Knowledge Base

Sources

Uncover the origins of Massive's diverse data. This category delves into our data providers, accuracy, and reliability, ensuring users have transparent and trustworthy information sources.

  • Title
    Where does Massive source their indices data?
    Indices Category

    Indices

    Sources Category

    Sources

    Description
    Indices come from three providers: Nasdaq, Cboe Global Indices and CME Group. Every index ticker records which one in its source_feed field, and there are more than 13,000 of them across the three.
  • Title
    Where does Massive's crypto data come from?
    Crypto Category

    Crypto

    Sources Category

    Sources

    Description
    From five exchanges: Binance, Bitfinex, Bitstamp, Coinbase and Kraken. Crypto has no consolidated tape, so each trade carries the exchange it happened on and there is no single official price for a pair.
  • 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
    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's Benzinga News feed contain?
    Sources Category

    Sources

    Timestamps Category

    Timestamps

    Description
    Benzinga News carries the articles Benzinga publishes on benzinga.com, back to 27 April 2009, tagged with the tickers it mentions and with topic channels such as offerings and M&A, and its published time is when Benzinga published the item, not when the underlying press release or event happened.
  • Title
    Where does Massive source ticker news from?
    Reference Data Category

    Reference Data

    Sources Category

    Sources

    Description
    From multiple financial news publishers, with each article tagged with the publisher that produced it and the tickers it mentions. A sample of 50 recent articles carried GlobeNewswire, The Motley Fool and Zacks Investment Research.
  • 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.
  • 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.

Still have questions?

Connect with our team via email for prompt assistance, tailored support, or potential partnerships.

Sales

sales@massive.com

Email directly with market data experts

Support

support@massive.com

Ask devs with experience using Massive

Modernizing Wall St.

Reimagining financial market data for the 21st century.

Schedule a demo

Talk with our market data experts