Tagging 8-K disclosures with AI: corporate events, labelled by what actually happened
A SEC 8-K API that labels what actually happened. Query filings by event type (CEO departures, cybersecurity incidents, M&A), with source-cited tags.
rian
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Futures Data Has Arrived
Massive’s Futures APIs are now generally available, providing real-time and historical market data for top U.S. futures (ES, GC, CL) from CME, CBOT, COMEX, and NYMEX, accessible via REST API, Websocket, and flat files.
editor
Build a NYSE Order Imbalance Tracker with Massive's WebSocket API
Massive's NOI WebSocket channel streams NYSE Net Order Imbalance data in real time, including imbalance quantity, paired shares, and the indicative clearing price.
cole
Build a Real-Time Dark Pool Scanner with Massive's Websocket API
In this tutorial, you'll build a terminal-based dark pool scanner in Python and under 150 lines of code that streams real-time stock trades from Massive's API.
cole
Insider and Institutional Ownership data via Massive’s APIs (forms 3, 4, and 13F)
Massive now exposes three insider and institutional disclosure datasets in our REST API: form 3, form 4, and form 13F.
alexnovotny
SEC Filings & Disclosures: AI-Ready Data, Structured Risk Factors, and Filing Search
Massive has five new endpoints (currently in beta, open to all account types) for working with SEC filings programmatically.
rian
Massive Now Returns Fractional Share Precision: What Changed and Why It Matters
On February 23, 2026, FINRA's SIPs began reporting fractional share quantities with up to six decimal places. Before this, trades were rounded or truncated to whole numbers. Massive's APIs now expose the new decimal values across WebSocket, REST, and flat file delivery.
alexnovotny
Action Required: V1 Aggregates, Historic Trades, and Historic Quotes APIs will be Deprecated on 01/01/2020
Our V1 Aggregates, Historic Trades, and Historic Quotes APIs will be deprecated by the end of this year in favor of V2 Aggregates, Historic Trades, and Historic Quotes APIs beginning 01/01/2020. Customers can continue to use the V1 endpoints until 12/31/2019. We will also continue to offer support for the V1 endpoints until 12/31/2019. Our V2 APIs are built from the ground up and will give customers more flexibly and better service moving forward. We encourage users to switch to using the V2 e
peter
Action Required: NATS Service will be Deprecated on 01/01/2020
Our NATS service will be deprecated by the end of this year in favor of WebSockets beginning 01/01/2020.
peter
Changes to Aggregate Feed
We are making a couple small changes to the aggregate feed tick schema. We are removing a few less useful attributes, and adding some that have been much requested. The updated schema will begin streaming this upcoming Monday ( July 23rd, 2018 ).
quintonpike
Addition Forex Banks
We have added an additional cluster of Forex banking institutions. Due to adding this, and plans to add more, we have modified the schema of the forex ticks to include the exchange ID. This will be valuable when looking at the prices between forex banking institutions. The Forex schema will be updated April 17, 2018. Since this is a schema addition, and not editing/removing a key, we expect the impact to be low on client application logic. Thanks,
quintonpike
Schema Updates
We are updating the schemas of the TRADES and QUOTES real-time data feeds. All other real-time feeds, and APIs will stay as they are currently. We are changing the schema of the trades/quotes for smaller and only unique per tick data attributes. This will make the messages smaller, enabling less bandwidth and less processing per tick for encoding/decoding the JSON. New schema ticks will start streaming on market open, Monday, January 29th. Current Trade Schema: { sym: 'MSFT', // Symbol sym
quintonpike