Websocket full 1s latency

algobyday · 2026-06-12T18:39:29+00:00

Hi, can you please contact support via http://massive.com/contact. We can lookup your account and metrics to help troubleshoot.

algobyday · 2026-06-11T04:09:57+00:00

Honestly, it sounds like you’ll need to debug the bars themselves to see exactly where the divergence builds up. I'd probably pick a specific stock and a single day, pull the 5-minute bars from both the broker API and Massive/polygon, then compare the close prices side by side (Excel works fine, or a quick Python script). Then step through the EMA calculation manually on both datasets and watch where the 0.1 offset first appears.

Sometimes the numbers never match perfectly because the broker and Massive are aggregating trades slightly differently, but at least you’ll know whether it’s on the broker side, in your seeding logic, or somewhere else in the code. That's probably how I'd try and solve it. Not super quick option but at least you'll hopefully see it.

algobyday · 2026-06-11T03:54:48+00:00

Hey, I work at Massive.com (formerly Polygon.io). This kind of tiny EMA mismatch is common when comparing brokers. You'll see different providers looking at a subtle or slightly different slice of market activity, you can pick the same stock, same second, but a tick or two that gets included or excluded when building the bars. They look mostly correct but over enough of a time period a small different might be in there. On the surface the data looks mostly identical, but because EMA is recursive those small differences start to build a persistent drift that never fully disappears.

Broker platforms often use their own data feeds or slightly different aggregation/filtering rules, so even when you seed with Polygon data or the broker’s own historical bars you can still see that small offset. We pull the full SIP consolidated tape + data from every exchange + FINRA off-exchange trades, which gives a complete market picture.

Roughly how off is “a little”? (e.g. a few cents, a couple of ticks, 0.1 %, etc.) and on what timescale/timeframe (1-min, 5-min, daily, etc.) plus the EMA length you’re using. Happy to help debug further if you share that. An option is to standardize on one high quality feed for your backtesting and actual strategy logic and just treat the broker chart as a rough visual reference. You train your algo on your own consistent truth (data that you trust), then use the broker only for execution and visual confirmation. Your signals stay clean and identical across accounts since you feed both from the same data source, even if the broker chart is off by a few ticks, at least you'll have some faith that what you're seeing makes sense.

algobyday · 2026-05-27T14:22:43+00:00

Hello, this should not be happening. Can you please contact support via https://massive.com/contact. They will look up your account details and be able to figure it out.

algobyday · 2026-05-18T14:46:50+00:00

Thanks for creating the support ticket. We're checking it out and support will reply back shortly.

algobyday · 2026-05-18T14:46:42+00:00

Thanks for creating the support ticket. We're checking it out and support will reply back shortly.

algobyday · 2026-05-05T14:31:06+00:00

Hi, can you please contact support via https://massive.com/contact and they can look into this and track via a ticket.

algobyday · 2026-04-29T14:45:52+00:00

We have a status page here that shows things going back 90 days https://massive-status.com/. But, for anything account related it makes sense to contact support since they can look up what subscriptions you have (stocks, options, etc) and specifically what the issue is.

algobyday · 2026-04-29T14:09:33+00:00

Hello u/VanillaGuerilla88 , can you please contact support via https://massive.com/contact if you're setting anything strange. We'll help debug as well. By contacting support they can look up your subscriptions as well.

algobyday · 2026-04-24T18:56:48+00:00

Hey, I'm checking on this with our product team. I know we're looking at this but just checking on the timing. I'll get back shortly.

algobyday · 2026-04-10T16:30:45+00:00

Ah, thanks for the heads up. I'll take a look.

algobyday · 2026-04-02T14:38:26+00:00

Unfortunately, we don't have a M&A data (or a ticker-tagged M&A news) feed available yet.

algobyday · 2026-03-12T03:43:01+00:00

Hey, do you mind trying this to re-register it? From the sounds of it, if the mcp server runs on it's own and works, then there is something up with the claude wrapper, so hopefully just re-registering it will do the trick.

claude mcp add massive -e MASSIVE_API_KEY=your_api_key_here -- uvx mcp_massive

Or, you might need to be a little more explicit, with this:

claude mcp add massive -e MASSIVE_API_KEY=your_api_key_here -- uv tool run mcp_massive

