SabrTrader Documentation

Connecting SabrTrader to Massive.com (formerly Polygon.io) Market Data

This page documents how to connect SabrTrader to Massive.com market data, the vendor formerly branded Polygon.io and still listed as "Polygon" in SabrTrader's pre-configured connection library. Massive is a market data provider only: it supplies quotes, trades and historical bars but cannot route orders, so a separate broker connection is required for live trading. By the end of this guide you will have a named workspace, a connected Massive data feed authenticated with a single API key, and a chart loading bars from that feed.

Overview: What This Page Covers

Massive.com is a market data vendor. A market data provider is a company that sells price, quote and trade data feeds without offering order execution. Massive was previously branded Polygon.io and is still listed inside SabrTrader's connection library as Polygon, with the legacy polygon.io URL shown beside it. Same vendor, new domain and new brand name.

SabrTrader is data-neutral and broker-neutral. This means market data and order execution are two independent connections that you choose separately. You can chart on Massive data while routing orders through a completely different broker, and both connections run at the same time in the same workspace.

The Massive adapter in SabrTrader is one of the simplest connections available. It has exactly one required credential: an API key. There are no host names, ports, gateways, transports, usernames or passwords to configure.

Outcome of this guide

• The default DXfeed demo connection disconnected and the starter workspace closed.
• A new, named workspace (the video uses the name Massive).
• A Massive/Polygon connection added from the pre-configured library, renamed for clarity, authenticated with an API key and showing a connected status.
• A chart open on that feed (the video uses QQQ, 5-minute interval, 7-day lookback) with bars confirmed loading.

The two-connection model

Connection type	Supplies	Can place orders	Example
Data feed connection	Quotes, trades, historical bars, sometimes depth	No	Massive.com (Polygon), dxFeed
Broker connection	Order routing, balances, positions, usually its own data	Yes	Interactive Brokers, Charles Schwab, Rithmic

A Massive connection alone will never place a trade. If you intend to execute, add a broker connection in the same Connections tab — see Connecting Interactive Brokers to SabrTrader, Connecting Your Schwab Account to SabrTrader or Connecting SabrTrader to Rithmic.

Prerequisites and What You Need Before Starting

• SabrTrader installed and launched at least once. The first launch creates the default workspace and the bundled dxFeed demo connection.
• A Massive.com account. Registration is an email address and password, normally followed by an email confirmation step.
• A data plan chosen per asset class. Massive sells entitlements separately for equities, options, futures, forex, crypto and indices. A plan for one asset class does not entitle you to another.
• An API key generated in the Massive dashboard. This is the only credential SabrTrader needs.
• Optional but required for trading: a broker connection. Data-only feeds cannot execute.

Important expectation-setting on free and demo keys

A free tier or demo API key typically returns delayed data (a fixed lag, commonly 15 minutes) or end-of-day data (previous-session daily aggregates only, with no intraday updates). In the recorded demonstration, the key used is explicitly described as a demo key and the resulting QQQ chart shows end-of-day data, not live ticks. If you need real-time data — ticks delivered as they occur at the exchange — you must purchase the corresponding paid entitlement for that asset class, and in some markets exchange market data fees apply on top of the vendor fee.

Feature Explanation: Connections, Workspaces and the Massive Adapter

The Connections tab

The Connections tab lives in the SabrTrader Control Center. It contains three things:

1. The pre-configured connection library — 57 ready-made broker and data-provider profiles. Each entry carries the vendor name, its URL, and a set of asset-class icons showing which instrument categories that vendor can supply.
2. Your saved connections list — the profiles you have actually added, each with a live status indicator.
3. The action controls — Add, Save, Connect, Disconnect, Remove and (for some adapters) Advanced.

Selecting a provider in the library does nothing on its own. Nothing is created until you press Add, at which point the profile drops into your saved connections list and becomes editable.

The default starter workspace and dxFeed

On first launch SabrTrader opens a default workspace and auto-connects to dxFeed, a bundled delayed demo feed carrying a handful of futures and equities symbols. Its only purpose is so a brand-new user immediately sees moving data and can explore the modular, dockable panel layout. dxFeed in this configuration supplies prices only and cannot route orders. It is a starting point, not a trading configuration, and should be disconnected before you build a real workspace.

