Pyth Network (PYTH)

Why do 24/7 markets still depend on price feeds that clock out on Friday? 👀

➠ Oil, equities, metals, and thematic indices priced 24/7
➠ Co-developed with MarketVector (a VanEck company)
➠ More reliable benchmarks for perps and derivatives
➠ Less guesswork when global news hits over the weekend
How does it work?
Institutional data → Pyth Indices → continuous pricing → exchanges can settle markets anytime

@PythNetwork is already powering products across Coinbase, Kraken, dYdX, and Nado.

Markets never stopped. The data layer finally caught up.

Lowkey, weekend volatility just got a lot more interesting 😅

#Pyth #PythIndices $PYTH

Hey everyone! 😊

I just saw this and thought it was really cool. RWA perps on @PythNetwork hit $110B in May. It’s pretty amazing how one data layer can drive that much real volume, right?

Here are the numbers:
- $130B total volume in May + over $3.25T cumulative
- Already $80B in RWA volume this June
- Powering perps on Coinbase, Kraken, and dYdX

It works like this: Pyth pulls live prices nonstop from big traders, cleans them up into nice clean indices and feeds, and then the exchanges can scale RWA perps with actual trusted settlement.

Ngl, these numbers make it clear the infrastructure is really working. RWA trading finally has solid data behind it now

What do you guys think? Pretty exciting stuff!

POV: the market starts moving at 3AM…

Pyth already delivered the data 0.2 seconds ago.

Markets never sleep. Pyth never stops feeding them.

solana:HZ1JovNiVvGrGNiiYvEozEVgZ58xaU3RKwX8eACQBCt3 @PythNetwork https://t.co/7c8xGeYDEf