Discover comprehensive answers and solutions for using Massive. This section addresses frequent questions about platform navigation, data access, troubleshooting, and effective usage strategies, ensuring a smooth experience with our extensive financial data services.
Knowledge Base
FAQ
- 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 most extended-hours trades do not update a bar.
- Title
- How do you read an options symbol?
- FAQ Category
FAQ
- How To Category
How To
- Options Category
Options
- Description
- A Massive options ticker is four parts joined together: O: then the underlying, the expiry as YYMMDD, C or P, and the strike in thousandths padded to eight digits. So O:SPY260918C00650000 is a SPY call expiring 18 September 2026 at a strike of 650.
- Title
- How can I tell whether a specific trade updated the OHLCV aggregate bar?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- Take the conditions array from the trade and look each code up on the conditions endpoint. Its update_rules field says exactly whether that condition updates the high and low, the open and close, and the volume.
- Title
- How do I get started with Flat Files and S3 on Massive?
- FAQ Category
FAQ
- How To Category
How To
- Description
- Take your S3 Access and Secret keys from the dashboard, point any S3 client at https://files.massive.com with the bucket flatfiles, and download the daily files you need. Flat files are on paid plans only, and a bare 403 means either the plan or an unsigned exchange agreement.
- Title
- Where does Massive's options data come from?
- FAQ Category
FAQ
- Options Category
Options
- Sources Category
Sources
- Description
- From OPRA, the consolidated feed that every US options exchange reports to. That is 20 exchanges on one tape, so the coverage is the whole US options market rather than a selection of exchanges.
- Title
- Where does Massive's stock data come from?
- Data Coverage Category
Data Coverage
- FAQ Category
FAQ
- Sources Category
Sources
- Stocks Category
Stocks
- Description
- From the two US securities information processors, the Consolidated Tape Association and the UTP plan, which consolidate every US exchange, plus the FINRA facilities that carry off-exchange prints. That is the whole tape, not a sample of venues.
- Title
- Am I a professional or non-professional subscriber?
- Account Category
Account
- Business Category
Business
- FAQ Category
FAQ
- Description
- On the registration form, answer yes to question 1 and no to all ten of the others and you are non-professional. Answer yes to any of those ten and you are professional. The exchanges set the test, and it decides which Massive plans you can buy.
- Title
- Can I change my professional or non-professional status after I set it?
- Account Category
Account
- FAQ Category
FAQ
- Description
- Only toward professional. If your circumstances make you professional, tell us and the status changes. Support cannot switch a professional status back to non-professional, so if you chose professional by mistake, the fix is moving your plans to a new account.
- Title
- Can I create multiple Massive API keys?
- Account Category
Account
- FAQ Category
FAQ
- Description
- Yes, up to 100 active keys per account, from the keys page of your dashboard. Every key on an account shares the same subscriptions and the same limits, so a second key separates your integrations without adding capacity.
- Title
- Can I execute trades through Massive's platform?
- FAQ Category
FAQ
- Description
- No. Massive is a market data provider and has no order entry, no brokerage account and no execution venue. You place orders through a broker, and use Massive for the data that informs them.
- Title
- Does Massive have continuous futures contracts?
- Data Coverage Category
Data Coverage
- FAQ Category
FAQ
- Description
- No, each futures contract is its own ticker, so to follow a product over time you request one contract after another and switch when trading moves to the next one, which can happen days or weeks before the expiring contract's last trade date.
- Title
- How do I connect Massive to ChatGPT, Claude or another AI tool?
- FAQ Category
FAQ
- How To Category
How To
- Description
- Add Massive's hosted MCP server, https://mcp.massive.com/, as a custom connector or MCP server in your AI tool and sign in with your Massive account in the browser; there is no API key to paste, and the tool can reach the same data your Massive plan includes.
- Title
- How does Massive create aggregate bars?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- From eligible trades. Each trade carries sale conditions defined by the CTA and UTP plans, and those conditions decide whether it may update the open, high, low, close or volume, so a bar is a sum of eligible trades rather than of all trades.
- Title
- How does Massive deal with minutes where no trades occurred?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- The minute is left out. No bar is created for a window with no eligible trade, and no tick data exists for it either, so a gap in the series means nothing happened rather than something being lost.
