor intraday price movements, refine trading strategies, and power real-time crypto market visualizations.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, market research.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs. You can also use a comma separated list to subscribe to multiple crypto pairs. You can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/rest/crypto/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: XA | The event type. |
| `pair` | string | The crypto pair. |
| `o` | number | The open price for this aggregate window. |
| `c` | number | The close price for this aggregate window. |
| `h` | number | The high price for this aggregate window. |
| `l` | number | The low price for this aggregate window. |
| `v` | integer | The volume of trades during this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
| `vw` | number | The volume weighted average price. |
| `z` | integer | The average trade size for this aggregate window. |
## Sample Response
```json
{
"ev": "XA",
"pair": "BCD-USD",
"v": 951.6112,
"vw": 0.7756,
"z": 73,
"o": 0.772,
"c": 0.784,
"h": 0.784,
"l": 0.771,
"s": 1610463240000,
"e": 1610463300000
}
```
---
# WEBSOCKET
## Crypto
### Aggregates (Per Second)
**Endpoint:** `WS /crypto/XAS`
**Description:**
Stream second-by-second aggregated OHLC (Open, High, Low, Close) and volume data for a specified cryptocurrency pair via WebSocket. These aggregates update continuously in Coordinated Universal Time (UTC). If no trades occur within a given minute, no bar is emitted, transparently indicating a period without trading activity. This endpoint provides a live feed of aggregated bars, enabling users to monitor intraday price movements, refine trading strategies, and power real-time crypto market visualizations.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, market research.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs. You can also use a comma separated list to subscribe to multiple crypto pairs. You can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/rest/crypto/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: XAS | The event type. |
| `pair` | string | The crypto pair. |
| `o` | number | The open price for this aggregate window. |
| `c` | number | The close price for this aggregate window. |
| `h` | number | The high price for this aggregate window. |
| `l` | number | The low price for this aggregate window. |
| `v` | integer | The volume of trades during this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
| `vw` | number | The volume weighted average price. |
| `z` | integer | The average trade size for this aggregate window. |
## Sample Response
```json
{
"ev": "XAS",
"pair": "BCD-USD",
"v": 951.6112,
"vw": 0.7756,
"z": 73,
"o": 0.772,
"c": 0.784,
"h": 0.784,
"l": 0.771,
"s": 1610463240000,
"e": 1610463300000
}
```
---
# WEBSOCKET
## Crypto
### Fair Market Value
**Endpoint:** `WS /business/crypto/FMV`
**Description:**
Stream real-time Fair Market Value (FMV) data for a specified cryptocurrency pair via WebSocket. This proprietary metric, available exclusively to Business plan users, provides an algorithmically derived, real-time estimate of the crypto pair’s fair market price. By delivering accurate, continuous valuation data, this feed supports more informed trading decisions, enhanced analytics, and improved risk management.
Use Cases: Pricing strategies, algorithmic modeling, risk assessment, investor decision-making.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs. You can also use a comma separated list to subscribe to multiple crypto pairs. You can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/rest/crypto/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: FMV | The event type. |
| `fmv` | number | Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. |
| `sym` | string | The ticker symbol for the given security. |
| `t` | integer | The nanosecond timestamp. |
## Sample Response
```json
{
"ev": "FMV",
"fmv": 33021.9,
"sym": "X:BTC-USD",
"t": 1610462007425
}
```
---
# WEBSOCKET
## Crypto
### Quotes
**Endpoint:** `WS /crypto/XQ`
**Description:**
Stream quote data for specified cryptocurrency pairs via WebSocket. Each message delivers current bid/ask prices, sizes, and relevant metadata from multiple exchanges as they update, allowing users to monitor evolving market conditions, guide trading decisions, and support responsive, data-driven applications.
Use Cases: Live monitoring, market analysis, trading decision support, dynamic interface updates.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs. You can also use a comma separated list to subscribe to multiple crypto pairs. You can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/rest/crypto/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: XQ | The event type. |
| `pair` | string | The crypto pair. |
| `bp` | number | The bid price. |
| `bs` | number | The bid size. |
| `ap` | number | The ask price. |
| `as` | number | The ask size. |
| `t` | integer | The Timestamp in Unix MS. |
| `x` | integer | The crypto exchange ID. See Exchanges for a list of exchanges and their IDs. |
| `r` | integer | The timestamp that the tick was received by Massive. |
## Sample Response
```json
{
"ev": "XQ",
"pair": "BTC-USD",
"bp": 33052.79,
"bs": 0.48,
"ap": 33073.19,
"as": 0.601,
"t": 1610462411115,
"x": 1,
"r": 1610462411128
}
```
---
# WEBSOCKET
## Crypto
### Trades
**Endpoint:** `WS /crypto/XT`
**Description:**
Stream trade data for crypto pairs via WebSocket. Each message delivers key trade details (price, size, exchange, conditions, and timestamps) as they occur, enabling users to track market activity, power live dashboards, and inform rapid decision-making.
