Trades — daily cross-section
US equitiessince 2003
Provider inventory
Massive
US stock-market data API used for equity trades, minute aggregates, adjusted bars, reference data, corporate actions, and fundamentals.
PriceIngestion pausedinventory 2026-06-19
Available data
What we have from Massive
US equity cross-section with trades, minute aggregates, adjusted bars, reference, corporate actions, and processed daily bars.
Minute aggregates
raw and adjustedsince 2003
Corporate actions
splits, dividends, IPOs
Fundamentals
ratios, float, short interest, statements
Ticker reference
security master snapshot
Raw inventory
Raw lake contents
DatasetCoverage / notePath
schema=trades
2003-09-10 to 2026-04-28
schema=trades/
schema=minute-aggregates
2003-09-10 to 2026-04-28
schema=minute-aggregates/
schema=minute-aggregates-adjusted
2003-09-10 to 2026-04-28
schema=minute-aggregates-adjusted/
corporate_actions
Splits, dividends, IPOs snapshot
same provider tree
fundamentals
Ratios, float, short interest, statements snapshot
same provider tree
reference/tickers.parquet
Ticker reference snapshot
same provider tree
Processed / derived
Backtest-ready materializations
DatasetCoverage / notePath
day-aggregates-adjusted
2003-09-10 to 2026-04-28; canonical daily equity input
same provider tree
scanner-1s
2019-01-02 to 2026-04-28
same provider tree
day-aggregates
Legacy partial 2015 to 2024
same provider tree
Validation use
- US equity daily and intraday strategy validation.
- Universe-aware scans and event studies.
- Corporate-action-adjusted return calculations.
Notes and caveats
- Current refresh is paused; coverage should be treated as a historical lake snapshot.
Need this provider in a brief?
We confirm whether the existing lake is enough, whether a refresh is needed, and whether the scope depends on provider licensing before any validation run starts.