- Title
- How does Massive handle adjusted options contracts?
- FAQ Category
FAQ
- Options Category
Options
- Description
- The same way the US options market does: an adjusted series usually appears with a digit after the underlying, such as O:GME1261016C00003000, alongside the standard series. Massive publishes both and does not merge them.
- Title
- How does Massive handle ticker changes and acquisitions?
- FAQ Category
FAQ
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- The data stays as it was published, so a renamed company has history under both symbols and Massive does not stitch them together. Pass a date to the ticker endpoints to ask who held a symbol then, and use the ticker events endpoint to find the rename.
- Title
- How does Massive treat hourly bars when querying regular trading hours?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- Bar windows are anchored to the start of the day, not to the trading session, so an hour bar begins on the hour and never at 09:30. There is no session parameter, so a regular-hours or premarket figure has to be built from minute bars.
- Title
- How many Massive WebSocket connections can I use at one time?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Every paid subscription includes at least one simultaneous WebSocket connection, and connections are counted per cluster, so a Stocks connection cannot be pointed at Options; Business includes three per cluster, and more can be added to any plan by asking us.
- Title
- How many tickers can you subscribe to on a single Massive WebSocket connection?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- There is no ticker limit on our side, so one connection can carry the whole universe for a channel as long as your consumer keeps up. Options Quotes are the one exception, capped at around a thousand contracts per connection.
- Title
- How much data is streamed through Massive's WebSockets?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- We stream market data as we receive it, with no sampling, so one connection can carry every trade, quote and aggregate bar on a channel. What decides whether you keep up is events per second rather than messages, because one message often carries several events.
- Title
- How do Massive's feeds handle canceled trades?
- FAQ Category
FAQ
- Trades Category
Trades
- Description
- Nothing is deleted. REST and the flat files keep a canceled trade, mark it with a correction value and add a separate cancel record, and leave both out of aggregate bars. The WebSocket trade message has no correction field, so a live stream cannot tell you a trade was later canceled.
- Title
- I paid for real-time Massive data, so why is it still delayed or refused?
- Account Category
Account
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Real-time Massive data needs more than payment: a plan for the asset class you request, the exchange agreements signed in your dashboard, and, if you stream, a WebSocket connection to wss://socket.massive.com, because wss://delayed.massive.com stays the delayed feed after you upgrade.
- Title
- How should I go about reporting a possible Massive data discrepancy?
- FAQ Category
FAQ
- Support Category
Support
- Description
- Start a chat at massive.com/contact and paste the filled-in template below. Without it, support spends the first reply asking for the request URL, the request_id and the timestamps.
- Title
- Is Massive's stock data adjusted for splits or dividends?
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- REST aggregate bars are split-adjusted by default, and you get raw prices with adjusted=false. Nothing is dividend-adjusted, and tick-level trades and quotes and the flat files are never adjusted at all, so they always show the price that printed.
- Title
- What are pro and non-pro classifications for Massive's options data?
- Business Category
Business
- FAQ Category
FAQ
- Options Category
Options
- Description
- Massive asks one set of eleven registration questions for every asset class: answer yes to question one and no to the other ten and you are non-professional. Individual plans are for non-professional use; professional use needs a Business plan.
- Title
- What are pro and non-pro classifications for Massive's stock data?
- Business Category
Business
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- Massive asks one set of eleven registration questions for every asset class: answer yes to question one and no to the other ten and you are non-professional. Individual plans are for non-professional use; professional use needs a Business plan.
- Title
- What are the securities information processors (SIPs)?
- FAQ Category
FAQ
- Sources Category
Sources
- Description
- The two systems that consolidate quotes and trades from every US stock exchange into one tape. CTA carries NYSE-listed securities and UTP carries Nasdaq-listed ones, and between them they define the national best bid and offer.
- Title
- What does Massive do with delisted tickers?
- FAQ Category
FAQ
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- They stay. Delisted companies keep their history exactly as it was published, so a backtest sees the companies that failed as well as the ones that survived. Their ticker records are marked inactive rather than removed.
- Title
- What is market cap and how does Massive calculate that value?