Use Cases: Live monitoring, algorithmic trading, market analysis, data visualization.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs. You can also use a comma separated list to subscribe to multiple crypto pairs. You can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/rest/crypto/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: XT | The event type. |
| `pair` | string | The crypto pair. |
| `p` | number | The price. |
| `t` | integer | The Timestamp in Unix MS. |
| `s` | number | The size. |
| `c` | array[integer] | The conditions. 0 (or empty array): empty 1: sellside 2: buyside |
| `i` | integer | The ID of the trade (optional). |
| `x` | integer | The crypto exchange ID. See Exchanges for a list of exchanges and their IDs. |
| `r` | integer | The timestamp that the tick was received by Massive. |
## Sample Response
```json
{
"ev": "XT",
"pair": "BTC-USD",
"p": 33021.9,
"t": 1610462007425,
"s": 0.01616617,
"c": [
2
],
"i": 14272084,
"x": 3,
"r": 1610462007576
}
```
---
## Forex
# WEBSOCKET
## Forex
### Aggregates (Per Minute)
**Endpoint:** `WS /forex/CA`
**Description:**
Stream minute-by-minute aggregated OHLC (Open, High, Low, Close) and volume data for a specified Forex currency pair via WebSocket. These aggregates update continuously in Eastern Time (ET) and are derived from the best bid/offer quotes rather than executed trades. If no new quotes occur within a given minute, no bar is emitted, transparently indicating a period without market updates. By providing a continuous feed of updated market snapshots, this endpoint supports intraday analysis, dynamic charting, and the refinement of real-time Forex trading strategies.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, market research.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a forex pair in the format {from}-{to} or use * to subscribe to all forex pairs. You can also use a comma separated list to subscribe to multiple forex pairs. You can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/rest/forex/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: CA | The event type. |
| `pair` | string | The currency pair. |
| `o` | number | The open price for this aggregate window. |
| `c` | number | The close price for this aggregate window. |
| `h` | number | The high price for this aggregate window. |
| `l` | number | The low price for this aggregate window. |
| `v` | integer | The volume of trades during this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
## Sample Response
```json
{
"ev": "CA",
"pair": "USD/EUR",
"o": 0.8687,
"c": 0.86889,
"h": 0.86889,
"l": 0.8686,
"v": 20,
"s": 1539145740000
}
```
---
# WEBSOCKET
## Forex
### Aggregates (Per Second)
**Endpoint:** `WS /forex/CAS`
**Description:**
Stream second-by-second aggregated OHLC (Open, High, Low, Close) and volume data for a specified Forex currency pair via WebSocket. These aggregates update continuously in Eastern Time (ET) and are derived from the best bid/offer quotes rather than executed trades. If no new quotes occur within a given minute, no bar is emitted, transparently indicating a period without market updates. By providing a continuous feed of updated market snapshots, this endpoint supports intraday analysis, dynamic charting, and the refinement of real-time Forex trading strategies.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, market research.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a forex pair in the format {from}-{to} or use * to subscribe to all forex pairs. You can also use a comma separated list to subscribe to multiple forex pairs. You can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/rest/forex/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: CAS | The event type. |
| `pair` | string | The currency pair. |
| `o` | number | The open price for this aggregate window. |
| `c` | number | The close price for this aggregate window. |
| `h` | number | The high price for this aggregate window. |
| `l` | number | The low price for this aggregate window. |
| `v` | integer | The volume of trades during this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
## Sample Response
```json
{
"ev": "CAS",
"pair": "USD/EUR",
"o": 0.8687,
"c": 0.86889,
"h": 0.86889,
"l": 0.8686,
"v": 20,
"s": 1539145740000
}
```
---
# WEBSOCKET
## Forex
### Fair Market Value
**Endpoint:** `WS /business/forex/FMV`
**Description:**
Stream real-time Fair Market Value (FMV) data for a specified Forex currency pair via WebSocket. This proprietary metric, available exclusively to Business plan users, provides an algorithmically derived, real-time estimate of the currency pair’s fair market price. By delivering accurate, continuous valuation data, this feed supports more informed trading decisions, enhanced analytics, and improved risk management.
Use Cases: Pricing strategies, algorithmic modeling, risk assessment, investor decision-making.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a forex pair in the format {from}-{to} or use * to subscribe to all forex pairs. You can also use a comma separated list to subscribe to multiple forex pairs. You can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/rest/forex/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: FMV | The event type. |
| `fmv` | number | Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. |
| `sym` | string | The ticker symbol for the given security. |
| `t` | integer | The nanosecond timestamp. |
## Sample Response
```json
{
"ev": "FMV",
"fmv": 1.0631,
"sym": "C:EURUSD",
"t": 1678220098130
}
```
---
# WEBSOCKET
## Forex
### Quotes
**Endpoint:** `WS /forex/C`
**Description:**
Stream real-time Best Bid and Offer (BBO) quote data for specified Forex currency pairs via WebSocket. Each message provides the current bid/ask prices, sizes, and associated metadata as they update, enabling users to monitor evolving market conditions, guide trading decisions, and power responsive, data-driven applications.
