Knowledge Base/What are the different Massive subscriptions I can use?

What are the different Massive subscriptions I can use?

There are five subscriptions, one per asset class: Stocks, Options, Indices, Currencies (Forex and Crypto) and Futures. They are bought independently, and each has tiers from a free end-of-day tier up to real-time tick data.

The five Massive subscriptions are independent, which is the thing to get right before you buy: there is no bundle and no account-wide plan, so each asset class you need is a separate subscription at its own tier. The case that catches people is index options, which need Options rather than Indices, because the contract is an option even though the underlying is an index.

Applies to

  • Plans: all of them. This article is the map; the pricing page has the current tier names and what each includes.
  • Endpoints: every endpoint belongs to exactly one subscription, which is what a NOT_AUTHORIZED response is telling you.
  • Asset classes: stocks, options, indices, forex, crypto and futures.

The five subscriptions

The five subscriptions each cover one market, and within it the same families of data:

SubscriptionCoversNotable contents
StocksUS equities and ETFs, including OTCAggregate bars, trades, NBBO quotes, snapshots, technical indicators, corporate actions, reference data, fundamentals and SEC filings
OptionsUS-listed options, including index optionsAggregate bars, trades, quotes, contract reference, option chains, and snapshots carrying Greeks and implied volatility
Indices13,335 indices from Nasdaq, Cboe and CME Group, including non-US benchmarks such as MSCI EAFE and Cboe Europe 50Index values, aggregate bars, snapshots and technical indicators. History starts 2023-02-14
CurrenciesForex and crypto, globallyAggregate bars, quotes, snapshots, a conversion endpoint, and tick-level trades on the crypto side. The precious metals are here, quoted as forex pairs
FuturesUS futures contractsAggregate bars, trades, quotes, snapshots and reference data for contracts, products and schedules

One subscription does not cover another asset class. Index options are the case that catches people: they need Options, not Indices, because the contract is an option even though the underlying is an index.

A machine-readable index of every REST endpoint is published at massive.com/docs/rest/llms.txt, which is the quickest way to see what a subscription actually reaches. The human-readable documentation is at massive.com/docs.

Expansions and partner datasets

Beyond the five subscriptions, Massive sells expansions and partner datasets, and the two are easy to confuse.

Expansions extend a subscription you already hold and are priced as an addition to it. Financials and Ratios extends Stocks, for example, as does the NYSE Order Imbalances feed.

Partner datasets come from other providers and several are sold as products in their own right, so you do not need a core subscription to buy one. European Consumer Spending is sold that way. Others sit closer to an expansion. The partner catalog covers analyst ratings, earnings, guidance and news; ETF analytics, constituents and fund flows; corporate events; and merchant-level consumer spending.

Which of the two a given dataset is decides whether you can buy it on its own, and that is a commercial question rather than a technical one. The pricing page shows how each is sold, and the chat at massive.com/contact will tell you directly.

How tiers and delivery methods relate

The tier sets how recent your data is, how much history you can reach, your request limit and which delivery methods you get. The free Basic tier of every product is REST only: the WebSockets and the flat files start at the paid tiers, and so do trades, quotes and snapshots. From the first paid tier upward the delivery methods are not something you choose between, so a Stocks Advanced subscription reaches real-time stocks over REST, over the WebSocket and in the flat files without buying anything extra.

Two things sit outside the tier. Real-time data needs the exchange agreements signed in your dashboard, which is a separate step from payment. And professional use needs a business license rather than an individual subscription, whatever tier you pick.

If you see an error

{"status":"NOT_AUTHORIZED","message":"You are not entitled to this data..."} means the request belongs to a subscription you do not hold. Work out which of the five it belongs to and compare it with your subscriptions page.

{"status":"NOT_AUTHORIZED","message":"Your plan doesn't include this data timeframe..."} is a different problem: you hold the subscription, but not for these dates, either because they are too recent for a delayed tier or because they are older than the tier's history window.

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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.