Dive into detailed insights on trade data via Massive. Learn about trade execution, market dynamics, historical trade analysis, and real-time transaction tracking across various assets.
Knowledge Base/Trades
Knowledge Base
Trades
- 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 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
- 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 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.
