There exist inventions and/or patents for pneumatic massage devices mentioning socks and gloves.
In a <B>spa</B> context, I would assume it is "socks" because, by contrast, massage stockings due to their size would have a more serious effect on the entire body and using them would require a serious medical diagnosis (diabetes, lymphoedema, traumas).


http://www.freshpatents.com/Therapeudic-massage-sock-dt20080...
Therapeutic massage sock
Abstract: A pneumatic/hydraulic massage sock comprised of a web of hydraulic/pneumatic tubes connected to a pump in the sole of the sock. The over-the-calf web comprises a spiral web of interconnected flexible tubes. The web of tubes is encased in a fabric shell that generally conforms to the foot and calf and is worn like a sock. Mere walking produces a cumulative pump force to inflate/constrict the upper web in cyclic patterns to promote an effective kneading-pattern massage. The massage sock provides effective relief for individuals with circulatory disabilities, diabetes, arthritis, etc. They would offer mild, non-constricting variable pattern-compression and yet are non-intrusive and maintain a low-profile. (end of abstract)


http://www.faqs.org/patents/app/20090076424
"The pneumatic massaging device of the invention comprises at least one inflatable part that exerts a sensible massaging force on the foot of a user. This may be achieved by direct contact (with the skin) of the foot of a user or indirectly, for example, through an <I>intermediate layer</I> arranged between the massaging device and the foot of a user. In the exemplary embodiment of the massaging device incorporated into a shoe, the contact with a foot of a user may occur through said intermediate material within the shoe. The <I>intermediate layer</I> may for example also be a <B>sock a user is wearing during the massage</B>. The said inflatable part comprises at least two inflatable chambers. These two inflatable chambers are designed such that the first of the two inflatable chambers may be able to conform to the sole of a foot while the second inflatable chamber may conform to the plantar arch, lateral and vamp regions of a foot."

Cellulite (a mild disease!) treatment:
http://www.cellulitetreatmentsuccess.com/
"Pressor Therapy - An air filled boot is fitted to employ pneumatic pressure, promoting natural cellulite fluid drainage in a "milking effect.""

--

Compare:

http://diabeticssupportsocks.com/sequential-compression-devi...
"Legroom is a leg compression device designed by Dan Sinha, who describes it as an inflatable compression stocking for the elderly and over-weight. While it's still in a concept stage, it would be ideal for treating <I>lower-leg swelling or vein related problems."


http://www.aetna.com/cpb/medical/data/500_599/0500.html
"Aetna considers full- or half-leg pneumatic compression devices for home use medically necessary durable medical equipment (DME) for the treatment of chronic venous insufficiency of the legs of members who have venous stasis ulcers that have failed to heal after a 6-month trial of conservative therapy directed by the treating physician."
"Aetna considers intermittent pneumatic compression devices experimental and investigational for treatment of <I>peripheral arterial occlusive disease/arterial insufficiency, and all other indications (e.g., enhancement of fracture and soft-tissue healing) because there is inadequate evidence of their effectiveness for these indications."