Workspaces

A workspace is a saved arrangement of SabrTrader windows — charts, DOMs, order-entry panels and indicators — bound to specific connections. Workspaces can be created, named, saved, closed, reopened and switched from the Workspace menu. Because a workspace remembers which connection each chart draws from, keeping one workspace per data provider prevents accidental mixing of delayed and real-time symbols.

The Massive / Polygon connection editor

The Massive adapter exposes a deliberately minimal editor:

Field / control	Purpose	Required
Name	The display label for this connection in the connections list and in chart data-source pickers. Free text; rename Polygon to Massive to match current vendor branding.	Yes (defaults are pre-filled)
API key	The private credential string issued by Massive that authenticates your data requests. Paste it here.	Yes — the only credential
Connect	Opens the session to the vendor and begins serving quotes and historical bars.	—
Disconnect	Closes the session; charts on this feed stop updating.	—
Save	Persists the profile so it reappears on next launch.	Recommended
Remove	Deletes the connection profile from your list.	—

There is no host, port, gateway, transport, username, password or entitlement selector on this adapter. If you are looking for those fields, you are on the wrong connection type — they belong to broker adapters such as Rithmic or Interactive Brokers.

Trading Concepts Behind Market Data Connections

Real-time, delayed and end-of-day data

• Real-time data is ticks delivered as they occur at the exchange. It normally requires a paid vendor entitlement and, for professional users, exchange market data fees.
• Delayed data is the same data released after a fixed lag, commonly 15 minutes. It is adequate for learning the platform, building layouts and configuring indicators. It is not adequate for execution decisions.
• End-of-day data is daily aggregated or previous-session data only, with no intraday updates. Charts will load, but the most recent bar will not move during the session.

REST versus streaming (WebSocket) data

REST is a request-response transport: SabrTrader asks for a block of historical bars or a snapshot quote and the vendor answers once. Streaming (WebSocket) is a persistent push channel: the vendor sends every new trade and quote update as it prints, with no request needed. Historical chart loading uses REST; live bar updates, footprint and delta require streaming. A plan that includes REST history but not streaming will populate a chart and then appear frozen.

Data entitlements and asset classes

An asset class is a category of tradable instrument — equities, futures, options, forex, crypto or indices. A data entitlement is the permission level attached to your vendor account that determines which symbols and which latency you receive. Entitlements are granted per asset class and per latency tier. An equities-only plan will return nothing for a futures contract, even though the connection reports "connected".

Tick granularity and what order-flow tools require

Tick data granularity describes whether the feed carries individual trades with size and aggressor side rather than only pre-aggregated bars. This is the single most important property for order-flow work:

Tool	Data required	Works on aggregate-only or delayed feed?
Footprint chart	Trade-by-trade ticks with size and aggressor side	No (delayed ticks render historically but not live)
Delta / cumulative delta	Trade-by-trade ticks with aggressor side	No
Volume profile	Trades with price and size	Partially — profile shape builds, live updates lag
Liquidity Heatmap & SuperDOM (MBO)	Order-book depth / market-by-order feed	No — requires a depth-enabled feed
Standard candlestick / bar charts and price-based indicators	Aggregated bars	Yes

Definitions of the order-flow measures

• Delta is the net difference between volume traded at the ask (buy-aggressor) and volume traded at the bid (sell-aggressor) over a period. Positive delta means aggressive buyers dominated.
• Footprint is a bar chart that shows bid-traded and ask-traded volume at each individual price level inside the bar, used to read absorption and imbalance.
• Volume profile is a histogram of volume traded at each price over a chosen session or range.
• Market depth (DOM / MBO) is the visible resting bid and offer liquidity at each price level. A trades-only feed cannot produce it.

Symbol mapping and ticker format

Symbol mapping is the provider-specific syntax used to identify an instrument. QQQ identifies an equity ETF; a futures contract uses a root plus month and year code; options use a longer contract string; forex and crypto use pair notation. If a symbol returns "not found", the ticker syntax for that asset class on that vendor is the first thing to check.

Historical lookback and chart interval

Historical data lookback is how far back a provider will serve bars for a given interval. It is a hard limit on chart depth at load time: requesting 7 days of 5-minute bars on a plan that only serves 2 days of intraday history yields a short chart, not an error. Chart interval is the aggregation period of each bar — a 5-minute bar is built from every trade printed inside that 5-minute window.

