Module massive 

Massive (formerly Polygon.io) market data (behind massive feature). Massive (formerly Polygon.io) market data connectors.

Provides access to institutional-grade market data across all major asset classes: stocks, options, indices, forex, crypto, and futures.

Data licensing — redistribution prohibited

This crate’s code is MIT-licensed; the data it retrieves is not. Massive’s Market Data Terms of Service (§5(c)) prohibit redistributing the data to third parties. Use it for your own purposes only, and do not commit it, publish it, or serve it onward.

Testing Status

Partially integration-tested. We have a currencies subscription (crypto + forex) but not stocks, options, indices, or futures subscriptions. Verified endpoints:

• ✅ REST aggregates (crypto, forex, stocks, options, futures via free tier)
• ✅ REST tick trades (crypto)
• ✅ REST quotes (forex)
• ✅ WebSocket streaming (crypto, forex)
• ✅ Reference data (tickers, exchanges, market status, holidays)
• ✅ Corporate actions (dividends, splits)
• ✅ Options contracts reference data (free tier)
• ❌ Options snapshots with Greeks — requires Options Starter subscription
• ❌ REST aggregates (indices) — requires indices subscription
• ❌ REST tick trades (stocks) — requires stocks subscription
• ❌ REST quotes (stocks) — requires stocks subscription
• ❌ WebSocket (stocks, options) — requires a stocks or options subscription

Unit tests for JSON transformation live inline in reference.rs, options.rs, transformer.rs and message.rs. Live API integration tests are in tests/massive_integration.rs.

Architecture

• MassiveRestClient: Historical and intraday data via REST API
• MassiveSubscriber with the MassiveStocks, MassiveCrypto, MassiveForex and MassiveOptions connectors: real-time streaming through Streams, like any other exchange, or through DynamicStreams with DynamicSubscribers::with_massive

Authentication

Requires MASSIVE_API_KEY environment variable from an active Massive subscription. Get your API key from: https://massive.com/dashboard/api-keys

One connection per cluster

Massive allows a key a fixed number of WebSocket connections per cluster — stocks, options, forex and crypto count separately — one on an individual plan. Past the limit it closes the older connection. Every stream a MassiveSubscriber and its clones open on a cluster therefore shares one socket to it. Pass clones of one subscriber to every stream on the key; see connection for the details.

Symbol Conventions

Important: REST API and WebSocket use different symbol formats!

REST API Symbols

• X:BTCUSD — Crypto
• C:EURUSD — Forex
• O:AAPL251219C00150000 — Options
• I:SPX — Indices
• AAPL — Stocks

WebSocket Symbols

The connectors spell these from each instrument; see MassiveSymbols.

• BTC-USD — Crypto (hyphenated)
• EUR/USD — Forex (slashed: the cluster accepts EUR-USD too, but delivers its data as EUR/USD)
• O:AAPL251219C00150000 — Options
• AAPL — Stocks

Supported Streams

Kind	Stocks / Options	Crypto	Forex
PublicTrades	T	XT	— (no trades)
Quotes, OrderBooksL1	Q	XQ	C
Candles at Sec1	A	XAS	CAS
Candles at Min1	AM	XA	CA

Massive aggregates at no other interval, so a Candles subscription at any other is refused before anything is sent. Forex quotes carry no sizes, so their amounts are zero, and forex candles report no volume: Massive builds them from quote updates, not trades. Only crypto’s trade conditions say which side took liquidity, so a stock or option trade has no side.

Examples

REST Client

use rustrade_data::exchange::massive::MassiveRestClient;

let client = MassiveRestClient::from_env()?;
let candles = client.fetch_aggregates("X:BTCUSD", 1, "minute", from, to).await?;

WebSocket Streams

use rustrade_data::exchange::massive::{MassiveCrypto, MassiveSubscriber};
use rustrade_data::streams::Streams;
use rustrade_data::subscription::trade::PublicTrades;
use rustrade_instrument::instrument::market_data::kind::MarketDataInstrumentKind;

// Load the key at construction time (fails fast if the variable is missing)
let subscriber = MassiveSubscriber::from_env()?;

let streams = Streams::<PublicTrades>::builder()
    .subscribe(
        subscriber,
        [(MassiveCrypto::default(), "btc", "usd", MarketDataInstrumentKind::Spot, PublicTrades)],
    )
    .init()
    .await?;

Modules

channel

The Massive WebSocket channel each subscription kind reads.

connection

One WebSocket per Massive cluster, shared by every stream a MassiveSubscriber and its clones open on it.

market

How each Massive cluster spells a market on its WebSocket.

message

Massive WebSocket market data messages, and the transformer turning them into market events.

stream

The Massive market stream.

Structs

Address

Company address.

CurrencyStatus

Currency market status.

Dividend

Dividend information.

DividendQuery

Filter parameters for the /v3/reference/dividends endpoint.

Exchange

Exchange information.

FairMarketValue

Fair Market Value - a calculated mid-price from Massive.

MarketHoliday

Market holiday information.

MarketStatus

Current market status.

Massive

Generic Massive WebSocket connector, one per cluster.

MassiveCredentials

The API key authenticating to Massive’s WebSocket.

MassiveOptionContract

Option contract from the Massive contracts endpoint.

MassiveOptionSnapshot

Option snapshot with Greeks and market data from Massive.

MassiveRestClient

REST client for Massive historical and intraday market data.

MassiveServerCrypto

The crypto cluster.

MassiveServerForex

The forex cluster.

MassiveServerOptions

The options cluster.

MassiveServerStocks

The stocks cluster.

MassiveStatus

A Massive status message: {"ev":"status","status":"success","message":"subscribed to: XT.BTC-USD"}.

MassiveSubResponse

A Massive frame of status messages, as a subscribe is answered.

MassiveSubscriber

Massive market data subscriber: authenticates, and shares one connection per cluster among every stream it and its clones open.

OptionContractQuery

Filter parameters for the /v3/reference/options/contracts endpoint.

OptionDayBar

Daily OHLCV bar for an option contract.

OptionQuote

Option quote (bid/ask).

OptionSnapshotQuery

Filter parameters for option snapshot endpoints.

OptionTrade

Option trade.

SplitQuery

Filter parameters for the /v3/reference/splits endpoint.

StockSplit

Stock split information.

Ticker

Ticker summary from the tickers list endpoint.

TickerDetails

Detailed ticker information from the ticker details endpoint.

TickerQuery

Filter parameters for the /v3/reference/tickers endpoint.

UnderlyingAsset

Underlying asset data included in option snapshots.

Enums

DividendFrequency

Dividend payment frequency.

MassiveError

Massive-specific errors.

SortOrder

Sort order for paginated results.

Constants

WEBSOCKET_URL_CRYPTO

Crypto WebSocket URL.

WEBSOCKET_URL_FOREX

Forex WebSocket URL.

WEBSOCKET_URL_OPTIONS

Options WebSocket URL.

WEBSOCKET_URL_STOCKS

Stocks WebSocket URL.

Type Aliases

MassiveCrypto

Massive crypto connector.

MassiveForex

Massive forex connector. Forex publishes no trades, so it serves no PublicTrades.

MassiveOptions

Massive options connector (untested — requires an options subscription).

MassiveStocks

Massive stocks connector.