This includes tick-level trades, NBBO (National Best Bid and Offer) quotes, and custom aggregates with a resolution of 1 second.
Knowledge Base/How much historical stock data does Massive have?
How much historical stock data does Massive have?
We offer historical tick-level data for stocks dating back to 2004. This includes tick-level trades, NBBO (National Best Bid and Offer) quotes, and custom aggregates with a resolution of 1 second.
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- Title
- Are all Indices available through the basic subscription tier?
- data-coverage Category
data-coverage
- indices Category
indices
- Description
- No, certain indices are only available through paid subscription tiers.
- Title
- Does Massive offer dark pool data?
- data-coverage Category
data-coverage
- stocks Category
stocks
- Description
- Yes, we provide dark pool data. If a trade comes through with an exchange ID of 4 (exchange:4) and also has an attached “trf_id” field, it came from a dark pool.
- 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.