Embark on a journey through the intricate landscape of the foreign exchange market with Massive. This category provides a comprehensive resource for in-depth data on currency pairs
Knowledge Base/Forex
Knowledge Base
Forex
- Title
- What are the forex market hours?
- Currencies Category
Currencies
- Forex Category
Forex
- Description
- Forex runs continuously from Sunday evening to Friday evening Eastern, with no daily close. Liquidity moves around the world through four overlapping regional sessions, and Massive publishes quotes throughout.
- Title
- What asset classes are available through Massive's Currencies Subscription?
- Crypto Category
Crypto
- Currencies Category
Currencies
- Forex Category
Forex
- Description
- The Currencies subscription covers two asset classes, Forex and Crypto, with about 1,200 currency pairs and about 600 crypto pairs. Both are global, and each has its own WebSocket cluster and its own channel names.
- Title
- Does Massive support commodities data?
- Data Coverage Category
Data Coverage
- Forex Category
Forex
- Description
- Yes, through the Futures subscription: crude oil, natural gas, gold, silver, copper, platinum, palladium, corn, wheat and soybeans all have live contracts. Gold and silver are additionally available as forex pairs on the Currencies subscription.
- Title
- How are Massive's forex bars built, and what do v and n mean on a forex bar?
- Aggregates Category
Aggregates
- Currencies Category
Currencies
- Forex Category
Forex
- Quotes Category
Quotes
- Description
- Massive builds forex bars from the bid price of every quote in the window, so the open, high, low and close are bids, n is the number of quotes, v repeats that count because forex has no traded volume, and vw is the plain average of the bids.
- Title
- How far back does Massive's forex and gold history go, and are there gaps?
- Currencies Category
Currencies
- Data Coverage Category
Data Coverage
- Forex Category
Forex
- Description
- Forex history starts on 25 September 2009 and gold (C:XAUUSD) on 27 September 2009, with gaps: gold is mostly missing from July 2010 to July 2013, six of the seven US dollar majors miss weeks in late 2020, and gold and silver quotes are sparse from January 2021 to August 2025.
- Title
- Where does Massive's currencies data come from?
- Currencies Category
Currencies
- Forex Category
Forex
- Sources Category
Sources
- Description
- Forex quotes come from institutional bank feeds, because foreign exchange has no central exchange and no consolidated tape. Crypto comes from five named exchanges. Both sit under the Currencies subscription.