Simulated / paper trading

Simulated trading is order practice against live or delayed data without a live broker route. It is the correct way to evaluate a data feed's behaviour and to learn a layout before committing capital or a paid real-time subscription.

Tutorial: Connecting Massive.com Step by Step

Step 1 — Disconnect the starter dxFeed connection and close the default workspace

1. Open the Workspace menu and choose Close on the default starter workspace. A fresh installation will show only that one workspace.
2. Open the Connections tab in the Control Center.
3. Select dxFeed in your saved connections list. On a new installation this is the only entry present; demonstration machines show many more.
4. Press Disconnect.
5. Close the connections dialog.

Why this matters: leaving dxFeed connected means two feeds can be subscribed to overlapping symbols. Charts may bind to the delayed demo feed instead of Massive, and you can end up reading 15-minute-old prices while believing they are live.

Step 2 — Create and name a new workspace

1. Open Workspace > New.
2. Type a descriptive name. The demonstration uses Massive. Useful naming conventions are by data provider (Massive, Rithmic Futures) or by strategy (QQQ Scalping).
3. Confirm. The workspace opens empty — this is expected. Charts are added after the data connection is live so they bind to the correct feed.

Step 3 — Add the Massive / Polygon connection from the library

1. Open Connections.
2. Browse the pre-configured library of 57 data providers and brokers at the top of the panel, or search.
3. Scroll to the M section and locate the Massive entry. It displays polygon.io as the former URL. If your build lists it alphabetically under P as Polygon, that is the same adapter.
4. Note the asset-class icons shown against the entry. These indicate the instrument categories the vendor can supply — Massive covers equities, options, futures, forex, crypto and indices. The icons describe vendor capability, not your personal entitlement.
5. Click the entry to highlight it, then press Add. Highlighting alone changes nothing; the profile only appears in your saved connections list after Add.

Step 4 — Configure the connection fields

1. Select the newly added entry in your connections list to open the connection editor.
2. Name: edit the label. Change Polygon to Massive so it matches the vendor's current branding and so your future self is not searching for a dead brand name.
3. API key: leave blank for now; you generate it in Step 5.
4. Note what is not here: no host, no port, no username, no password, no entitlement dropdown, no gateway or transport selector. This adapter authenticates purely with the key.
5. Press Save so the renamed profile persists.

Step 5 — Generate an API key on massive.com

1. Go to massive.com and create an account with an email address and password, then confirm the address by email if prompted. If you already had a Polygon.io account, the same credentials normally carry over.
2. Open the Dashboard.
3. Choose the data products / asset classes you want access to. Select the categories matching the instruments you actually trade — entitlements are priced and granted per asset class.
4. Open the Keys section. Existing keys are listed and can be reused.
5. Press Create new key, then copy the key string to the clipboard.

Treat the key as a secret. It authenticates all data requests billed to your account. Never post it in screenshots, chat or support tickets. If it leaks, revoke and regenerate it.

Step 6 — Paste the key and connect

1. Return to SabrTrader, open Connections and select your Massive (or Polygon) profile.
2. Paste the key into the API key field. Check for leading or trailing whitespace picked up by the copy — it is the single most common cause of authentication failure.
3. Press Save, then Connect.
4. Confirm the connected state: the status indicator next to the profile in the connections list changes to connected, and the connection appears in the workspace connection indicator.
5. Close the connections dialog. Nothing else requires configuration.

Step 7 — Open a chart and verify data

1. From the workspace, create a New Chart.
2. Select the data source / connection if prompted, then enter the symbol. The demonstration uses QQQ, the Nasdaq-100 tracking ETF.
3. Set the interval to 5 minutes.
4. Set the lookback (history depth) to 7 days.
5. Confirm. Bars should render immediately.
6. Classify your latency. Compare the timestamp of the newest bar against the current clock: matching to the second means real-time; roughly 15 minutes behind means delayed; a last bar dated to the previous session close means end-of-day only. In the demonstration the QQQ chart returns end-of-day data because a demo key was used.
7. Toggle the crosshair tool off and on from the chart toolbar. The crosshair draws intersecting horizontal and vertical guide lines that follow the pointer, showing the exact price and time under the cursor. Turning it off gives an unobstructed view of the bars.
8. Save the workspace so the layout and connection binding reload on next launch.