Use Cases: Live monitoring, market analysis, trading decision support, dynamic interface updates.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a forex pair in the format {from}-{to} or use * to subscribe to all forex pairs. You can also use a comma separated list to subscribe to multiple forex pairs. You can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/rest/forex/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: C | The event type. |
| `p` | string | The current pair. |
| `x` | integer | The exchange ID. See Exchanges for Massive's mapping of exchange IDs. |
| `a` | number | The ask price. |
| `b` | number | The bid price. |
| `t` | integer | The Timestamp in Unix MS. |
## Sample Response
```json
{
"ev": "C",
"p": "USD/CNH",
"x": "44",
"a": 6.83366,
"b": 6.83363,
"t": 1536036818784
}
```
---
## Futures
# WEBSOCKET
## Futures
### Aggregates (Per Minute)
**Endpoint:** `WS /futures/AM`
**Description:**
Stream minute-by-minute aggregated OHLC (Open, High, Low, Close) and volume data for a specified futures contract ticker via WebSocket. Aggregates are continuously updated in Central Time (CT) and are constructed from all trades occurring within each defined aggregation window. If no trades occur during the window, no aggregate bar is emitted, indicating a period of inactivity. The response includes key metrics such as open, high, low, close, trade volume, and the start and end timestamps for each window.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a future ticker or use * to subscribe to all future tickers. You can also use a comma separated list to subscribe to multiple future tickers. You can retrieve available future tickers from our [Futures Contracts API](https://massive.com/docs/rest/futures/contracts/contract-overview). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: AM | The event type. |
| `sym` | string | The ticker symbol for the given future. |
| `v` | number | The tick volume. |
| `dv` | number | The total US dollar value of shares traded within the aggregate window. |
| `o` | number | The opening tick price for this aggregate window. |
| `c` | number | The closing tick price for this aggregate window. |
| `h` | number | The highest tick price for this aggregate window. |
| `l` | number | The lowest tick price for this aggregate window. |
| `n` | number | The total number of transactions that occurred within the aggregate window |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
## Sample Response
```json
{
"ev": "AM",
"sym": "6CH5",
"v": 91,
"dv": 1353.1,
"o": 6994.5,
"c": 6995,
"h": 6995,
"l": 6994.5,
"n": 10,
"s": 1751933700000,
"e": 1751933760000
}
```
---
# WEBSOCKET
## Futures
### Aggregates (Per Second)
**Endpoint:** `WS /futures/A`
**Description:**
Stream second-by-second aggregated OHLC (Open, High, Low, Close) and volume data for a specified futures contract ticker via WebSocket. Aggregates are continuously updated in Central Time (CT) and are constructed from all trades occurring within each defined aggregation window. If no trades occur during the window, no aggregate bar is emitted, indicating a period of inactivity. The response includes key metrics such as open, high, low, close, trade volume, and the start and end timestamps for each window.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a future ticker or use * to subscribe to all future tickers. You can also use a comma separated list to subscribe to multiple future tickers. You can retrieve available future tickers from our [Futures Contracts API](https://massive.com/docs/rest/futures/contracts/contract-overview). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: A | The event type. |
| `sym` | string | The ticker symbol for the given future. |
| `v` | number | The tick volume. |
| `dv` | number | The total US dollar value of shares traded within the aggregate window. |
| `o` | number | The opening tick price for this aggregate window. |
| `c` | number | The closing tick price for this aggregate window. |
| `h` | number | The highest tick price for this aggregate window. |
| `l` | number | The lowest tick price for this aggregate window. |
| `n` | number | The total number of transactions that occurred within the aggregate window |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
## Sample Response
```json
{
"ev": "AM",
"sym": "6CH5",
"v": 91,
"dv": 1353.1,
"o": 6994.5,
"c": 6995,
"h": 6995,
"l": 6994.5,
"n": 10,
"s": 1734717060000,
"e": 1734717120000
}
```
---
# WEBSOCKET
## Futures
### Quotes
**Endpoint:** `WS /futures/Q`
**Description:**
Stream BBO (Best Bid and Offer) quote data for futures tickers via WebSocket. Each message provides the current best bid/ask prices, sizes, and related metadata as they update, allowing users to monitor evolving market conditions, inform trading decisions, and maintain responsive, data-driven applications.
