At Massive, we provide real-time streaming access to U.S. stock market data through WebSockets, delivering a continuous flow of updates directly to your applications. Our WebSocket feeds include trades, quotes, aggregates (bars), limit-up/limit-down (LULD) events, and Fair Market Value (FMV) measurements, enabling developers, traders, and analysts to receive live, push-based market data with minimal latency. By tapping into these streaming endpoints, you can power dynamic dashboards, feed algorithmic trading strategies, and monitor market conditions as they unfold -- without the need for repeated requests.
Stream minute-by-minute aggregated OHLC (Open, High, Low, Close) and volume data for specified tickers via WebSocket. These aggregates are updated continuously in Eastern Time (ET) and cover pre-market, regular, and after-hours sessions. Each bar is constructed solely from qualifying trades that meet specific conditions; if no eligible trades occur within a given minute, no bar is emitted. By providing a steady flow of aggregate bars, this endpoint enables users to track intraday price movements, refine trading strategies, and power live data visualizations.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
Stream second-by-second aggregated OHLC (Open, High, Low, Close) and volume data for specified tickers via WebSocket. These aggregates are updated continuously in Eastern Time (ET) and cover pre-market, regular, and after-hours sessions. Each bar is constructed solely from qualifying trades that meet specific conditions; if no eligible trades occur within a given minute, no bar is emitted. By providing a steady flow of aggregate bars, this endpoint enables users to track intraday price movements, refine trading strategies, and power live data visualizations.
Use Cases: Real-time monitoring, dynamic charting, intraday strategy development, automated trading.
Stream tick-level trade data for stock tickers via WebSocket. Each message delivers key trade details (price, size, exchange, conditions, and timestamps) as they occur, enabling users to track market activity, power live dashboards, and inform rapid decision-making.
Use Cases: Live monitoring, algorithmic trading, market analysis, data visualization.
Stream NBBO (National Best Bid and Offer) quote data for stock tickers via WebSocket. Each message provides the current best bid/ask prices, sizes, and related metadata as they update, allowing users to monitor evolving market conditions, inform trading decisions, and maintain responsive, data-driven applications.
Use Cases: Live monitoring, market analysis, trading decision support, dynamic interface updates.
Stream real-time Limit Up - Limit Down (LULD) events for specified stock tickers via WebSocket across multiple U.S. exchanges (including NYSE, Nasdaq, Cboe BZX, NYSE Arca, and NYSE American). Events signal when securities approach or breach dynamic price bands, triggering pauses, halts, or resumptions to curb volatility. Halt and resumption messages (indicators 17 and 18) are only available for NASDAQ listed securities. This high-volume feed provides continuous intraday coverage during regular trading hours, with details on price limits, indicators, and timestamps for proactive market response.
Use Cases: Volatility monitoring, risk management, compliance tracking, trading strategy adjustments.
Stream real-time Net Order Imbalance (NOI) events for specified stock tickers via WebSocket. Focused on NYSE listed securities, this feed delivers updates on buy and sell order imbalances during scheduled exchange auctions. Typically, at market open (9:30 AM ET) and close (4:00 PM ET), along with indicative clearing prices, paired quantities, and imbalance amounts. Intraday events may also occur during ticker specific halts or mini-auctions, offering insights into liquidity pressures and auction dynamics.
Use Cases: Auction price discovery, execution timing, liquidity monitoring, short-term trading signals, market event analysis.
Stream real-time Fair Market Value (FMV) data for a specified stock ticker via WebSocket. This proprietary metric, available exclusively to Business plan users, provides an algorithmically derived, real-time estimate of a security’s fair market price. By delivering accurate, continuous valuation data, this feed supports informed trading decisions, enhanced analytics, and more effective risk management.
Use Cases: Pricing strategies, algorithmic modeling, risk assessment, investor decision-making.
WS/business/stocks/FMV
Market Hours and Timezone
All stock market data delivered over WebSockets follows the standard U.S. equity trading sessions in Eastern Time (ET):
Pre-Market: 4:00 AM to 9:30 AM ET
Regular Market: 9:30 AM to 4:00 PM ET
After-Hours: 4:00 PM to 8:00 PM ET
While streaming endpoints remain active outside regular hours, the frequency and type of updates may vary depending on market activity and the data feed in question. All timestamps are provided as Unix timestamps (seconds since epoch, UTC). When converting these timestamps into human-readable form (e.g., market open at 9:30 AM), remember they represent UTC time, not Eastern Time (ET). To correctly align data with market hours or dates, you'll need to explicitly convert timestamps from UTC to ET during your analysis.
Infrastructure and Reliability
Our WebSocket infrastructure is engineered for speed, stability, and scalability. By co-locating servers with exchanges and Securities Information Processors (SIPs), we minimize latency and ensure that you receive updates as quickly as possible. Redundant data centers and load balancing further enhance reliability, allowing us to maintain steady data delivery even under high load or challenging network conditions.
This real-time architecture ensures seamless, continuous data streams, ideal for latency-sensitive applications such as algorithmic trading, live charting, and event-driven analyses.
Data Flow: From Exchanges to You
Massive’s WebSocket feeds draw data from the same robust sources as our REST endpoints. We combine direct connections to all major U.S. stock exchanges with SIP-consolidated feeds, ensuring that you receive the most accurate, timely, and comprehensive market data available.
As soon as trades, quotes, or other market events are published by the exchanges and consolidated by the SIPs, they are relayed through our infrastructure and pushed over our WebSocket channels to your subscribed clients. This near-instantaneous delivery supports real-time decision-making and dynamic updates to your trading or analytical systems.
Next Steps
Leverage our documentation to integrate these WebSocket feeds into your applications. With a simple subscription model, you can dynamically select which tickers and data streams you need, enabling tasks such as:
Powering live dashboards and visualizations
Feeding algorithmic models with instantaneous updates
Conducting real-time risk management and compliance checks
Enhancing trading platforms with low-latency insights
By utilizing Massive’s stock WebSocket feeds, you position your applications at the cutting edge of real-time market intelligence, empowering rapid, data-driven decision-making and innovation in the U.S. equity markets.