Find answers to your questions about using Massive's WebSockets to stream market data. Learn about connecting, subscribing to events by ticker or data type, or read guides for commonly encountered issues.
Knowledge Base/WebSockets
Knowledge Base
WebSockets
- 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 have per second aggregates available?
- Aggregates Category
Aggregates
- WebSockets Category
WebSockets
- Description
- Yes, both ways. Per-second bars stream live on every WebSocket cluster, with a channel name that differs by asset class, and the REST aggregates endpoint builds them historically with a timespan of second.
- 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 connect to a Massive WebSocket?
- WebSockets Category
WebSockets
- Description
- Open a socket to the cluster for the asset class you subscribe to, send an auth message with your API key, then send a subscribe message naming the channels and tickers you want. The server answers each step with a status message.
- Title
- How many Massive WebSocket connections can I use at one time?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Every paid subscription includes at least one simultaneous WebSocket connection, and connections are counted per cluster, so a Stocks connection cannot be pointed at Options; Business includes three per cluster, and more can be added to any plan by asking us.
- Title
- How many tickers can you subscribe to on a single Massive WebSocket connection?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- There is no ticker limit on our side, so one connection can carry the whole universe for a channel as long as your consumer keeps up. Options Quotes are the one exception, capped at around a thousand contracts per connection.
- Title
- How much data is streamed through Massive's WebSockets?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- We stream market data as we receive it, with no sampling, so one connection can carry every trade, quote and aggregate bar on a channel. What decides whether you keep up is events per second rather than messages, because one message often carries several events.
- Title
- I paid for real-time Massive data, so why is it still delayed or refused?
- Account Category
Account
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Real-time Massive data needs more than payment: a plan for the asset class you request, the exchange agreements signed in your dashboard, and, if you stream, a WebSocket connection to wss://socket.massive.com, because wss://delayed.massive.com stays the delayed feed after you upgrade.
- Title
- What is the average latency for Massive's WebSockets?
- WebSockets Category
WebSockets
- Description
- Our servers take the US SIP and OPRA feeds directly and publish each event as it arrives, so the latency you measure is mostly your own network. Every event carries the exchange timestamp, so you can measure your real end-to-end delay rather than rely on an average.
- Title
- What is the difference between RESTful APIs and WebSockets?
- FAQ Category
FAQ
- REST Category
REST
- WebSockets Category
WebSockets
- Description
- A REST call asks Massive one question and gets one answer, so it suits history and snapshots. A WebSocket holds one connection open and pushes every new event as it happens, so it suits live data. Both cover the same asset classes and use the same API key.
- Title
- Why am I not authorized (NOT_AUTHORIZED) when calling Massive's REST API or WebSockets?
- Account Category
Account
- FAQ Category
FAQ
- REST Category
REST
- WebSockets Category
WebSockets
- Description
- Your API key is valid, but the request asks for something your plan does not cover, or, for flat files, the exchange agreements may be unsigned. The message narrows it down: not entitled, a data timeframe your tier does not reach, or forbidden.
- Title
- Why am I receiving a late aggregate bar through Massive's WebSockets?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Late bars are deliberate. Trades can be reported minutes after they happen, so we hold each bar open for late trades and rebroadcast it when one changes it, rather than publishing a bar we know will turn out wrong.
- Title
- Why do Massive WebSocket disconnects happen?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- A Massive WebSocket disconnect usually comes from a client reading too slowly, a full connection allowance or the nightly reset, though an incident on our side can drop connections too, and after any reconnect you must authenticate and subscribe again, because subscriptions do not carry over.
- Title
- Why is my Massive WebSocket data running behind, and is it my client or Massive?
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Subtract each event's t timestamp from your corrected clock to get its age, then check your socket's receive queue: one that keeps holding data means your client reads too slowly, while late data arriving into an empty queue was late on arrival, so report it to us with your connection ID.
