Massive Provider¶

Provider: MassiveProvider Legacy Alias: PolygonProvider Website: massive.com API Key: Required Free Tier: 5 API calls/minute

Overview¶

Massive, formerly Polygon.io, provides comprehensive market data across stocks, options, futures, forex, and crypto with institutional-quality tick, quote, reference, and aggregate bar data.

Best For: US equities, options research, futures reference data, tick data, and multi-asset research workflows.

Compatibility: Existing Polygon.io API keys remain valid. New code should use MassiveProvider and MASSIVE_API_KEY; PolygonProvider and POLYGON_API_KEY remain supported for backward compatibility.

Pricing: | Tier | Price | Features | |------|-------|----------| | Basic (Free) | $0/mo | 5 calls/min, 2yr history, EOD | | Starter | $29/mo | Unlimited calls, 5yr history, 15min delayed | | Developer | $79/mo | 10yr history, trades data | | Advanced | $199/mo | 20yr+ history, real-time, quotes, financials |

Quick Start¶

import os
os.environ["MASSIVE_API_KEY"] = "your_key_here"

from ml4t.data.providers import MassiveProvider

provider = MassiveProvider()

# Stocks
df = provider.fetch_ohlcv("AAPL", "2024-01-01", "2024-12-01", frequency="daily")

# Options
options = provider.fetch_ohlcv(
    "O:SPY240119C00480000",
    "2024-01-01",
    "2024-01-19",
    frequency="daily",
)

# Futures use Massive's futures endpoint; use a prefix or explicit asset class
futures = provider.fetch_ohlcv(
    "F:ESM6",
    "2024-01-01",
    "2024-01-31",
    frequency="daily",
)

# Crypto and forex
btc = provider.fetch_ohlcv("X:BTCUSD", "2024-01-01", "2024-01-31", frequency="daily")
eurusd = provider.fetch_ohlcv("C:EURUSD", "2024-01-01", "2024-01-31", frequency="daily")

provider.close()

Asset Classes¶

Asset Class	Symbol Format	REST Route
Stocks	`AAPL`	aggregate bars
Options	`O:SPY240119C00480000`	aggregate bars
Futures	`F:ESM6` or `asset_class="futures"`	futures aggregate bars
Crypto	`X:BTCUSD`	aggregate bars
Forex	`C:EURUSD`	aggregate bars

Unprefixed futures tickers can be ambiguous with equities. Use the F: prefix or pass asset_class="futures" when calling fetch_ohlcv().

Supported Frequencies¶

Frequency	Free Tier	Paid Tier
`daily`	Yes (2yr)	Yes (20yr+)
`1h`	No	Yes
`1m`	No	Yes
Tick	No	Yes (Developer+)

Coverage¶

Stocks: All US exchanges (NYSE, NASDAQ, etc.)
Options: Full OPRA data (Advanced tier)
Futures: CME, CBOT, COMEX, NYMEX contracts, products, schedules, and bars
Crypto: Major cryptocurrencies
Forex: Major pairs
Indices: Major US indices

API Key Setup¶

# .env file
MASSIVE_API_KEY=your_api_key_here

Get your API key at massive.com.

Existing users can continue to use:

POLYGON_API_KEY=your_existing_polygon_key

Rate Limits¶

Tier	Limit
Basic	5 calls/minute
Starter	Unlimited
Developer+	Unlimited

Not Yet Implemented¶

Feature	Tier Required	Priority
Options chains	Advanced	HIGH
Options Greeks	Advanced	HIGH
Financials	Advanced	HIGH
Trades (tick)	Developer	MEDIUM
Quotes (NBBO)	Developer	MEDIUM
WebSockets	Any	NOT PLANNED