- FAQ Category
FAQ
- Reference Data Category
Reference Data
- Description
- Market cap is the weighted share count multiplied by the latest price. Ticker details returns both, so you can check it: AAPL's market cap divided by its weighted shares outstanding is its closing price.
- Title
- What is the difference between RESTful APIs and WebSockets?
- FAQ Category
FAQ
- REST Category
REST
- WebSockets Category
WebSockets
- Description
- A REST call asks Massive one question and gets one answer, so it suits history and snapshots. A WebSocket holds one connection open and pushes every new event as it happens, so it suits live data. Both cover the same asset classes and use the same API key.
- Title
- Which plan do I need to show Massive data in my own app?
- Account Category
Account
- Business Category
Business
- FAQ Category
FAQ
- Description
- A Business subscription as soon as anyone other than you can see the data, including testers and staging users, during development as well as after launch. An app that only you use, for your own personal, non-business purposes, is covered by an individual plan.
- Title
- Which timestamps are returned for Massive's stock trades and NBBO quotes?
- FAQ Category
FAQ
- Quotes Category
Quotes
- Trades Category
Trades
- Description
- REST and the flat files return three nanosecond timestamps per trade: participant, SIP and TRF. The WebSocket carries the same three in milliseconds rather than nanoseconds. All of them are Unix epoch in UTC.
- Title
- Why am I not authorized (NOT_AUTHORIZED) when calling Massive's REST API or WebSockets?
- Account Category
Account
- FAQ Category
FAQ
- REST Category
REST
- WebSockets Category
WebSockets
- Description
- Your API key is valid, but the request asks for something your plan does not cover, or, for flat files, the exchange agreements may be unsigned. The message narrows it down: not entitled, a data timeframe your tier does not reach, or forbidden.
- Title
- Why am I receiving a late aggregate bar through Massive's WebSockets?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Late bars are deliberate. Trades can be reported minutes after they happen, so we hold each bar open for late trades and rebroadcast it when one changes it, rather than publishing a bar we know will turn out wrong.
- Title
- Why are greeks and implied volatility missing from the options snapshot?
- FAQ Category
FAQ
- Options Category
Options
- Description
- The options snapshot leaves greeks and implied volatility out when they cannot be solved from the contract's bid/ask midpoint, most often because an in-the-money stock or ETF option is quoted below its intrinsic value, and for index options requested with the bare root, such as SPX instead of I:SPX.
- Title
- Why are there missing aggregates in Massive's data?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Trades Category
Trades
- Description
- A window with no eligible trade produces no bar at all, rather than an empty one. This is common: AAPL produced 885 minute bars in a 960-minute session on an ordinary day. Check the trades endpoint for the same window to tell a real gap from an ineligible one.
- Title
- Why are ticker symbols with dashes not showing in Massive's system?
- FAQ Category
FAQ
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Because Massive writes class shares with a dot rather than a dash, so BRK-A is BRK.A, and preferred shares with a lowercase p, so a Series D preferred is ABRpD. An unknown symbol returns an empty result rather than an error, which is why it looks like missing data.
- Title
- Why do Massive WebSocket disconnects happen?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- A Massive WebSocket disconnect usually comes from a client reading too slowly, a full connection allowance or the nightly reset, though an incident on our side can drop connections too, and after any reconnect you must authenticate and subscribe again, because subscriptions do not carry over.
- Title
- Why does volume return as a decimal value from the aggregates endpoint?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- Because fractional shares trade. A bar sums the real sizes of its trades, and a trade for a quarter of a share contributes 0.25, so the total is fractional. It has nothing to do with the adjusted parameter.
- Title
- Why is Massive's market data different from other providers?
- Data Coverage Category
Data Coverage
- FAQ Category
FAQ
- Sources Category
Sources
- Description
- Usually because of four things: which trades are eligible to update a bar, which timestamp the data is bucketed on, whether prices are split-adjusted, and whether late corrections have been applied. All four are checkable.
- Title
- Why is my Massive WebSocket data running behind, and is it my client or Massive?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Subtract each event's t timestamp from your corrected clock to get its age, then check your socket's receive queue: one that keeps holding data means your client reads too slowly, while late data arriving into an empty queue was late on arrival, so report it to us with your connection ID.