Use Cases: Live monitoring, market analysis, trading decision support, dynamic interface updates.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a future ticker or use * to subscribe to all future tickers. You can also use a comma separated list to subscribe to multiple future tickers. You can retrieve available future tickers from our [Futures Contracts API](https://massive.com/docs/rest/futures/contracts/contract-overview). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: Q | The event type. |
| `sym` | string | The ticker symbol for the given future. |
| `bp` | number | The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. |
| `bs` | integer | The quote size represents the number of futures contracts available at the given bid price. |
| `bt` | integer | The timestamp when the bid was submitted to the exchange. |
| `ap` | number | The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. |
| `as` | integer | The quote size represents the number of futures contracts available at the given ask price. |
| `at` | integer | The timestamp when the ask was submitted to the exchange. |
| `t` | integer | The timestamp in Unix MS. |
## Sample Response
```json
{
"ev": "Q",
"sym": "ESZ4",
"bp": 114.125,
"bs": 100,
"bt": 1734103628360,
"ap": 114.128,
"as": 160,
"at": 1734103628350,
"t": 1536036818784
}
```
---
# WEBSOCKET
## Futures
### Trades
**Endpoint:** `WS /futures/T`
**Description:**
Stream tick-level trade data for futures tickers via WebSocket. Each message delivers key trade details (price, size, exchange, conditions, and timestamps) as they occur, enabling users to track market activity, power live dashboards, and inform rapid decision-making.
Use Cases: Live monitoring, algorithmic trading, market analysis, data visualization.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a future ticker or use * to subscribe to all future tickers. You can also use a comma separated list to subscribe to multiple future tickers. You can retrieve available future tickers from our [Futures Contracts API](https://massive.com/docs/rest/futures/contracts/contract-overview). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: T | The event type. |
| `sym` | string | The ticker symbol for the given future. |
| `p` | number | The trade price is quoted per unit of the underlying asset, with the total contract value determined by multiplying by the contract’s specific multiplier. |
| `s` | integer | The trade size shows the number of futures contracts actually exchanged. |
| `t` | integer | The timestamp in Unix MS. |
| `q` | integer | The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). |
## Sample Response
```json
{
"ev": "T",
"sym": "ESZ4",
"z": 3,
"p": 606450,
"s": 100,
"t": 1734103628363,
"q": 32599300
}
```
---
## Indices
# WEBSOCKET
## Indices
### Aggregates (Per Minute)
**Endpoint:** `WS /indices/AM`
**Description:**
Stream minute-by-minute aggregated OHLC (Open, High, Low, Close) for a specified index via WebSocket. These aggregates update continuously in Eastern Time (ET) and capture changes in the index’s values. Unlike stocks or options, index aggregates are derived from index values rather than individual trades. If no new index updates occur within a given minute, no bar is emitted. By providing an ongoing feed of updated market snapshots, this endpoint enables users to track intraday index movements, refine analysis, and power real-time market visualizations.
Use Cases: Real-time monitoring, dynamic charting, intraday trend analysis, market research.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify an index ticker using "I:" prefix or use * to subscribe to all index tickers. You can also use a comma separated list to subscribe to multiple index tickers. You can retrieve available index tickers from our [Index Tickers API](https://massive.com/docs/rest/indices/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: AM | The event type. |
| `sym` | string | The symbol representing the given index. |
| `op` | number | Today's official opening value. |
| `o` | number | The opening index value for this aggregate window. |
| `c` | number | The closing index value for this aggregate window. |
| `h` | number | The highest index value for this aggregate window. |
| `l` | number | The lowest index value for this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
## Sample Response
```json
{
"ev": "AM",
"sym": "I:SPX",
"op": 3985.67,
"o": 3985.67,
"c": 3985.67,
"h": 3985.67,
"l": 3985.67,
"s": 1678220675805,
"e": 1678220675805
}
```
---
# WEBSOCKET
## Indices
### Aggregates (Per Second)
**Endpoint:** `WS /indices/A`
**Description:**
Stream second-by-second aggregated OHLC (Open, High, Low, Close) for a specified index via WebSocket. These aggregates update continuously in Eastern Time (ET) and capture changes in the index’s values. Unlike stocks or options, index aggregates are derived from index values rather than individual trades. If no new index updates occur within a given minute, no bar is emitted. By providing an ongoing feed of updated market snapshots, this endpoint enables users to track intraday index movements, refine analysis, and power real-time market visualizations.
Use Cases: Real-time monitoring, dynamic charting, intraday trend analysis, market research.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify an index ticker using "I:" prefix or use * to subscribe to all index tickers. You can also use a comma separated list to subscribe to multiple index tickers. You can retrieve available index tickers from our [Index Tickers API](https://massive.com/docs/rest/indices/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: A | The event type. |
| `sym` | string | The symbol representing the given index. |
| `op` | number | Today's official opening value. |
| `o` | number | The opening index value for this aggregate window. |
| `c` | number | The closing index value for this aggregate window. |
| `h` | number | The highest index value for this aggregate window. |
| `l` | number | The lowest index value for this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
## Sample Response
```json
{
"ev": "A",
"sym": "I:SPX",
"op": 3985.67,
"o": 3985.67,
"c": 3985.67,
"h": 3985.67,
"l": 3985.67,
"s": 1678220675805,
"e": 1678220675805
}
```
---
# WEBSOCKET
## Indices
### Value
**Endpoint:** `WS /indices/V`
**Description:**
Stream real-time index value updates for specified index tickers via WebSocket. Each message provides the index’s current value and timestamp, allowing users to monitor fluctuations in key market benchmarks or sectors throughout the trading session. This continuous feed supports live market analysis, trend identification, and integration of index-based signals into trading strategies and research.
