๐งจย BREAKING: Introducing Pyth Indices.
Proprietary 24/7 indices across U.S. equities, oil, metals, and thematic baskets co-developed with @MarketVector.
Launched in collaboration with include @coinbase, @krakenfx, @nadoHQ, and @dYdX. ๐งต
More markets are live on Pyth Pro:
- New US equities feeds
- More extended hours coverage
- Commodity futures across global markets
- Interest rates
- Expanded crypto coverage
One source. More markets. The price layer keeps growing ๐ฎ
Grateful to SEC leadership and staff for engaging seriously with the market-structure questions raised by Pyth contributor Douro Labs and other market participants.
The SECโs proposal to rescind Reg NMS Rule 611 and Rule 610(e) is an important step in that conversation.
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This proposal is not final, and Rule 603 reform still matters for displaying Pyth prices in actionable contexts.
But the direction is meaningful.
Legacy market structure is beginning to make room for programmable market data, onchain settlement, and best execution supported by transparent reference prices.
Extended-hours and overnight US equity feeds on Pyth Core (.PRE, .POST, .ON) will be deprecated on June 15th.
Access to this data moves to Pyth Pro.
Details and migration guide below โฌ๏ธ
Markets don't stop at the closing bell.
Pyth Indices are now live across oil, U.S. equities, FX, metals, and thematic baskets, bringing continuous pricing to markets that increasingly operate around the clock.
Live from @neudatalab NYC.
Stop by the Pyth booth to learn how market data providers, exchanges, and financial institutions are reaching the next generation of financial applications through a single integration.
See you on the floor ๐ค