Dive deep into the world of Open, High, Low, Close, and Volume data with Massive. This category is pivotal for those analyzing market trends, offering comprehensive and detailed insights into price movements, trading volumes, and market dynamics. It's an invaluable resource for understanding the nuances of financial markets and making informed decisions.
Knowledge Base/Aggregates
Knowledge Base
Aggregates
- Title
- How does Massive create the OHLCV (open, high, low, close, volume) aggregate bars?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Stocks Category
Stocks
- Description
- Massive uses the “Sale Conditions” attached to each trade to determine if that trade is eligible to update the aggregate
- Title
- Does Massive have an endpoint that returns the latest trades, quotes and aggregates in one request?
- Aggregates Category
Aggregates
- Data Coverage Category
Data Coverage
- Stocks Category
Stocks
- Description
- Yes, we have a group of endpoints called Snapshots that return a ‘snapshot’ of the market for a single ticker, a group of tickers, or all tickers on the market.
- Title
- Does Massive have per second aggregates available?
- Aggregates Category
Aggregates
- WebSockets Category
WebSockets
- Description
- Yes, we provide per second aggregates in real-time through our Stocks WebSocket feed.
- Title
- How can I get the daily prices for all stocks using Massive’s market data?
- Aggregates Category
Aggregates
- Stocks Category
Stocks
- Description
- You can use our Grouped Daily endpoint to get a list of all daily aggregates for each ticker on the market. The Grouped Daily endpoint returns the daily open, high, low, and close (OHLC) values for every ticker in the stocks/equities markets.
- Title
- How does Massive create aggregate bars?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- Massive calculates aggregate bars using clear rules that determine which trades contribute to the Open, High, Low, Close, and Volume values for a given time period.
- Title
- How does Massive deal with minutes where no trades occurred?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- If no trades occur during an aggregate period, no aggregate bar will be generated and for tick data, if no trades occur, no tick data will be available.
- Title
- How does Massive treat hourly bars when querying regular trading hours (9:30 AM - 4PM EST)?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Description
- Our aggregates “snap” the time spans to the beginning of each timespan resolution. Snapping a time parameter means changing that time parameter to include a wider range to ensure all the aggregate bars are full.
- Title
- What is the function of the limit parameter in Massive’s Aggregate Endpoint?
- Aggregates Category
Aggregates
- REST Category
REST
- Description
- Our Aggregates endpoint has a limit parameter that limits the number of base aggregates queried to create the aggregate results.
- Title
- Why am I receiving a late aggregate bar through Massive’s WebSockets?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- WebSockets Category
WebSockets
- Description
- Aggregate bar delays are intentional and designed for quality assurance purposes on our end.
- Title
- Why are there missing aggregates in Massive’s data?
- Aggregates Category
Aggregates
- FAQ Category
FAQ
- Trades Category
Trades
- Description
- We do not populate an aggregate unless the Open, High, Low, Close values changed or there were eligible trades that occurred during that aggregate period.
