| name | massive |
| description | Massive.com financial market data API guidance. Use when building, debugging, or answering questions about Massive REST endpoints, Massive WebSocket real-time streams, Massive market data schemas, or the Massive MCP server for stocks, options, forex, crypto, futures, fundamentals, news, and market reference data. |
Massive
Overview
Use this skill for Massive.com market data work. Prefer the live llms.txt docs over memory because endpoint coverage, parameters, channel names, and examples can change.
Documentation
Read references/doc-sources.md before answering implementation questions:
- Use the REST
llms.txt for HTTP endpoints, request parameters, response fields, pagination, historical data, reference data, and snapshots.
- Use the WebSocket
llms.txt for real-time connection URLs, auth flow, subscription syntax, channels, message formats, and stream lifecycle behavior.
When network access is available, fetch the relevant llms.txt source at task time instead of relying on stale copied snippets.
MCP Usage
If the Massive MCP server is available, use it for exploratory data tasks before hand-coding endpoint calls:
search_endpoints to discover endpoints and built-in functions.call_api to call REST endpoints and optionally store results in an in-memory SQLite table with store_as.query_data to inspect stored tables and run SQL over retrieved data.
For API calls outside MCP, require MASSIVE_API_KEY in the environment and avoid writing keys to config files, examples, logs, or committed artifacts.
Implementation Notes
- Confirm the asset class and data freshness requirement before choosing endpoints or channels.
- Handle pagination explicitly for REST endpoints that return cursor or next-page links.
- Be precise about symbol formats, time ranges, adjusted versus unadjusted prices, and paid-plan limitations when those affect results.
- For WebSocket clients, implement reconnect handling, resubscription, heartbeat or status handling, and backpressure-safe message processing.
