Knowledge Base/What symbols and exchanges are included in Massive's data?

What symbols and exchanges are included in Massive's data?

All of the US equities and options exchanges plus the off-exchange reporting facilities, five crypto exchanges, institutional banks for forex, and the four CME Group futures exchanges. Outside futures, the exchanges endpoint is the authoritative list of the integer ids in every trade and quote.

Massive takes whole tapes rather than picking venues, so for US stocks and options the answer to "is venue X included" is yes, including the off-exchange reporting facilities where dark pool prints appear. Crypto and forex work differently, because neither market has a tape to take. Futures are narrower: only the four CME Group exchanges carry futures data. For stocks, options, crypto and forex, the exchanges endpoint is the current list and the authority on what each integer id means.

Applies to

  • Plans: reference data is on every plan; the market data itself follows your subscription.
  • Endpoints: /v3/reference/exchanges for the list, filtered with asset_class; for futures, /futures/v1/products, whose trading_venue field names each product's exchange.
  • Asset classes: stocks, options, crypto, forex and futures.

What each asset class covers

What each asset class covers is counted from the exchanges endpoint, which is the same list the exchange field indexes into, and for futures from the trading_venue field on the futures products endpoint:

Asset classVenues
Stocks27 records: 18 exchanges, 6 trade reporting facilities, 2 SIPs and 1 over-the-counter reporting facility
Options21 records: 20 exchanges, including the Cboe family, Nasdaq's options markets, NYSE American and BOX, plus OPRA itself
Crypto5 exchanges: Binance, Bitfinex, Bitstamp, Coinbase and Kraken
ForexInstitutional bank feeds rather than exchanges
Futures4 exchanges, all CME Group: CME (XCME), CBOT (XCBT), NYMEX (XNYM) and COMEX (XCEC)
IndicesNot exchanges at all: Nasdaq, Cboe and CME Group as index providers

The stocks count is worth reading carefully. Only 18 of those 27 are exchanges; the rest are the facilities through which off-exchange trades are reported, which is why an exchange id of 4 is a FINRA facility rather than a venue.

The futures row is narrower than the futures exchanges endpoint, /futures/v1/exchanges, which also names venues that carry no futures data, such as Korea Exchange and Bursa Malaysia. Every futures product and contract that names its exchange names one of the four above, so Cboe Futures Exchange contracts such as VIX futures, and ICE or Eurex contracts, are not covered.

How to map an id to a name

curl -X GET "https://api.massive.com/v3/reference/exchanges?asset_class=stocks&apiKey=YOUR_API_KEY"

Response

{
  "results": [
    { "id": 1, "type": "exchange", "mic": "XASE", "name": "NYSE American, LLC" },
    { "id": 3, "type": "exchange", "mic": "XCIS", "name": "NYSE National, Inc." },
    { "id": 4, "type": "TRF", "mic": "XADF", "name": "FINRA Alternative Display Facility" }
  ],
  "status": "OK"
}

Fetch this once and cache it. The ids are stable, and joining against it turns the integers in your trade records into something a human can read.

Why the reporting facilities matter

The reporting facilities matter because a large share of volume never touches an exchange. A trade arranged off-exchange is reported to a FINRA facility and reaches the tape with that facility's id rather than a venue's, which is why filtering to type: exchange would silently drop most of the off-exchange market. If you are measuring where volume happens, read the type field and decide deliberately which records belong in your denominator.

If you see an error

An exchange id you cannot find is usually because you fetched the list for the wrong asset class. Options and stocks have separate id spaces.

A ticker that returns no data on any venue is more likely a symbol convention than a coverage gap. Class shares use a dot and preferred shares a lowercase p.

A crypto pair that exists on an exchange we do not list will have no data. The five above are the sources.

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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

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    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.