🏦 Exchanges Adopt Pyth Pro X
🏦 Exchanges Adopt Pyth Pro X
🏦 New Price Layer
Major exchanges including Coinbase, Crypto.com, and BitMEX are standardizing on Pyth Pro X, a new institutional market data layer that replaces traditional exchange data infrastructure.
Key Features:
- 3,000+ price feeds across crypto, equities, FX, and indices
- 96%+ accuracy vs. NBBO (National Best Bid and Offer)
- Sub-100ms end-to-end latency
- 24/5 equity coverage for 50+ U.S. stocks
- New market launches in days instead of months
The platform addresses legacy issues in exchange data: gated access, opaque pricing, and slow innovation. Pyth Pro X offers one subscription with no exchange fees, redistribution barriers, or vendor lock-in.
Data comes from first-party institutional publishers including market makers, exchanges, and trading firms, with accuracy benchmarked against primary exchanges.
Pyth's equity feeds are built differently: 1. First-party data from institutional publishers (market makers, exchanges, trading firms) 2. Accuracy benchmarked against the primary exchange, not the cheapest licensing venue 3. Separate publisher sets curated for each of the four
What Pyth Pro X delivers: → 3000+ price feeds across crypto, equities, FX, indices → 96%+ accuracy vs. NBBO → Sub-100ms end-to-end latency → 24/5 equity coverage for 50+ U.S. stocks → New market launches in days, not months One integration. One price layer.
Integrate close to 3000 price feeds with Pyth Pro: pyth.network/price-feeds
Exchanges are standardizing on a new price layer with the launch of Pyth Pro X.
Introducing Pyth Pro X. Institutional market data built for exchanges. One subscription. Every asset class. No exchange fees, no redistribution barriers, no vendor lock-in. Powering @coinbase, @cryptocom, @tradexyz, @Dreamcash, @bitget, @BitMEX, @LMAX, and others.
More on Pyth Pro X here: pyth.network/blog/introduci…
Introducing Pyth Pro X. Institutional market data built for exchanges. One subscription. Every asset class. No exchange fees, no redistribution barriers, no vendor lock-in. Powering @coinbase, @cryptocom, @tradexyz, @Dreamcash, @bitget, @BitMEX, @LMAX, and others.
The exchange data stack was built for a different era — gated access, opaque pricing, slow innovation. Pyth Pro X replaces that with a single price layer designed for global, always-on markets. The price of everything, everywhere.
Pyth Powers Extended Trading Hours for S&P 500 Perpetual Contracts
**Extended S&P 500 Trading Now Possible** Pyth Network is enabling near-continuous trading of S&P 500 perpetual contracts through its trader-derived futures feeds. **Key Details:** - The first officially licensed S&P 500 perpetual contract is live on [Trade XYZ](https://tradexyz.trade) - Trading available from Sunday 6PM ET to Friday 5PM ET - Traditional S&P 500 cash index only publishes during regular U.S. market hours - Pyth's EMM6/USD composite feed fills the pricing gap during extended hours **How It Works:** The feed aggregates real futures trading activity from institutional participants, providing continuous onchain pricing when traditional data sources go dark. This follows Pyth's recent launch of the world's first 24/7 Oil Index, part of a broader push toward always-on financial infrastructure.
Early Partners Report Positive Results with Pyth Pro X Deployment
Early adopters of **Pyth Pro X** are experiencing notable improvements in their operations. Partners who have integrated the oracle solution are reporting measurable differences in performance. **Key Points:** - Early deployment partners are seeing tangible results - Pyth Pro X represents the latest iteration of the oracle network - Real-world implementation is showing promise This follows previous partner feature launches in December 2025, indicating continued development momentum for the Pyth oracle network. The positive early feedback suggests the Pro X upgrade is delivering on its intended improvements for data feeds and oracle functionality.
Pyth Pro X Launches to Solve Exchange Market Data Fragmentation
**Pyth Pro X addresses critical infrastructure gap in crypto exchanges** While exchanges have advanced their trading capabilities with RWA perps, equity derivatives, and sophisticated cross-margin systems, their market data infrastructure remains outdated. Current systems rely on: - Fragmented vendor relationships - Asset-specific data feeds - Lengthy integration processes (months to add single symbols) - Inconsistent data quality across sources **The Solution** Pyth Pro X streamlines market data delivery for exchanges operating 24/7 liquidation engines and complex trading products. The platform builds on Pyth's existing network of 100+ institutional data providers, including exchanges, asset managers, and trading firms. This infrastructure upgrade enables exchanges to scale their product offerings without being bottlenecked by data integration challenges.
Pyth Network Expands to Tempo Chain with 3000+ Price Feeds
Pyth Network has integrated with Tempo, a new blockchain platform, bringing institutional-grade market data to its builders. **Key Features:** - Access to 3000+ price feeds across multiple asset classes - Coverage includes US equities (24/5), foreign exchange, commodities, and crypto - Institutional-grade data quality for developers Builders on Tempo can now leverage Pyth's oracle infrastructure for their applications. The integration expands Pyth's reach as a first-party oracle network. Learn more: [Pyth Price Feeds](https://pyth.network/price-feeds)