Pyth launches 24/7 indices for equities, metals and oil

Pyth Network has launched Pyth Indices, a set of 24/7 single-asset indices that provide continuous reference prices for U.S. equities, gold, silver, and WTI and Brent crude. The indices aggregate data from on-chain and off-chain trading venues to extend price discovery beyond regular market hours.

Pyth said the indices draw on feeds from more than 135 institutions across equities, crypto, commodities and other asset classes. The company published each index methodology and made the prices available for licensing for uses that include derivatives settlement, benchmarking and ETF/ETP construction.

The firm announced a partnership with MarketVector to co-develop equity index futures, including perpetual-style thematic products designed for specific platforms such as Coinbase and intended to track sectors like U.S. defense, China, technology and AI. Pyth named Coinbase, Kraken, dYdX and Nado among initial integrators and said it plans to add thematic products, cross-asset baskets and custom solutions.

Other market infrastructure providers have moved toward continuous feeds. In May, Stork introduced 24/7 oracle streams covering commodities and several equities. Chainlink began offering 24/5 U.S. equities data streams in January 2026 that cover regular, pre- and post-market and overnight sessions. Several trading venues and clearing houses are exploring tokenized securities and on-chain processing for around-the-clock trading and settlement.

“Traditional data feeds were built for a world where trading stopped at the closing bell,” Mike Cahill, chief executive of Douro Labs and a contributor to Pyth Network, wrote. “Pyth Indices mark an inflection point in access to 24/7 markets, where ‘market close' no longer means the end of trading.”

Pyth previously worked with Blue Ocean ATS to deliver 24/5 U.S. equity feeds; the company said the new indices extend that work to full 24/7 windows. Pyth highlighted its published methodologies as a measure to support counterparties that use the prices for settlement and benchmarking.

The offering will sit alongside ongoing experiments by exchanges and infrastructure firms as market participants test continuous trading, around-the-clock settlement products and derivatives referenced to nonstop price data.