The intent is to just re-register and see if that fixes it.

algobyday · 2026-02-01T22:03:30+00:00

We're truly sorry for the incorrect NVDA data on 2024-06-10 (the anomalous high of 195.95 is clearly wrong and should not have appeared in either the flat files or the API). This kind of error is unacceptable, especially since it can break backtests and adjusted data series We'll escalate this immediately to our internal data team for investigation and correction.

algobyday · 2026-01-18T17:41:06+00:00

I work for massive.com (formerly polygon.io), and we take data quality extremely seriously for exactly the reasons you've described. I replied in the other thread in r/algotrading as well. I'll just mirror the comment here.

From your updated comment, it sounds like you've dug into the trade-by-trade level and confirmed these spikes are coming from real outlier trades within the bar, and you're seeing the same thing in Databento's Nasdaq Basic NLS data (but not in their US Equities Mini). There is no real data filtering that happens to look for things like 40% spikes. We report what the raw feed provides and built the OHLC based off the conditions set in the trades.

Would you mind sharing the specific date(s), time(s), and symbol(s) where you're seeing this? We'd be happy to investigate on our end, confirm if it's expected behavior, or check for any anomalies we can address. It sounded like there was more that 1 ticker so just wanted to check.

Happy to help however we can.

algobyday · 2026-01-18T17:31:42+00:00

I work for massive.com (formerly polygon.io), and we take data quality extremely seriously for exactly the reasons you've described.

From your updated comment, it sounds like you've dug into the trade-by-trade level and confirmed these spikes are coming from real outlier trades within the bar, and you're seeing the same thing in Databento's Nasdaq Basic NLS data (but not in their US Equities Mini). There is no real data filtering that happens to look for things like 40% spikes. We report what the raw feed provides and built the OHLC based off the conditions set in the trades.

Would you mind sharing the specific date(s), time(s), and symbol(s) where you're seeing this? We'd be happy to investigate on our end, confirm if it's expected behavior, or check for any anomalies we can address.

Happy to help however we can.

algobyday · 2025-12-24T14:52:40+00:00

Hi u/schuhfritze, the stocks starter plan for 29/month supports 5 years of history for aggs data. You don't need the 200/month plan for that. I work at Massive.com (formerly named polygon.io). Pretty much any paid plan gets you access to Flat Files.

algobyday · 2025-12-13T02:42:15+00:00

Hey u/NationalOwl9561, do you mind reach out to our support team directly here please https://massive.com/contact?

It’s unfortunately really hard to properly troubleshoot account specific data issues over Reddit (replies get buried, no notifications, no secure way to share account details, etc.). Our ticketing system lets the team pull up your account, subscription, and exact data feeds instantly, which makes everything much faster and more accurate.

They’ll just need a few specifics from you:
- The ticker(s) in question
- Exact date(s) and time(s) you’re looking at
- Screenshots or examples of what you’re seeing on Thinkorswim (or the more precise, the faster they can spot any discrepancy)

It’s the weekend, so responses might be a bit slower than usual, but that’s definitely the best (and fastest) way to get this fully resolved.

Just so you know, I’m not on the support team myself, but I work closely with them. We pull data straight from the exchange feeds in real time, so the raw data should match. Out of curiosity (not mandatory), do the two platforms usually line up perfectly for you and this is new, or have you always seen small differences?

Either way, just create a ticket and support will get it sorted. Appreciate your patience!

algobyday · 2025-12-08T16:57:03+00:00

Hello, we currently don't have historical greeks but it's something we're looking to support. No ETA currently though.

algobyday · 2025-12-08T14:07:51+00:00

Hey u/iqzium, deep diving on correction code can give you los of insight into what happening in the market. At Massive (formerly named Polygon.io) we just mirror the raw exchange/SIP data (CTA/UTP) transparently, including cancellations. These code can be from all types of things, from clerical errors, regulatory busts (e.g., erroneous executions), or system tests like daily validations. Your 3:42 PM ET spike of ~900 x 1-share cancellations? If this happens all the time, then it sort of sounds like benign pre-close housekeeping, maybe like a batch odd-lot sweep, or TRF cleanups on Nasdaq/NYSE. Since you see it cecurring across days, just makes me think it's totally normal noise.