Use Cases: Market analysis, trend detection, portfolio benchmarking, trading strategy refinement.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify an index ticker using "I:" prefix or use * to subscribe to all index tickers. You can also use a comma separated list to subscribe to multiple index tickers. You can retrieve available index tickers from our [Index Tickers API](https://massive.com/docs/rest/indices/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: V | The event type. |
| `val` | number | The value of the index. |
| `T` | string | The assigned ticker of the index. |
| `t` | integer | The Timestamp in Unix MS. |
## Sample Response
```json
{
"ev": "V",
"val": 3988.5,
"T": "I:SPX",
"t": 1678220098130
}
```
---
## Options
# WEBSOCKET
## Options
### Aggregates (Per Minute)
**Endpoint:** `WS /options/AM`
**Description:**
Stream minute-by-minute aggregated OHLC (Open, High, Low, Close) and volume data for a specified options contract via WebSocket. These aggregates are updated continuously in Eastern Time (ET). Each bar is constructed solely from qualifying trades that meet specific conditions; if no eligible trades occur within a given minute, no bar is emitted. By delivering an ongoing feed of updated market snapshots, this endpoint enables users to closely monitor intraday price movements, enhance trading strategies, and support live data visualizations in the options market.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify an option contract or use * to subscribe to all option contracts. For business plans, the wildcard option is only available on the Full Market and Full Market Delayed expansions. You can also use a comma separated list to subscribe to multiple option contracts. You can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/rest/options/contracts/all-contracts). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: AM | The event type. |
| `sym` | string | The ticker symbol for the given option contract. |
| `v` | integer | The tick volume. |
| `av` | integer | Today's accumulated volume. |
| `op` | number | Today's official opening price. |
| `vw` | number | The tick's volume weighted average price. |
| `o` | number | The opening tick price for this aggregate window. |
| `c` | number | The closing tick price for this aggregate window. |
| `h` | number | The highest tick price for this aggregate window. |
| `l` | number | The lowest tick price for this aggregate window. |
| `a` | number | Today's volume weighted average price. |
| `z` | integer | The average trade size for this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
## Sample Response
```json
{
"ev": "AM",
"sym": "O:ONEM220121C00025000",
"v": 2,
"av": 8,
"op": 2.2,
"vw": 2.05,
"o": 2.05,
"c": 2.05,
"h": 2.05,
"l": 2.05,
"a": 2.1312,
"z": 2,
"s": 1632419640000,
"e": 1632419700000
}
```
---
# WEBSOCKET
## Options
### Aggregates (Per Second)
**Endpoint:** `WS /options/A`
**Description:**
Stream second-by-second aggregated OHLC (Open, High, Low, Close) and volume data for a specified options contract via WebSocket. These aggregates are updated continuously in Eastern Time (ET). Each bar is constructed solely from qualifying trades that meet specific conditions; if no eligible trades occur within a given minute, no bar is emitted. By delivering an ongoing feed of updated market snapshots, this endpoint enables users to closely monitor intraday price movements, enhance trading strategies, and support live data visualizations in the options market.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify an option contract or use * to subscribe to all option contracts. You can also use a comma separated list to subscribe to multiple option contracts. You can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/rest/options/contracts/all-contracts). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: A | The event type. |
| `sym` | string | The ticker symbol for the given option contract. |
| `v` | integer | The tick volume. |
| `av` | integer | Today's accumulated volume. |
| `op` | number | Today's official opening price. |
| `vw` | number | The tick's volume weighted average price. |
| `o` | number | The opening tick price for this aggregate window. |
| `c` | number | The closing tick price for this aggregate window. |
| `h` | number | The highest tick price for this aggregate window. |
| `l` | number | The lowest tick price for this aggregate window. |
| `a` | number | Today's volume weighted average price. |
| `z` | integer | The average trade size for this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
## Sample Response
```json
{
"ev": "AM",
"sym": "O:ONEM220121C00025000",
"v": 2,
"av": 8,
"op": 2.2,
"vw": 2.05,
"o": 2.05,
"c": 2.05,
"h": 2.05,
"l": 2.05,
"a": 2.1312,
"z": 2,
"s": 1632419640000,
"e": 1632419700000
}
```
---
# WEBSOCKET
## Options
### Fair Market Value
**Endpoint:** `WS /business/options/FMV`
**Description:**
Stream real-time Fair Market Value (FMV) data for a specified options contract via WebSocket. This proprietary metric, available exclusively to Business plan users, provides an algorithmically derived, real-time estimate of an option’s fair market price. By delivering accurate, continuous valuation data, this feed supports more informed options trading decisions, enhanced analytics, and improved risk management.
