quantlab.acquisition.massive#
Massive vendor package and the registry entry for a Massive subscription.
The client lives in quantlab.acquisition.massive.client; this package
module holds only the descriptor, as quantlab.acquisition.sharadar does,
so importing the client also registers the source.
MASSIVE_SOURCE registers Massive (Stocks Developer) with
quantlab.acquisition.registry so an operator surface lists it: one
Capability per data type of the raw tier (quantlab.dataset.massive.raw.DATA_TYPES),
the credential variables, and the dataset classes that build Trade bars from
the trade files (ADR 0030) and the Day aggregate store massive_day_bars_1d
from the day aggregates (#352), and the dividend panel massive_dividends_1d
from the REST dividends and splits (#351), the news panel massive_news_1d from the
REST news articles (#357), the short interest panel
massive_short_interest_1d from the REST short interest (#355), the short volume panel
massive_short_volume_1d from the REST short volume (#356), the 8-K disclosure panel
massive_disclosures_1d from the REST 8-K disclosures (#358), and the IPO panel
massive_ipos_1d from the REST IPOs (#359). The minute aggregates are raw only: they are
kept to check Trade bars against.
Massive’s raw tier is one vendor file per data type and trading day, pulled by
MassiveClient, not the symbol-batched hive tree a SymbolBatchAcquisition
writes. The descriptor therefore names no symbol-batch class and no config
factory: registry.download_symbols() refuses it. Its raw-tier refresh is
quantlab.acquisition.massive.refresh.refresh_raw_tier (every REST endpoint
from its watermark), which registry.refresh_raw_tier calls; the daily
files are downloaded beside their conversion
(scripts/massive/convert.py --download).
Examples#
>>> import quantlab.acquisition.registry
>>> from quantlab.acquisition.base import DataSourceRegistry
>>> source = DataSourceRegistry.get("massive")
>>> [c.data_type for c in source.capabilities]
['trades', 'minute_aggs', 'day_aggs', 'dividends', 'news', 'short_interest', 'short_volume', 'disclosures', 'ipos']
>>> source.required_env
('MASSIVE_API_KEY', 'MASSIVE_S3_ACCESS_KEY_ID')
Modules
Massive client: one trading day's file from S3, and REST endpoints into the raw tier. |
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The writers of Massive's raw tier: REST pages and watermarks. |
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Keep Massive's REST raw tier current: every endpoint, each from its watermark. |
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The Massive REST endpoints |