Uncover the world of stocks with Massive.com. This category opens the gateway to a rich repository of data on stock markets, including company data, and real-time updates.
Knowledge Base/Stocks
Knowledge Base
Stocks
- Title
- Does Massive offer dark pool data?
- data-coverage Category
- data-coverage 
- stocks Category
- stocks 
- Description
- Yes, we provide dark pool data. If a trade comes through with an exchange ID of 4 (exchange:4) and also has an attached “trf_id” field, it came from a dark pool.
 
- Title
- Does Massive offer pre-market and after-hours data?
- faq Category
- faq 
- stocks Category
- stocks 
- Description
- Yes, we provide data for every trade that occurs, including during pre-market and after-hours. Our tick-level market data streams during these extended hours as well.
 
- Title
- How does Massive create the OHLCV (open, high, low, close, volume) aggregate bars? 
- aggregates Category
- aggregates 
- faq Category
- faq 
- stocks Category
- stocks 
- Description
- Massive uses the “Sale Conditions” attached to each trade to determine if that trade is eligible to update the aggregate
 
- Title
- Where does Massive’s Stock data come from?
- data-coverage Category
- data-coverage 
- faq Category
- faq 
- stocks Category
- stocks 
- Description
- Massive sources its U.S. stock market data from venues including the Securities Information Processors (SIPs), which consolidate quotes and trades from all exchanges, direct connections to major U.S. stock exchanges, FINRA Trading Facilities for off-exchange trades, the OTC Reporting Facility, Alternative Trading Systems (ATSs), and other data sources.
 
- Title
- Does Massive have an endpoint that returns the latest trades, quotes and aggregates in one request?
- aggregates Category
- aggregates 
- data-coverage Category
- data-coverage 
- stocks Category
- stocks 
- Description
- Yes, we have a group of endpoints called Snapshots that return a ‘snapshot’ of the market for a single ticker, a group of tickers, or all tickers on the market.
 
- Title
- Does Massive offer any technical indicators?
- data-coverage Category
- data-coverage 
- reference-data Category
- reference-data 
- stocks Category
- stocks 
- Description
- Yes, Massive offers RESTful endpoints for four of the most common technical indicators.
 
- Title
- Does Massive Offer International Data?
- data-coverage Category
- data-coverage 
- stocks Category
- stocks 
- Description
- No, we currently only support US markets, but we plan on branching out into international markets in the future.
 
- Title
- Does Massive offer Level 2 data?
- crypto Category
- crypto 
- data-coverage Category
- data-coverage 
- stocks Category
- stocks 
- websockets Category
- websockets 
- Description
- No, we currently do not provide level 2 market depth information for stocks.
 
- Title
- Does Massive provide the filing date for any financial reports?
- data-coverage Category
- data-coverage 
- financials Category
- financials 
- reference-data Category
- reference-data 
- stocks Category
- stocks 
- Description
- Yes, we provide 10K and 10Q financial reports for all US-based companies through our Stock Financials endpoint. We source this data directly from the SEC Edgar database.
 
- Title
- How can I get the daily prices for all stocks using Massive’s market data?
- aggregates Category
- aggregates 
- stocks Category
- stocks 
- Description
- You can use our Grouped Daily endpoint to get a list of all daily aggregates for each ticker on the market. The Grouped Daily endpoint returns the daily open, high, low, and close (OHLC) values for every ticker in the stocks/equities markets.
 
- Title
- How does Massive handle ticker changes and acquisitions?
- faq Category
- faq 
- reference-data Category
- reference-data 
- stocks Category
- stocks 
- Description
- Our market data is point-in-time, meaning the data is returned as it happened on a specific date.
 
- Title
- How much historical data does Massive have for financial 10K and 10Q reports?
- financials Category
- financials 
- reference-data Category
- reference-data 
- stocks Category
- stocks 
- Description
- In 2009, the SEC (Securities and Exchange Commission) mandated that all financial 10K and 10Q filings must be filed in XBRL (eXtensible Business Reporting Language) format
 
- Title
- How much historical stock data does Massive have?
- data-coverage Category
- data-coverage 
- stocks Category
- stocks 
- Description
- We offer historical tick-level data for stocks dating back to 2004. This includes tick-level trades, NBBO (National Best Bid and Offer) quotes, and custom aggregates with a resolution of 1 second.
 
- Title
- Is Massive’s stock data adjusted for splits or dividends?
- faq Category
- faq 
- stocks Category
- stocks 
- Description
- We support historical market data that is adjusted for splits, but not dividends.
 
- Title
- Stock Trade Conditions
- stocks Category
- stocks 
- Description
- Stock Trade Conditions
 
- Title
- What are pro and non-pro classifications for Massive’s stock data?
- business Category
- business 
- faq Category
- faq 
- stocks Category
- stocks 
- Description
- For our real-time Stocks plan for individuals, the SIPs require that we collect and maintain personal information and employment information to classify market data subscribers as either non-professional or professional based on usage and registration status.
 
- Title
- What are the different types of dividends that Massive supports?
- reference-data Category
- reference-data 
- stocks Category
- stocks 
- Description
- We include four different types of dividends in our data: regular dividends that are paid and/or expected to be paid on a consistent schedule (CD), special cash dividends that are infrequent or unusual and may not be expected to occur in the future (SC), long-term capital gain distributions (LT), and short-term capital gain distributions (ST).
 
- Title
- What are the different types of tickers that Massive supports?
- data-coverage Category
- data-coverage 
- stocks Category
- stocks 
- Description
- When investors think of stocks, they typically think of publicly listed shares of a company traded on a stock exchange.
 
- Title
- What does Massive use for Sector?
- reference-data Category
- reference-data 
- stocks Category
- stocks 
- Description
- We use the Standard Industrial Classification (SIC) code to provide sector information.
 
- Title
- What is the difference between weighted shares outstanding and share class shares outstanding?
- reference-data Category
- reference-data 
- stocks Category
- stocks 
- Description
- Outstanding shares refer to the stock currently held by investors, including shares held by the public and restricted shares owned by company officers and insiders.
 
- Title
- What symbols/exchanges are included in Massive’s data?
- data-coverage Category
- data-coverage 
- options Category
- options 
- stocks Category
- stocks 
- Description
- We support the entire US equities market as well as the entire US options market.
 
- Title
- Why are ticker symbols with dashes ‘-’ not showing in Massive’s system? Example - BRK-A
- faq Category
- faq 
- reference-data Category
- reference-data 
- stocks Category
- stocks 
- Description
- We use the same ticker symbol layout as the SIPs. For any ticker symbol that has a “-” dash, we replace that with a “.” dot.
 
- Title
- Why does volume return as a FLOAT value from the Aggregates Endpoint?
- faq Category
- faq 
- stocks Category
- stocks 
- Description
- These decimal values are entirely normal when requesting adjusted data for stocks that have split.
 

