Knowledge Base/Are all indices available through the basic subscription tier?

Are all indices available through the basic subscription tier?

No, and the ones it withholds are the famous ones: SPX, DJI, RUT and VIX all need a paid Indices tier. Basic still reaches more than 10,000 of the 13,000-odd indices Massive publishes, and NDX and the Nasdaq Composite are among them.

The four most-asked-about indices are all on the paid side of the line, which is what makes this question so common. There is no rule you can apply to guess which side any given index falls on either: roughly 3,176 of the 13,335 Massive publishes are withheld from the free Indices Basic tier, and they are not the obscure ones. Check the index you need rather than reasoning from how well known it is.

Applies to

  • Plans: Indices Basic for the free tier; Indices Starter and Advanced for the rest.
  • Endpoints: /v2/aggs/... and /v3/snapshot/indices for values; /v3/reference/tickers?market=indices for the list, which is reference data and is not restricted the same way.
  • Asset classes: indices.

The ones people ask about

The ones people ask about split three and three, so check yours here before assuming either way:

IndexTickerOn Basic?
Nasdaq-100I:NDXYes
Nasdaq CompositeI:COMPYes
S&P 500I:SPXNo
Dow Jones Industrial AverageI:DJINo
Russell 2000I:RUTNo
Volatility IndexI:VIXNo

There is no clean rule by provider, so do not infer one: of the Cboe-sourced indices only 180 of about 2,245 are on Basic, while 9,047 of about 10,006 Nasdaq-sourced and 932 of about 1,084 CME-sourced ones are. Those three figures are where the 10,159 comes from, and the universe moves as indices are added and retired, so treat every count here as approximate and the spreadsheet below as the authority. Whether a particular index is included comes from what each provider licenses at each tier.

VIX on a Stocks plan

A Stocks plan does not include I:VIX, because indices are a separate subscription with their own Basic, Starter and Advanced plans on the pricing page. The plan access tables for the index aggregates and snapshot endpoints name only Indices plans. A Stocks plan does include VXX, the iPath Series B S&P 500 VIX Short-Term Futures ETN, because it is listed as a stock:

curl -X GET "https://api.massive.com/v3/reference/tickers/VXX?apiKey=YOUR_API_KEY"

Response

{
  "results": {
    "ticker": "VXX",
    "name": "iPath Series B S&P 500 VIX Short-Term Futures ETN",
    "market": "stocks"
  },
  "status": "OK"
}

market is stocks, and the pricing page lists each individual Stocks plan, Basic included, as covering all US stock tickers. VXX tracks short-term VIX futures, as its name says, so its price is not the value of the VIX index.

How to check one index against your own plan

Reference data is available on every tier, so a successful ticker lookup does not mean you can read the values. Ask for a value instead, which is the thing your tier actually gates:

curl -X GET "https://api.massive.com/v3/snapshot/indices?ticker.any_of=I:SPX&apiKey=YOUR_API_KEY"

Response

{
  "status": "NOT_AUTHORIZED",
  "message": "You are not entitled to this data. Please upgrade your plan at https://massive.com/pricing"
}

On a paid Indices tier, that is the answer for an index your tier does not cover, and an index it does cover returns a results array with a value.

The indices snapshot is not included on Indices Basic, so on Basic that request is refused for every index. On Basic, ask for the previous-day bar instead, which Basic includes:

curl -X GET "https://api.massive.com/v2/aggs/ticker/{indexTicker}/prev?apiKey=YOUR_API_KEY"

A results array with the previous day's bar means your plan covers that index. The full list of tickers on Basic is published as a spreadsheet, which is the authority when you need to check many at once.

Why some indices cost more than others

Index values are licensed to us by the provider that calculates them, and each provider prices its families separately. A free tier can therefore carry thousands of indices from one provider and almost none from another, which is why the split does not follow anything you can see in the data itself. It is a licensing boundary rather than a technical one, and it moves when a license is renegotiated rather than when the product changes.

If you see an error

{"status":"NOT_AUTHORIZED"} on a value or a snapshot, where the same ticker looks up fine in reference data, is the tier rather than a missing index.

A 429 after five requests in a minute is the Basic limit, counted for the indices asset class on its own.

An empty result for an index ticker is usually the missing I: prefix rather than entitlement.

An empty result for a NYSE market-internal indicator is coverage rather than a tier. I:TICK, I:ADD, I:VOLD and I:TRIN return nothing on any plan, because Massive does not carry the NYSE-specific internals.

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

    Data Coverage

    Indices Category

    Indices

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

    Data Coverage

    Stocks Category

    Stocks

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

    FAQ

    Stocks Category

    Stocks

    Description
    Yes. Every extended-hours trade and quote is published, from 04:00 to 20:00 Eastern. There is no session parameter, so you select a session with timestamps, and expect far fewer aggregate bars outside regular hours because many extended-hours trades are odd lots that cannot set a price.