Pyth Network launched Pyth Indices, a 24/7 index suite for U.S. equities, oil, metals, and thematic baskets. The products aim to bring continuous pricing to assets tied to standard market hours. MarketVector Indices helped develop selected products in the project.
The launch responds to a gap between crypto markets and traditional benchmarks. Digital assets, perpetual futures, and tokenized products already trade around the clock. Many equity and commodity references still depend on fixed sessions, closing prices, and exchange-specific trading windows.
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Pyth Network Adds U.S. Stock Indices
According to Pyth Network, these indices are based on institutional-grade sources as well as liquidity venues within the regions.
This will serve as a means through which platforms receive price data that will assist in executing trades and other financial products outside typical market hours.
Each index comes with its own set methodology, and all are open for licensing by any interested parties. These were highlighted in the use cases, including derivatives settlement and benchmarks, among others.
The structure serves as a guide for assets that require consistent valuation and calculation guidelines in diverse market structures and exchange-based products.
The single-asset index includes a wide range of stocks from the United States market. These stocks include NVDA, TSLA, AAPL, MSFT, GOOGL, INTC, HOOD, MSTR, and CRCL.
In addition, Pyth Network included metals such as gold and silver and crude oil variants, WTI crude and Brent crude indices.
These thematic assets are partially made by MarketVector Indices, an arm of VanEck. These indices include AI10, Defense10, China10, and Tech100.
dYdX Adds Pyth Oil Index
According to the release, the MarketVector indexing system, with an asset base above $100 billion tracking their indices, was instrumental in creating the multi-asset indices for Coinbase.
Different exchanges have already begun integrating the newly launched indices. Coinbase uses the thematic equity indices for its future products; Kraken incorporates continuous pricing into derivative contracts.
Nado implements the oil indices on the spot, margin, and perpetual markets based on its product offerings.
The perpetual contract is now available via dYdX based on the Pyth 24/7 Oil Index. The integrations suggest the demand arising from exchanges operating during non-market business hours.
According to the Pyth Network, the offering was built to become the infrastructure for markets requiring continuous reference and reliable inputs for settlements.
Pyth Builds on Blue Ocean ATS Deal
The new release builds upon previous extended-hours work conducted by the oracle network. The company already provides 24/5 U.S. equities pricing feeds under an exclusive agreement with Blue Ocean ATS.
The new releases apply similar logic across multiple assets, including thematic baskets, commodities, and single-stock indices.
This development comes after Pyth Network and Kalshi announced their partnership in April 2026 aimed at commodity market settlement.
Under this agreement, Kalshi picked the Pyth Pro data layer for its Commodities Hub comprising contracts for gold, silver, Brent crude oil, natural gas, copper, corn, soybeans, and wheat.
Further adoption will have to overcome several challenges linked to off-hours liquidity, staffing, collateral management, and regulatory compliance.
This article contains market analysis and price predictions. These are not guarantees. Crypto markets are volatile. Always DYOR. Not financial advice.
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