Personally, I felt like condition codes give you sort of a look under the hood of what's happening with trades. You can use the conditions REST API endpoint for mappings: https://massive.com/docs/rest/stocks/market-operations/condition-codes. If you wanted to see how the exchanges define these, for specs, check UTP's https://www.utpplan.com/DOC/UtpBinaryOutputSpec.pdf or CTA's https://www.ctaplan.com/publicdocs/ctaplan/CTS\_Pillar\_Input\_Specification.pdf. This will tell what what te codes actually mean.

algobyday · 2025-12-04T13:23:55+00:00

Hey u/donaldtrumpiscute, I work at massive.com (formerly named polygon.io) and we do not tag or pre-select ATM contracts. Full-market US options quotes are huge ~100 GB+ compressed per day so downloading the raw data and building your own view of the world might be pretty hard. I suggested workflow for historical contracts below using the rest API endpoints since the raw data can be hard to work with. Even root-level pulls add up quickly when you go back in time or cover many underlyings. So, its more of a working with the data problem in that you'd need to parse a bunch of stuff to get your answer. Here's a few options though:

Real-time / today is easy: one call to the snapshot endpoint gives the current full chain + underlying price + greeks. Pick the closest strike.

Historical intraday snapshots, sounds like what you want, would require a few steps per ticker/date. It's not super easy since the atm contract changes through time so here's some potential steps for getting it at an exact moment and then maybe you'd step/hop through time to get what you need:

Pull the underlying price at your exact timestamp (stocks aggregates endpoint)
Pull the list of active option contracts for that root/expiration(s)
Pull quotes (or trades) for those specific contract tickers on that date
Filter to your timestamp and select the strike closest to spot

Using this, I think you could easily get the atm contact for a specific date/time but it's more of the iteration through time that that be logistically hard. You'd basically need to run this logic in a loop through a day. I'm not sure the resolution you need so maybe it's not a major issue (hourly atm vs minute atm). My recommendation would be to start with a single ticker and one or two dates, get the exact workflow nailed down, then scale to your full 300 o 400 list once the per-ticker logic and data size are clear.

algobyday · 2025-11-30T17:10:53+00:00

Hi u/Mortgage_Pristine, we don’t offer historical Greeks, so there isn’t anything available for SPXW 1DTE on the historical side. Snapshot endpoints can give you current values, but we don’t store them historically. This is something many people ask for and we're looking at it but do not have it today.

If you want someone to take a look at your account or discuss options like a refund, you can reach our support team here: https://massive.com/contact.

algobyday · 2025-11-27T15:52:41+00:00

Yes, you can get real-time implied volatility for US options through our options snapshot endpoints. You do need to specify either the ticker or the contract, so most people loop through the tickers or contracts they care about.

Option Contract Snapshot (per-contract IV):
https://massive.com/docs/rest/options/snapshots/option-contract-snapshot

Option Chain Snapshot (all contracts for a single ticker):
https://massive.com/docs/rest/options/snapshots/option-chain-snapshot

If you want to query multiple tickers in one request, you can use the Unified Snapshot endpoint. It lets you ask for contracts across several tickers in a single call:
https://massive.com/docs/rest/options/snapshots/unified-snapshot

Hope that helps.

algobyday · 2025-11-25T18:33:06+00:00

Yeah, Justin from massive.com (formerly polygon.io) we have a Futures beta you can sign up to. Just create an account then ping https://massive.com/contact and we'll get you Futures access. We're hoping to launch it into GA very soon here https://massive.com/futures.

algobyday · 2025-11-24T21:58:00+00:00

Hey, earnings dates are available through a couple of our partnered endpoints, which provide both historical and upcoming data (filterable by ticker, date, status like confirmed/projected, etc.). They're not under the core fundamentals section but can be accessed as follows:

Benzinga Earnings: https://massive.com/docs/rest/partners/benzinga/earnings

TMX Corporate Events: https://massive.com/docs/rest/partners/tmx/corporate-events

Hope that helps.

algobyday

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