diff --git a/massive/exceptions.py b/massive/exceptions.py
index b8960763..d5b1c40b 100644
--- a/massive/exceptions.py
+++ b/massive/exceptions.py
@@ -1,3 +1,9 @@
+from typing import Optional
+
+# the package star-imports this module; keep Optional out of its namespace
+__all__ = ["AuthError", "BadResponse"]
+
+
 class AuthError(Exception):
     """
     Empty or invalid API key
@@ -9,6 +15,11 @@ class AuthError(Exception):
 class BadResponse(Exception):
     """
     Non-200 response from API
+
+    The message is the response body. ``status`` is the HTTP status code, or
+    None if not given.
     """
 
-    pass
+    def __init__(self, *args: object, status: Optional[int] = None):
+        super().__init__(*args)
+        self.status = status
diff --git a/massive/rest/base.py b/massive/rest/base.py
index 294dd482..7b728685 100644
--- a/massive/rest/base.py
+++ b/massive/rest/base.py
@@ -152,7 +152,7 @@ def _get(
             )
 
         if resp.status != 200:
-            raise BadResponse(resp.data.decode("utf-8"))
+            raise BadResponse(resp.data.decode("utf-8"), status=resp.status)
 
         if raw:
             return resp
diff --git a/test_rest/test_bad_response.py b/test_rest/test_bad_response.py
new file mode 100644
index 00000000..23c86e7b
--- /dev/null
+++ b/test_rest/test_bad_response.py
@@ -0,0 +1,38 @@
+from massive.exceptions import BadResponse
+from base import BaseTest
+
+import pook  # type: ignore
+
+
+class BadResponseTest(BaseTest):
+    def test_status_is_set(self):
+        cases = [
+            (403, '{"status":"NOT_AUTHORIZED","message":"not entitled"}'),
+            (404, '{"status":"NOT_FOUND","message":"not found"}'),
+        ]
+        for status, body in cases:
+            with self.subTest(status=status):
+                ticker = f"ERR{status}"  # not covered by the fixture mocks
+                pook.get(
+                    self.c.BASE + "/v3/reference/tickers/" + ticker,
+                    reply=status,
+                    response_body=body,
+                )
+                with self.assertRaises(BadResponse) as ctx:
+                    self.c.get_ticker_details(ticker)
+                self.assertEqual(ctx.exception.status, status)
+                self.assertEqual(ctx.exception.args, (body,))
+                self.assertEqual(str(ctx.exception), body)
+
+    def test_status_defaults_to_none(self):
+        for args in [(), ("boom",), ("boom", 1)]:
+            with self.subTest(args=args):
+                exc = BadResponse(*args)
+                self.assertEqual(exc.args, args)
+                self.assertIsNone(exc.status)
+
+    def test_status_does_not_change_message(self):
+        exc = BadResponse("boom", status=500)
+        self.assertEqual(exc.args, ("boom",))
+        self.assertEqual(str(exc), "boom")
+        self.assertEqual(exc.status, 500)