These mammoth copper-strand cables indeed were heavy and thick, barely fitting into the insulators' side grooves. They were cloth covered with (I believe) a layer of rubber beneath, next to the core strands.
Their bare copper tie wire (solid, hard-drawn) was almost as thick as a dime and provided a rather tight fit!
A couple linemen I've known that have worked on Boston's transit-line DC cables stated that their size commonly was 1-million to sometimes 1.5 million AWG.
Click "Next" for an overview of the station wall where this closeup appears.