Use Cases: Pricing strategies, algorithmic modeling, risk assessment, investor decision-making.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection. You can also use a comma separated list to subscribe to multiple option contracts. You can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/rest/options/contracts/all-contracts). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: FMV | The event type. |
| `fmv` | number | Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. |
| `sym` | string | The ticker symbol for the given security. |
| `t` | integer | The nanosecond timestamp. |
## Sample Response
```json
{
"ev": "FMV",
"fmv": 7.2,
"sym": "O:TSLA210903C00700000",
"t": 1401715883806000000
}
```
---
# WEBSOCKET
## Options
### Quotes
**Endpoint:** `WS /options/Q`
**Description:**
Stream quote data for specified options contracts via WebSocket. Each message delivers current best bid/ask prices, sizes, and associated metadata as they update, enabling users to monitor dynamic market conditions and inform trading decisions. Due to the high bandwidth and message rates associated with options quotes, users can subscribe to a maximum of 1,000 option contracts per connection.
Use Cases: Live monitoring, market analysis, trading decision support, dynamic interface updates.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection. You can also use a comma separated list to subscribe to multiple option contracts. You can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/rest/options/contracts/all-contracts). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: Q | The event type. |
| `sym` | string | The ticker symbol for the given option contract. |
| `bx` | integer | The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs. |
| `ax` | integer | The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs. |
| `bp` | number | The bid price. |
| `ap` | number | The ask price. |
| `bs` | integer | The bid size. |
| `as` | integer | The ask size. |
| `t` | integer | The Timestamp in Unix MS. |
| `q` | integer | The sequence number represents the sequence in which trade events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). |
## Sample Response
```json
{
"ev": "Q",
"sym": "O:SPY241220P00720000",
"bx": 302,
"ax": 302,
"bp": 9.71,
"ap": 9.81,
"bs": 17,
"as": 24,
"t": 1644506128351,
"q": 844090872
}
```
---
# WEBSOCKET
## Options
### Trades
**Endpoint:** `WS /options/T`
**Description:**
Stream tick-level trade data for option contracts via WebSocket. Each message delivers key trade details (price, size, exchange, conditions, and timestamps) as they occur, enabling users to track market activity, power live dashboards, and inform rapid decision-making.
Use Cases: Live monitoring, algorithmic trading, market analysis, data visualization.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify an option contract or use * to subscribe to all option contracts. You can also use a comma separated list to subscribe to multiple option contracts. You can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/rest/options/contracts/all-contracts). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: T | The event type. |
| `sym` | string | The ticker symbol for the given option contract. |
| `x` | integer | The exchange ID. See Exchanges for Massive's mapping of exchange IDs. |
| `p` | number | The price. |
| `s` | integer | The trade size. |
| `c` | array[integer] | The trade conditions |
| `t` | integer | The Timestamp in Unix MS. |
| `q` | integer | The sequence number represents the sequence in which trade events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). |
## Sample Response
```json
{
"ev": "T",
"sym": "O:AMC210827C00037000",
"x": 65,
"p": 1.54,
"s": 1,
"c": [
233
],
"t": 1629820676333,
"q": 651921857
}
```
---
## Stocks
# WEBSOCKET
## Stocks
### Aggregates (Per Minute)
**Endpoint:** `WS /stocks/AM`
**Description:**
Stream minute-by-minute aggregated OHLC (Open, High, Low, Close) and volume data for specified tickers via WebSocket. These aggregates are updated continuously in Eastern Time (ET) and cover pre-market, regular, and after-hours sessions. Each bar is constructed solely from qualifying trades that meet specific conditions; if no eligible trades occur within a given minute, no bar is emitted. By providing a steady flow of aggregate bars, this endpoint enables users to track intraday price movements, refine trading strategies, and power live data visualizations.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a stock ticker or use * to subscribe to all stock tickers. You can also use a comma separated list to subscribe to multiple stock tickers. You can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/rest/stocks/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: AM | The event type. |
| `sym` | string | The ticker symbol for the given stock. |
| `v` | integer | The tick volume. |
| `av` | integer | Today's accumulated volume. |
| `op` | number | Today's official opening price. |
| `vw` | number | The tick's volume weighted average price. |
| `o` | number | The opening tick price for this aggregate window. |
| `c` | number | The closing tick price for this aggregate window. |
| `h` | number | The highest tick price for this aggregate window. |
| `l` | number | The lowest tick price for this aggregate window. |
| `a` | number | Today's volume weighted average price. |
| `z` | integer | The average trade size for this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
| `otc` | boolean | Whether or not this aggregate is for an OTC ticker. This field will be left off if false. |
## Sample Response
```json
{
"ev": "AM",
"sym": "GTE",
"v": 4110,
"av": 9470157,
"op": 0.4372,
"vw": 0.4488,
"o": 0.4488,
"c": 0.4486,
"h": 0.4489,
"l": 0.4486,
"a": 0.4352,
"z": 685,
"s": 1610144640000,
"e": 1610144700000
}
```
---