Choosing a Massive Plan and Asset Classes

Massive prices data by asset class and by latency tier. Choose both deliberately, because the connection will happily report "connected" while returning nothing for an instrument you are not entitled to.

Latency tier	What you get	SabrTrader use case
End-of-day	Daily aggregates / previous session only	Swing research, backtesting daily strategies, layout building
Delayed (typically 15 min)	Intraday bars and trades on a fixed lag	Learning the platform, configuring indicators, simulated practice
Real-time	Ticks as they print at the exchange	Live intraday trading, footprint, delta, volume profile

Map the plan to the tools you intend to run

• Bar charts and price indicators — any tier will draw them; only real-time keeps them current. See Free Indicators.
• Footprint, delta, cumulative delta — require trade-level tick data with aggressor side, in real time to be tradable. See Footprint Chart Indicator.
• Volume profile — requires trades with price and size. See Volume Profile Indicator.
• Liquidity heatmap and SuperDOM — require an order-book depth or market-by-order feed, which is a different product from a trades feed. See Liquidity Heatmap & SuperDOM (MBO). If depth is your primary requirement, a futures broker feed such as Rithmic is usually the correct source rather than a trades-oriented data vendor.
• Automated strategies and backtests — benefit from long, clean history; verify the lookback limit of your tier before designing anything in AlgoStudio Pro.

Exchange market data fees

Exchange market data fees are charges levied by the exchanges themselves, separate from the vendor's own subscription price, for real-time access. They differ for non-professional and professional users, and your classification is declared to the vendor. Budget for these separately when moving from delayed to real-time.

Dedicated Data Vendor versus Broker-Bundled Data

The demonstration notes there are real advantages to using a dedicated data provider rather than relying on a broker's included feed. Both are valid; the trade-offs are concrete.

Dimension	Dedicated data vendor (e.g. Massive)	Broker-bundled data
Cost	Separate paid subscription per asset class	Often free or discounted with a funded account
History depth	Usually deeper and more consistent	Frequently shorter, sometimes capped by API pacing
Multi-asset coverage	One key covers many asset classes	Limited to what the broker offers
Simultaneous symbol subscriptions	Governed by plan rate limits	Often capped by broker market data lines
Independence	Survives broker outages, platform migrations and account closures	Dies with the brokerage account or session
Order-book depth	Depends on whether a depth product is offered	Usually strong for futures brokers
Execution	None — data only	Included

Because SabrTrader is data- and broker-neutral, the common professional configuration is both at once: a dedicated vendor for chart history and analysis, and a broker connection for depth and execution.

Adding a Broker for Execution Alongside Massive

A data-only connection cannot place, modify or cancel orders. There is no setting that changes this — the vendor simply has no exchange route. To trade:

1. Open the same Connections tab.
2. Locate your broker in the pre-configured library and press Add.
3. Complete the broker's credential fields. These are more involved than the Massive adapter: brokers commonly require OAuth login, callback URLs and app keys (Schwab), a socket port and API client ID against a running TWS or IB Gateway session (Interactive Brokers), or a system, gateway and transport selection (Rithmic).
4. Connect the broker and confirm the account appears with balances and positions.
5. In each chart, DOM or order-entry panel, bind the execution account to the broker while leaving the data source set to Massive. The two bindings are independent.
6. Test with the broker's simulated or paper account before sending live orders.

Keep in mind that broker-side market data entitlements are separate from Massive entitlements. If you want a depth ladder, the depth must come from the broker feed even when the candlesticks come from Massive.

Best Practices

• One workspace per data provider. Prevents charts silently binding to the wrong feed and mixing delayed with real-time prices in the same view.
• Rename connections to current vendor branding. Change Polygon to Massive immediately so the label matches the website you will visit for billing and keys.
• Store API keys in a password manager. Never keep them in plain text files, chat history or screenshots. Redact keys before sharing any screen capture.
• Create a separate key per machine. If a laptop is lost or a key leaks, you can revoke that one key without breaking your other installations.
• Verify entitlements before market open, not during. Load a chart on each instrument you plan to trade, confirm the newest bar timestamp is current, and confirm your order-flow tools populate.
• Keep a fallback data connection configured. Leave a second provider or broker feed saved (disconnected) so you can switch in seconds during an outage.
• Save the workspace after connecting. A saved workspace restores its layout and reconnects its bound feed on the next launch.
• Match plan to tools, not to ambition. Do not pay for real-time options data if you only chart equity ETFs; do not expect footprint work to function on an end-of-day plan.
• Practise in simulation while evaluating a feed. Simulated orders against the new data source expose latency, gaps and symbol-mapping issues at zero risk.
• Document your symbol formats. Keep a short note of the exact ticker syntax that works per asset class on this vendor.

