Uncover the world of stocks with Massive. 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. 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.
- 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 whether that condition updates the high and low, the open and close, and the volume of a regular-hours minute bar or a daily bar.
- 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
- Are Massive's fundamentals adjusted for stock splits?
- Financials Category
Financials
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Share counts and earnings per share on Massive's income statements are restated to the company's current share basis, including splits made after the record's filing date, while short interest and short volume are not split-adjusted, and none of these endpoints takes an adjusted parameter.
- Title
- Does a Form T trade update a pre-market minute bar's high, low, open and close?
- Aggregates Category
Aggregates
- Stocks Category
Stocks
- Trades Category
Trades
- Description
- Yes. On Massive's pre-market and after-hours minute bars, a Form T trade can set the open, high, low and close unless it also carries a condition such as Odd Lot that cannot set prices, while a daily bar and a regular-hours minute bar never take a price from a Form T trade.
- Title
- Does Massive have a downloadable security master?
- FAQ Category
FAQ
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Massive has no downloadable security master or reference flat file, so build a point-in-time list of US stocks by calling All Tickers (/v3/reference/tickers) with a date for each day you need, back to 10 September 2003, and join the lists on share-class FIGI or CIK.
- Title
- Why is my snapshot missing the last trade, last quote or other fields on my plan?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Stocks Category
Stocks
- Description
- Snapshot fields follow your plan: the last trade is returned only on plans that include trades, the last quote only on plans that include quotes and fair market value only on Business plans, and in the unified snapshot a ticker your plan does not cover comes back as a NOT_ENTITLED row.
- Title
- Does Massive have historical float data?
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- No. Massive returns only the latest free float for each stock, one record per ticker, so there is no float history and no way to ask for the float on a past date. The float endpoint is included in every Stocks plan, including the free Basic plan.
- Title
- Does Massive have Nasdaq order imbalance data, or only NYSE?
- Stocks Category
Stocks
- WebSockets Category
WebSockets
- Description
- Only NYSE: the Net Order Imbalance (NOI) WebSocket channel streams real-time auction imbalances for NYSE-listed stocks with the Imbalances Expansion, and Massive has no Nasdaq imbalance data and no historical imbalance data.
- Title
- Does Massive offer any technical indicators?
- Data Coverage Category
Data Coverage
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Yes, four calculated for you: simple and exponential moving averages, RSI and MACD, on their own endpoints and included with every plan including the free tier. Anything else you build from the aggregate bars.
- Title
- Does Massive offer international data?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Equities and options are US only. Forex and crypto are global, and the index coverage includes non-US benchmarks such as MSCI EAFE and Cboe Europe 50. To reach a foreign company, use its US-listed ADR, which is a stock like any other.
- Title
- Does Massive offer Level 2 data?
- Crypto Category
Crypto
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- WebSockets Category
WebSockets
- Description
- No. Massive publishes NBBO quotes, the single best bid and offer across US exchanges, but not full market depth or an order book, for any asset class. The closest available data is the NBBO history and every individual trade with its exchange.
- Title
- How can I get the daily prices for all stocks using Massive's market data?
- Aggregates Category
Aggregates
- Stocks Category
Stocks
- Description
- Use the grouped daily bars endpoint. One request returns one bar for every US ticker that traded on a date, over 12,000 rows, instead of a request per symbol.
- Title
- How do I get company logos and icons from Massive?
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Call the Ticker Overview endpoint for the ticker and read its branding object, which holds a logo_url and an icon_url; both image links need your API key, and some tickers have no branding object at all.
- Title
- How do I get the official closing price for a stock?
- Stocks Category
Stocks
- Trades Category
Trades
- Description
- Take the condition 15 (Market Center Official Close) trade that the stock's listing exchange reports right after its closing auction, from the trades endpoint; the daily bar's close usually matches it but is calculated separately and can differ.
- Title
- How does Massive handle fractional share trades?
- Stocks Category
Stocks
- Trades Category
Trades
- Description
- They are published like any other trade, with the real size in decimal_size and the integer size field rounded down, often to zero. They add to a bar's volume but never set its open, high, low or close, because they carry the odd-lot condition.
- 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 is a stock bar's VWAP calculated, and why can it fall outside the high and low?
- Aggregates Category
Aggregates
- Stocks Category
Stocks
- Trades Category
Trades
- Description
- The vw on a Massive stock bar is the size-weighted average price of every trade that counts toward the bar's volume, including odd-lot, average-price and contingent trades that may not set the high or low, so vw can sit outside the bar's range.
- Title
- How much historical data does Massive have for financial 10-K and 10-Q reports?
- Financials Category
Financials
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- The oldest record in the dataset is from April 2009, but the floor for any one company is later and depends on when its filings became available in the format we parse, so ask the endpoint for that ticker rather than assuming a universal start date.
- Title
- How much historical stock data does Massive have?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Listed US stock bars, trades and quotes all start on 10 September 2003 and OTC stocks on 31 December 2021, and your plan sets how far back you reach: 2 years of bars on Stocks Basic, 5 on Starter, 10 on Developer and all of it on Advanced.
- 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
- Does Massive have market data outside of normal trading hours?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Yes. Trades and quotes are published from 04:00 to 20:00 Eastern for US stocks, and forex and crypto run around the clock. Select an extended-hours window with epoch timestamps, because there is no session parameter.
- Title
- What do Massive's stock trade condition codes mean?
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- The conditions array on a stock trade holds numeric codes describing how it was executed, and those codes decide whether the trade updated a bar's open, close, high, low or volume. A regular trade has no conditions field. This is the reference table for the codes you will meet in practice.
- 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 different types of dividends that Massive supports?
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Dividend records carry a distribution_type of recurring, special, supplemental, irregular or unknown. Nearly everything is recurring, and the separate frequency field tells you how many payments a year to expect.
- Title
- What are the different types of tickers that Massive supports?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Twenty-four for stocks, from common and preferred shares to ETFs, ETNs, warrants, rights, bonds, funds and four classes of American Depositary Receipt. Every ticker carries a type code, and the ticker types endpoint returns the full list.
- 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 does Massive use for sector classification?
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- SIC codes, from the company's own SEC filings. Ticker details returns sic_code and sic_description, so Apple is 3571, Electronic Computers. There is no GICS sector field.
- Title
- What is the difference between weighted shares outstanding and share class shares outstanding?
- Reference Data Category
Reference Data
- Stocks Category
Stocks
- Description
- Weighted shares outstanding counts the whole company expressed in one share class's units; share class shares outstanding counts only the shares in that class. For a single-class company they are identical, and for a multi-class one they are not.
- Title
- What symbols and exchanges are included in Massive's data?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Stocks Category
Stocks
- Description
- 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.
- 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. On the bars and trades endpoints an unknown symbol returns an empty result rather than an error, which is why it looks like missing data.
- Title
- Why does a foreign company (a 20-F filer) have only annual financials?
- Financials Category
Financials
- Stocks Category
Stocks
- Description
- Massive builds its financial statements from SEC filings, and a foreign private issuer files an annual report on Form 20-F instead of quarterly 10-Q reports, so a company such as ASML has annual records and no records for its first three fiscal quarters.
- 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 the stocks snapshot's day bar zero before the open, and how do I get the pre-market change?
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- The stocks snapshot's day bar covers the regular session, so it reads zero from the 3:30 AM Eastern reset until the ticker trades after 9:30 AM, and before the open the pre-market change is in todaysChange and todaysChangePerc, which compare the last trade with the previous close.
