Knowledge Base/What is Massive's reference data?

What is Massive's reference data?

Everything that describes the market rather than prices it: tickers and their details, exchanges, market status and holidays, condition codes, and corporate actions such as splits and dividends. It is included with every plan, including the free tier.

Reference data is on every Massive plan, including the free tier, and that is deliberate rather than generous. A trade tells you exchange: 4 and conditions: [12, 37], and without the exchanges and conditions endpoints those are three integers. Charging for the market data and then withholding the means to interpret it would make the market data worth less than it is.

Applies to

  • Plans: every plan, including the free Basic tier.
  • Endpoints: the /v3/reference/... family, /v1/marketstatus/..., and the ticker types and exchanges endpoints.
  • Asset classes: all, though the richest coverage is on US stocks.

What it covers

Reference data covers four groups, and most integrations end up needing all four:

GroupEndpointsWhat you use it for
Instruments/v3/reference/tickers, /v3/reference/tickers/{ticker}, /v3/reference/tickers/typesBuilding a universe, resolving a symbol, reading a company's details and share counts
Market structure/v3/reference/exchanges, /v3/reference/conditionsTurning the integer codes in a trade or quote into something meaningful
Timing/v1/marketstatus/now, /v1/marketstatus/upcomingKnowing whether the market is open, and which days are holidays or early closes
Corporate actions/stocks/v1/splits, /stocks/v1/dividends, /vX/reference/tickers/{ticker}/eventsAdjusting prices, explaining a step in a series, following a symbol change

How to start

curl -X GET "https://api.massive.com/v3/reference/tickers?market=stocks&active=true&limit=2&apiKey=YOUR_API_KEY"

Response

{
  "results": [
    { "ticker": "A", "name": "Agilent Technologies Inc.", "market": "stocks", "locale": "us",
      "primary_exchange": "XNYS", "type": "CS", "active": true }
  ],
  "status": "OK"
}

Every one of these endpoints pages, so follow next_url rather than raising limit, and note that the tickers endpoint defaults to active instruments only.

Why it is on the free tier

It is on the free tier because it is the key to everything else. A trade tells you exchange: 4 and conditions: [12, 37], and without the exchanges and conditions endpoints those are three numbers. A price series has a step in it that only the splits endpoint can explain. A universe built without the ticker types quietly mixes funds in with operating companies. Charging for the market data and then withholding the means to interpret it would make the market data worth less than it is.

If you see an error

An empty results array from the tickers endpoint for something you know exists is usually the active default, or a symbol convention: class shares use a dot and preferred shares a lowercase p.

A 429 on a reference endpoint, on an account with a paid plan, is worth checking: reference and cross-asset endpoints are counted in their own bucket rather than under one asset class.

Reference data that looks stale by a day is expected for fields sourced from filings, which update on the filing's own schedule rather than intraday.

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