Common Mistakes

• Highlighting the provider without pressing Add. Selecting Massive in the library does not create a connection. The profile only becomes editable and connectable after Add.
• Pasting the key with trailing whitespace or a line break. Copying from a web dashboard often captures an invisible space, which fails authentication with no obvious cause.
• Expecting real-time or depth data from a free or demo key. A demo key commonly returns end-of-day data. Latency and depth are plan features, not platform settings.
• Leaving the dxFeed demo feed connected. Charts may bind to the delayed demo feed while you believe you are reading Massive, producing decisions made on 15-minute-old prices.
• Trying to trade from a data-only connection. Massive has no exchange route. Add a broker connection.
• Searching only for "Massive". Depending on your build version the entry may still be listed as Polygon under P. Search both.
• Buying an equities plan then charting futures. Entitlements are per asset class; the futures symbol will return no data even though the connection is green.
• Requesting more lookback than the plan serves. A 7-day request on a 2-day intraday history tier returns a short chart, not an error message.
• Assuming the asset-class icons in the library represent your entitlement. They describe what the vendor sells, not what you have paid for.
• Reusing one key everywhere and then being unable to isolate a leak. Per-machine keys make revocation surgical.
• Building a full order-flow layout before verifying tick granularity. Configure a footprint chart first; if it will not populate, no amount of layout work will fix a feed limitation.
• Not saving the workspace. The next launch reopens the default starter layout on dxFeed instead of your Massive layout.

Frequently Asked Questions

Is Massive.com the same company as Polygon.io?

Yes — it is the same market data vendor. The service was previously branded Polygon.io at the polygon.io domain and is now accessed at massive.com. Whether this reflects a rebrand or a change of ownership, the practical consequence for SabrTrader users is identical: you create an account at massive.com, generate an API key there, and paste it into the connection that SabrTrader still labels Polygon.

Why is the connection still listed as Polygon inside SabrTrader?

The pre-configured connection library ships with the vendor's historical name and URL. The library entry shows Massive with polygon.io as the former URL, and in some builds it is sorted under P as Polygon. Search for both names. Once added, you can edit the Name field to whatever you prefer — the label is cosmetic and does not affect authentication.

Do I need anything besides an API key to connect Massive to SabrTrader?

No. The Massive adapter requires only the API key. There is no host name, port, username, password, gateway, transport or entitlement field. You add the connection from the library, paste the key, press Save, then Connect. What the key returns, however, depends entirely on the plan attached to your Massive account.

Can I place trades using a Massive.com data connection?

No. Massive is a market data provider only — it supplies prices and has no exchange order route. To execute you must add a separate broker connection such as Interactive Brokers, Charles Schwab or Rithmic. Both connections can run simultaneously: Massive supplies chart data while the broker handles routing, balances and positions.

Does the free Massive plan give real-time data in SabrTrader?

Generally no. Free and demo keys typically return delayed data (commonly a 15-minute lag) or end-of-day data (previous-session daily aggregates only). In the recorded demonstration a demo key produced end-of-day data on a QQQ 5-minute chart. Real-time ticks require the corresponding paid entitlement for that asset class, and exchange market data fees may apply on top.

Which Massive plan do I need for futures, equities or options data?

Entitlements are sold per asset class. Choose the data products on the Massive dashboard that match the instruments you actually chart: equities for stocks and ETFs, options for contract chains, futures for exchange-traded contracts, plus forex, crypto and indices as needed. Then choose a latency tier — end-of-day, delayed or real-time. An equities plan returns nothing for futures symbols even though SabrTrader shows the connection as connected.

Can footprint charts, delta and volume profile run on Massive data?

Only if your plan delivers trade-by-trade tick data with size and aggressor side, streamed in real time. Footprint and delta are built by classifying each individual trade as buy-aggressor or sell-aggressor; aggregate-only bars contain no such information. Volume profile needs trades with price and size and will build a historical shape on lower tiers but will not update live. On an end-of-day or delayed plan these tools are not usable for live trading.

