
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
More posts in stocks

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

How do you calculate market cap? The formula to calculate market cap is share price x weighted shares outstanding, where weighted shares outstanding represents the equivalent number of shares of a particular share class that equates to the whole company.
michael

We've just rolled out OTC data to every stocks plan on the Massive platform. No additional subscription is needed, just query any OTC ticker from our REST or WebSocket APIs and get data for all US OTC venues.

katie

Today, we’re proud to announce a new initiative with Nasdaq to integrate Nasdaq Basic data into the Massive market data platform as an add-on to our Stocks Business offering. Stocks Business with Nasdaq Basic offers a comprehensive National Best Bid and Offer (“NBBO”) alternative to consolidated market data, and includes all of the U.S. equities price, reference, and fundamental data needed to build your next financial application. Stocks Business + Nasdaq Basic makes all of this data accessib

peter

Greeks and implied volatility are measures used by options traders to quantify risk. While rolling out our options products alpha, we received many requests to expose these in an API. After much research and hard work, we are excited to present, among other products, our new Options Snapshot API , which calculates Greeks and implied volatility on demand for a given contract. In this article we will discu

matthew

Unlimited APIs, running on world class infrastructure directly inside the exchange data centers, licensed for distribution to an unlimited number of end users.

quintonpike

We’ve just dropped our new Financials API featuring company financials sourced directly from SEC filings. We’ve standardized annual and quarterly company filings into fundamental accounting concepts that are easy to use and compare across companies and industries.

katie

Sometimes users reach out to us confused about why they receive an aggregate bar late or twice through our WebSocket feed. This behavior is intentional and designed for quality assurance purposes on our end, here’s why: Trades are occasionally sent to us late. FINRA, for example, has up to 15 minutes to report a trade that happened on any of the dark pools. We deal with these delayed trades differently for second and minute aggregates. Second Aggregation: For sec

jack

Many major exchanges, trading venues, regulatory bodies, and other data providers require data vendors like Massive to collect and maintain specific personal and employment information from subscribers accessing certain market data. This is necessary to determine whether a user qualifies as a Professional Subscriber or a Non-Professional Subscriber. Accurate classification is essential. Providing complete and truthful information helps ensure uninterrupted access to Massive’s services and avoid

peter

Introducing poly.feed: Access to real-time data from 5 top US stock exchanges & more.

peter

Aggregates ( OHLCV ) are a little more complex to calculate than just min,max,sum. There are condition matrix tables you must adhere to in the CTA and UTP specifications.

quintonpike

New Meta APIs available. Get information like company info, dividends, splits, news and more.

quintonpike

We have changed both channels to only broadcast updates on the tickers which have actually had trades in that timespan. Which means the average is ~1000 ticks/second instead of ~8000. This allows better throughput, and less processing messages of tickers that have not changed.

quintonpike