# WEBSOCKET
## Stocks
### Aggregates (Per Second)
**Endpoint:** `WS /stocks/A`
**Description:**
Stream second-by-second aggregated OHLC (Open, High, Low, Close) and volume data for specified tickers via WebSocket. These aggregates are updated continuously in Eastern Time (ET) and cover pre-market, regular, and after-hours sessions. Each bar is constructed solely from qualifying trades that meet specific conditions; if no eligible trades occur within a given minute, no bar is emitted. By providing a steady flow of aggregate bars, this endpoint enables users to track intraday price movements, refine trading strategies, and power live data visualizations.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a stock ticker or use * to subscribe to all stock tickers. You can also use a comma separated list to subscribe to multiple stock tickers. You can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/rest/stocks/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: A | The event type. |
| `sym` | string | The ticker symbol for the given stock. |
| `v` | integer | The tick volume. |
| `av` | integer | Today's accumulated volume. |
| `op` | number | Today's official opening price. |
| `vw` | number | The tick's volume weighted average price. |
| `o` | number | The opening tick price for this aggregate window. |
| `c` | number | The closing tick price for this aggregate window. |
| `h` | number | The highest tick price for this aggregate window. |
| `l` | number | The lowest tick price for this aggregate window. |
| `a` | number | Today's volume weighted average price. |
| `z` | integer | The average trade size for this aggregate window. |
| `s` | integer | The start timestamp of this aggregate window in Unix Milliseconds. |
| `e` | integer | The end timestamp of this aggregate window in Unix Milliseconds. |
| `otc` | boolean | Whether or not this aggregate is for an OTC ticker. This field will be left off if false. |
## Sample Response
```json
{
"ev": "A",
"sym": "SPCE",
"v": 200,
"av": 8642007,
"op": 25.66,
"vw": 25.3981,
"o": 25.39,
"c": 25.39,
"h": 25.39,
"l": 25.39,
"a": 25.3714,
"z": 50,
"s": 1610144868000,
"e": 1610144869000
}
```
---
# WEBSOCKET
## Stocks
### Fair Market Value
**Endpoint:** `WS /business/stocks/FMV`
**Description:**
Stream real-time Fair Market Value (FMV) data for a specified stock ticker via WebSocket. This proprietary metric, available exclusively to Business plan users, provides an algorithmically derived, real-time estimate of a security’s fair market price. By delivering accurate, continuous valuation data, this feed supports informed trading decisions, enhanced analytics, and more effective risk management.
Use Cases: Pricing strategies, algorithmic modeling, risk assessment, investor decision-making.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a stock ticker or use * to subscribe to all stock tickers. You can also use a comma separated list to subscribe to multiple stock tickers. You can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/rest/stocks/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: FMV | The event type. |
| `fmv` | number | Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. |
| `sym` | string | The ticker symbol for the given security. |
| `t` | integer | The nanosecond timestamp. |
## Sample Response
```json
{
"ev": "FMV",
"fmv": 189.22,
"sym": "AAPL",
"t": 1678220098130
}
```
---
# WEBSOCKET
## Stocks
### Net Order Imbalance (NOI)
**Endpoint:** `WS /stocks/NOI`
**Description:**
Stream real-time Net Order Imbalance (NOI) events for specified stock tickers via WebSocket. Focused on NYSE listed securities, this feed delivers updates on buy and sell order imbalances during scheduled exchange auctions. Typically, at market open (9:30 AM ET) and close (4:00 PM ET), along with indicative clearing prices, paired quantities, and imbalance amounts. Intraday events may also occur during ticker specific halts or mini-auctions, offering insights into liquidity pressures and auction dynamics.
Use Cases: Auction price discovery, execution timing, liquidity monitoring, short-term trading signals, market event analysis.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a stock ticker or use * to subscribe to all stock tickers. You can also use a comma separated list to subscribe to multiple stock tickers. You can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/rest/stocks/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: NOI | The event type. |
| `T` | string | The ticker symbol for the given stock. |
| `t` | integer | The Timestamp in Unix MS. |
| `at` | integer | The time that the auction is planned to take place in the format (hour x 100) + minutes in Eastern Standard Time, for example 930 would be 9:30 am EST, and 1600 would be 4:00 pm EST. |
| `a` | string | The auction type. `O` - Early Opening Auction (non-NYSE only) `M` - Core Opening Auction `H` - Reopening Auction (Halt Resume) `C` - Closing Auction `P` - Extreme Closing Imbalance (NYSE only) `R` - Regulatory Closing Imbalance (NYSE only) |
| `i` | integer | The symbol sequence. |
| `x` | integer | The exchange ID. See Exchanges for Massive's mapping of exchange IDs. |
| `o` | integer | The imbalance quantity. |
| `p` | integer | The paired quantity. |
| `b` | number | The book clearing price. |
## Sample Response
```json
{
"ev": "NOI",
"T": "NTEST.Q",
"t": 1601318039223013600,
"at": 930,
"a": "M",
"i": 44,
"x": 10,
"o": 480,
"p": 440,
"b": 25.03
}
```
---
# WEBSOCKET
## Stocks
### Limit Up - Limit Down (LULD)
**Endpoint:** `WS /stocks/LULD`
**Description:**
Stream real-time Limit Up - Limit Down (LULD) events for specified stock tickers via WebSocket across multiple U.S. exchanges (including NYSE, Nasdaq, Cboe BZX, NYSE Arca, and NYSE American). Events signal when securities approach or breach dynamic price bands, triggering pauses, halts, or resumptions to curb volatility. Halt and resumption messages (indicators 17 and 18) are only available for NASDAQ listed securities. This high-volume feed provides continuous intraday coverage during regular trading hours, with details on price limits, indicators, and timestamps for proactive market response.