Does Massive provide market depth for the SuperDOM and liquidity heatmap?

SuperDOM and the liquidity heatmap require an order-book depth or market-by-order feed, which is a different data product from a trades feed. If your Massive plan does not include depth for the instrument, the ladder and heatmap will remain blank regardless of platform settings. For futures depth, a broker feed such as Rithmic is usually the appropriate source.

Can I run Massive data and a broker connection at the same time?

Yes. SabrTrader is data-neutral and broker-neutral, meaning market data and execution are independent connections. Both appear in the Connections tab and can be connected simultaneously. Each chart, DOM and order-entry panel has its own data-source binding and its own execution-account binding, so you can chart on Massive while routing through your broker.

How do I rename the Polygon connection to Massive?

Open the Connections tab, select the added Polygon profile, edit the Name field to Massive, and press Save. The name is a display label used in the connections list and in chart data-source pickers; changing it has no effect on authentication or entitlements.

How much historical data can I load on a chart from Massive?

That is set by your plan's historical lookback limit, which varies by interval and asset class. The video requests 7 days of 5-minute bars on QQQ. If your tier serves less intraday history than you request, the chart simply loads fewer bars rather than raising an error. Verify the limit on your plan before designing strategies or backtests that assume long history.

What should I do if my chart loads no data after connecting?

Check four things in order: (1) the API key is valid and pasted without leading or trailing whitespace; (2) your plan entitles the asset class of the symbol you loaded; (3) the ticker syntax is correct for that asset class on this vendor; (4) the chart is bound to the Massive connection and not to a leftover dxFeed connection. If the connection reports connected but bars are stale, your plan is delayed or end-of-day.

How do I revoke or rotate a compromised API key?

Log in at massive.com, open the Keys section of the dashboard, delete or revoke the exposed key, and create a new one. Then return to SabrTrader, open the Connections tab, select the Massive profile, replace the value in the API key field, press Save and Connect. Rotate immediately if a key has ever appeared in a screenshot, screen share, chat message or support ticket.

Can I use one Massive key on multiple computers?

Technically a key is a string and can be pasted anywhere, but plan rate limits are counted against the key, so sharing one key across machines can cause throttling or dropped subscriptions. The better practice is one key per machine: this keeps rate-limit usage attributable and lets you revoke a single machine's access without disrupting the others.

Should I keep the dxFeed demo connection after setting up Massive?

Keep the profile saved but disconnected. Leaving it connected risks charts binding to the delayed demo feed and misreading prices. Keeping it configured is useful as a fallback: if Massive has an outage you can connect dxFeed and at least see delayed context while you sort the problem out.

What is the difference between REST and streaming market data, and why does it matter here?

REST is request-response: SabrTrader asks once for a block of historical bars and the vendor answers. Streaming (WebSocket) is a persistent push channel that delivers every new trade and quote as it prints. Historical chart loading uses REST; live bar updates, footprint and delta require streaming. If a plan includes history but not streaming, a chart will populate and then appear frozen — which looks like a bug but is an entitlement limit.

How can I tell whether the data I am receiving is real-time, delayed or end-of-day?

Compare the timestamp of the most recent bar against the current clock during market hours. Matching to the second indicates real-time. Roughly 15 minutes behind indicates delayed. A newest bar dated to the previous session close, with no intraday movement, indicates end-of-day only. Cross-check against a known reference quote for the same symbol.

Do I need a paid Massive plan just to learn SabrTrader?

No. Delayed or end-of-day data is sufficient for building workspaces, learning the modular panel layout, configuring indicators and practising order entry in simulation. Purchase real-time entitlements when you move to live intraday decision-making or need footprint and delta tools to function in real time.

Why does the connection library show asset-class icons if I still need to buy entitlements?

The icons describe the vendor's capability — which instrument categories that provider is able to supply through the SabrTrader adapter. They do not describe your account's entitlement, which is what you have actually purchased on the vendor's dashboard. A provider can show a futures icon while your plan returns no futures data.

What happens to my Massive connection when I close and reopen SabrTrader?

If you pressed Save on the connection profile, the profile and its API key persist and reappear in the Connections tab. If you also saved the workspace after connecting, the layout reopens with its charts bound to that feed. Depending on your settings you may still need to press Connect to open the session.

