Markets don't close anymore, so why should pricing infrastructure?
$PYTH just introduced Pyth Indices, a major step toward a financial system that operates 24/7. While trading has already evolved beyond traditional market hours through perpetuals, prediction markets, and tokenized assets, much of the underlying pricing infrastructure still shuts down when legacy markets close.
That gap creates a problem. Markets remain active, news continues to break, and global events keep moving prices, yet many data sources go offline. Pyth Indices was built to solve exactly that.
At launch,
$PYTH Indices covers a broad range of asset classes, including Oil (WTI and Brent), major U.S. equities such as NVDA, TSLA, AAPL, MSFT, GOOGL, INTC, HOOD, MSTR, and CRCL, precious metals including Gold and Silver, as well as thematic baskets like AI10, Defense10, China10, and Tech100. Each index operates continuously with transparent, published methodologies designed for modern markets.
What's even more impressive is that this isn't a future roadmap, it's already live in production. Coinbase, Kraken, dYdX, and Nado are actively integrating and utilizing Pyth Indices across futures, perpetuals, spot markets, margin products, and derivatives.
The collaboration with MarketVector, a VanEck company with more than $100 billion tracking its indices, adds another layer of credibility. By combining institutional-grade index governance with Pyth's real-time pricing infrastructure, they're creating a foundation built specifically for an always-on financial world.
This feels like a natural evolution of what
$PYTH has been building for years. After pioneering 24/5 U.S. equity feeds, the expansion into fully continuous 24/7 indices across multiple asset classes signals where finance is heading next.
The takeaway is simple:
Markets have already become 24/7.
Now the infrastructure is catching up.
Pyth Indices is helping build the pricing layer for a financial system that never sleeps.