Use Cases: Volatility monitoring, risk management, compliance tracking, trading strategy adjustments.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a stock ticker or use * to subscribe to all stock tickers. You can also use a comma separated list to subscribe to multiple stock tickers. You can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/rest/stocks/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: LULD | The event type. |
| `T` | string | The ticker symbol for the given stock. |
| `h` | number | The high price. |
| `l` | number | The low price. |
| `i` | array[integer] | The Indicators. See Conditions and Indicators for a glossary (LULD indicators are located near the bottom). |
| `z` | integer | The tape. (1 = NYSE, 2 = AMEX, 3 = Nasdaq). |
| `t` | integer | The Timestamp in Unix MS. |
| `q` | integer | The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). |
## Sample Response
```json
{
"ev": "LULD",
"T": "MSFT",
"h": 492.99,
"l": 446.04,
"i": [
16
],
"z": 3,
"t": 1764086430905642800,
"q": 5925769
}
```
---
# WEBSOCKET
## Stocks
### Quotes
**Endpoint:** `WS /stocks/Q`
**Description:**
Stream NBBO (National Best Bid and Offer) quote data for stock tickers via WebSocket. Each message provides the current best bid/ask prices, sizes, and related metadata as they update, allowing users to monitor evolving market conditions, inform trading decisions, and maintain responsive, data-driven applications.
Use Cases: Live monitoring, market analysis, trading decision support, dynamic interface updates.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a stock ticker or use * to subscribe to all stock tickers. You can also use a comma separated list to subscribe to multiple stock tickers. You can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/rest/stocks/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: Q | The event type. |
| `sym` | string | The ticker symbol for the given stock. |
| `bx` | integer | The bid exchange ID. |
| `bp` | number | The bid price. |
| `bs` | integer | The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. |
| `ax` | integer | The ask exchange ID. |
| `ap` | number | The ask price. |
| `as` | integer | The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. |
| `c` | integer | The condition. |
| `i` | array[integer] | The indicators. For more information, see our glossary of [Conditions and Indicators](https://massive.com/glossary/us/stocks/conditions-indicators). |
| `t` | integer | The SIP timestamp in Unix MS. |
| `q` | integer | The sequence number represents the sequence in which quote events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. |
| `z` | integer | The tape. (1 = NYSE, 2 = AMEX, 3 = Nasdaq). |
## Sample Response
```json
{
"ev": "Q",
"sym": "MSFT",
"bx": 4,
"bp": 114.125,
"bs": 100,
"ax": 7,
"ap": 114.128,
"as": 160,
"c": 0,
"i": [
604
],
"t": 1536036818784,
"q": 50385480,
"z": 3
}
```
---
# WEBSOCKET
## Stocks
### Trades
**Endpoint:** `WS /stocks/T`
**Description:**
Stream tick-level trade data for stock tickers via WebSocket. Each message delivers key trade details (price, size, exchange, conditions, and timestamps) as they occur, enabling users to track market activity, power live dashboards, and inform rapid decision-making.
Use Cases: Live monitoring, algorithmic trading, market analysis, data visualization.
## Query Parameters
| Parameter | Type | Required | Description |
| --- | --- | --- | --- |
| `ticker` | string | Yes | Specify a stock ticker or use * to subscribe to all stock tickers. You can also use a comma separated list to subscribe to multiple stock tickers. You can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/rest/stocks/tickers/all-tickers). |
## Response Attributes
| Field | Type | Description |
| --- | --- | --- |
| `ev` | enum: T | The event type. |
| `sym` | string | The ticker symbol for the given stock. |
| `x` | integer | The exchange ID. See Exchanges for Massive's mapping of exchange IDs. |
| `i` | string | The trade ID. |
| `z` | integer | The tape. (1 = NYSE, 2 = AMEX, 3 = Nasdaq). |
| `p` | number | The price. |
| `s` | integer | The trade size. |
| `c` | array[integer] | The trade conditions. See Conditions and Indicators for Massive's trade conditions glossary. |
| `t` | integer | The SIP timestamp in Unix MS. |
| `q` | integer | The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). |
| `trfi` | integer | The ID for the Trade Reporting Facility where the trade took place. |
| `trft` | integer | The TRF (Trade Reporting Facility) Timestamp in Unix MS. This is the timestamp of when the trade reporting facility received this trade. |
## Sample Response
```json
{
"ev": "T",
"sym": "MSFT",
"x": 4,
"i": "12345",
"z": 3,
"p": 114.125,
"s": 100,
"c": [
0,
12
],
"t": 1536036818784,
"q": 3681328
}
```
---