Troubleshooting

Chart is empty or reports "no data" after a successful connection

Work through three causes in order. First, key validity: re-copy the key from the massive.com Keys page and re-paste, checking for stray whitespace. Second, entitlement: confirm your plan covers the asset class of the symbol you loaded — an equities plan returns nothing for futures. Third, symbol format: verify the ticker syntax the vendor expects for that asset class. Test with a known-good, widely covered symbol such as QQQ to isolate whether the problem is the key or the symbol.

Connection status shows connected but no ticks arrive and the last bar never updates

This is almost always a latency-tier limitation rather than a fault. An end-of-day plan serves only previous-session daily data; a delayed plan updates on a fixed lag. Check the newest bar's timestamp against the clock. If it is stuck at the previous close, upgrade to an intraday or real-time tier for that asset class. Also confirm your plan includes streaming (WebSocket) access and not REST history only.

Authentication error or HTTP 401 / unauthorized

The key is invalid, revoked, expired or malformed. Regenerate a new key on massive.com, delete the contents of the SabrTrader API key field entirely (do not append), paste the new key, press Save, then Connect. Verify no leading or trailing space was copied. If a key was recently rotated on the vendor side, the old string will fail with exactly this error.

Only daily bars are available; intraday intervals return nothing

Intraday aggregates are a separate plan feature from daily aggregates. Your current plan likely includes daily bars only. Upgrade to a tier that includes minute or second aggregates for the asset class you are charting. As a diagnostic, load a daily chart on the same symbol — if daily works and 5-minute does not, the cause is entitlement, not connectivity.

Historical lookback is shorter than requested

Each plan caps how far back bars are served per interval. Requesting 7 days of 5-minute bars on a 2-day intraday history tier silently returns a short chart. Reduce the requested lookback to match your tier, or upgrade for deeper history. Long-history requirements for backtesting in AlgoStudio Pro should be validated against the plan limit before strategy design.

Symbol not found

Ticker syntax is provider-specific and asset-class specific. Equity ETFs use plain root symbols such as QQQ; futures use a root plus month and year code; options use a longer contract string; forex and crypto use pair notation. Confirm the exact format the vendor documents for that asset class, and confirm your plan actually covers that class. Record working formats so you do not rediscover them each time.

Connection drops repeatedly or reconnects in a loop

Check three areas. Network and firewall: outbound HTTPS and WebSocket traffic to the vendor must be permitted; corporate networks and VPNs frequently block persistent WebSocket sessions. Rate limits: lower tiers cap requests per minute, and a workspace with many symbols and deep history requests can exceed them — reduce open charts or symbol count. Key sharing: the same key used simultaneously on several machines can trigger throttling; issue one key per machine.

Footprint, delta or DOM tools render blank while ordinary candlestick charts work

The feed lacks the required granularity. Footprint and delta need trade-by-trade ticks with aggressor side; SuperDOM and the liquidity heatmap need order-book depth (MBO). Bar charts work on aggregate data, so their success proves nothing about tick or depth availability. Either upgrade to a tick and depth product, or source depth from a broker feed such as Rithmic while keeping Massive for chart history.

Prices on the chart do not match another platform or the exchange

Most commonly the chart is still bound to the leftover dxFeed delayed demo connection rather than Massive. Open the Connections tab, disconnect dxFeed, then check the chart's data-source binding. Other causes: your Massive plan is delayed, the symbol maps to a different venue or consolidated tape than your reference platform, or your reference is showing extended-hours data while the chart is not.

The Massive entry cannot be found in the connection library

Search under both Massive and Polygon. Depending on your build version the profile may be alphabetized under P with the legacy polygon.io URL displayed. If neither appears, update SabrTrader to a build that includes the current library of 57 providers.

Connection was added but the profile disappears after restarting SabrTrader

The profile was not saved. After pasting the key and renaming the connection, press Save before closing the dialog. Separately, save the workspace from the Workspace menu so the layout and its connection bindings persist across restarts.

Orders cannot be placed from a chart drawing Massive data

Expected behaviour: a data-only connection has no exchange route. Add and connect a broker, then set the chart or order-entry panel's execution account to the broker account while leaving the data source on Massive. See Interactive Brokers, Schwab or Rithmic setup guides.

Glossary

API key

A private credential string issued by a data vendor that authenticates an application's data requests and identifies the account those requests are billed to.

Asset class

A category of tradable instrument such as equities, futures, options, forex, crypto or indices. Data is entitled and priced separately per asset class.

Broker connection

A connection that routes and executes orders on an exchange and exposes account balances and positions. Required for live trading; usually supplies its own market data as well.

Chart interval

The aggregation period of each bar on a chart. A 5-minute bar is built from every trade printed within that five-minute window.

Connections tab

The area of the SabrTrader Control Center containing the pre-configured library of 57 broker and data-feed profiles, the user's saved connections, and the Add, Save, Connect, Disconnect, Remove and Advanced controls with status indicators.

Control Center

The primary SabrTrader window hosting platform-wide functions: the Connections tab, workspace management and the launcher for new charts, panels and windows.

Crosshair tool

A chart tool that draws intersecting horizontal and vertical guide lines following the pointer, reporting the exact price and time under the cursor. It can be toggled off for an unobstructed view of price.

Data entitlement / subscription plan

The per-asset-class permission level on a vendor account that determines which symbols, which latency tier and how much history the account may receive.

Data feed connection

A connection that supplies market prices only, with no order routing or account access. Suitable for learning the platform, building layouts and configuring indicators.

Data-neutral / broker-neutral platform

A platform design in which market data and order execution come from independently chosen vendors, so a trader can combine any supported data feed with any supported broker.

Delayed data

Exchange prices delivered after a fixed lag, commonly 15 minutes, typically included on free or starter plans. Adequate for learning and configuration, not for live execution.

Delta

The net difference between volume traded at the ask (buy-aggressor) and volume traded at the bid (sell-aggressor) over a given period.

DOM

Depth of Market - a price ladder showing resting bid and ask liquidity at each price level, used for order-flow reading and precise order entry. It requires a depth-enabled feed rather than a trades-only feed.

dxFeed

The delayed market-data feed SabrTrader connects to out of the box so new users immediately see moving prices. It supplies prices only and cannot route orders.

End-of-day data

Daily aggregated or previous-session data only, with no intraday updates. Charts load but the most recent bar does not move during the session.

Exchange market data fees

Charges levied by exchanges, separate from vendor subscription fees, for real-time market data access. Rates differ for professional and non-professional users.

Footprint

A chart type that displays traded volume split by buy and sell aggressor at each individual price level within each bar, used to read absorption, imbalance and delta. It requires trade-by-trade tick data.

Historical data lookback

How far back a provider will serve bars for a given interval. It sets a hard ceiling on chart depth at load time.

Market data provider

A vendor that supplies price, quote and trade data feeds to trading platforms without offering order execution or account services.

Market depth (MBO)

The visible resting bid and offer liquidity at each price level. Market-by-order data exposes individual queued orders rather than only aggregated size per level.

Modular window layout

SabrTrader's design principle that panels can be moved, docked, resized and closed freely so each trader can build a personal layout.

Order routing

The path an order takes from SabrTrader through a broker connection to the exchange. Data-only connections have no order route.

Real-time data

Ticks delivered as they occur at the exchange, with no artificial delay. Normally requires a paid vendor entitlement and, for professional users, exchange market data fees.

REST market data

A request-response data transport in which the platform asks for historical bars or a snapshot quote and the vendor returns it once. Used for loading chart history.

Simulated / paper trading

Order practice against live or delayed data without a live broker route, useful for evaluating a data feed and learning a layout at zero financial risk.

Streaming market data (WebSocket)

A persistent push data transport in which the vendor continuously sends new trades and quote updates as they occur, with no request required. Needed for live bar updates and order-flow tools.

Symbol mapping / ticker format

The provider-specific syntax used to identify an instrument, which differs by asset class. Incorrect syntax produces a 'symbol not found' result even on a valid connection.

Tick data granularity

Whether a feed carries individual trades with size and aggressor side rather than only pre-aggregated bars. It determines whether footprint and delta tools can be built.

Volume profile

A histogram of volume traded at each price over a chosen session or range, used to locate high-activity price areas such as the point of control and value area.

Workspace

A saved SabrTrader layout containing charts, DOMs and panels bound to specific connections. Workspaces can be created, named, saved, closed, reopened and switched.

Related Documentation