Equity.CN.300376/CNYwent liveEquity.CN.002683/CNYwent liveEquity.CN.300308/CNYwent liveCommodities.TGEG7/EURwent liveCommodities.Index.DIESEL/USDaddedEquity.Index.XIAOMI/USDaddedEquity.Index.TENCENT/USDaddedEquity.Index.ZHIPU/USDaddedEquity.Index.UNITREE/USDaddedEquity.Index.CXMT/USDaddedCommodities.CNZ7/UScaddedCommodities.CNV7/UScaddedCommodities.CNN7/UScaddedCommodities.CNK7/UScadded

Price feeds

List symbols

gethttps://pyth.dourolabs.app/v1/symbols

With an API key or access token in an Authorization: Bearer <token> header, the response also includes unlisted feeds those credentials can access. entitled_only=true requires credentials.

Returns available symbols and their metadata. Filter the results by search text, asset type, instrument type, or futures chain. entitled_only=true limits the results to symbols the credentials can access.

getv1/symbols

curl "https://pyth.dourolabs.app/v1/symbols" \
  -H "Authorization: Bearer $PYTH_API_KEY"

Response

[
  {
    "asset_type": "crypto",
    "description": "BTC/USDT",
    "exponent": -8,
    "groups": [],
    "instrument_type": "spot",
    "market_session_schedule": { "regular": "UTC;O,O,O,O,O,O,O;" },
    "market_sessions": {
      "regular": {
        "min_pub": 1,
        "schedule": "UTC;O,O,O,O,O,O,O;",
        "state": "stable"
      }
    },
    "min_channel": "fixed_rate@50ms",
    "min_publishers": 1,
    "name": "BTC/USDT",
    "pyth_lazer_id": 1,
    "schedule": "UTC;O,O,O,O,O,O,O;",
    "state": "stable",
    "symbol": "Crypto.BTC/USDT",
    "asset_sector": null,
    "asset_subclass": null,
    "availability_pattern": null,
    "cmc_id": 1,
    "expiration_pattern": null,
    "hermes_id": "e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43",
    "interval": null,
    "nasdaq_symbol": null,
    "quote_currency": "USDT",
    "symbol_chain_id": null
  }
]

Query parameters

Add these parameters to the URL query string.

querystringOptional

Filters symbols whose name or symbol contains this text. Matching is case-insensitive.

asset_typeOptional

Filters results by the specified asset types.

crypto
fx
equity
metal
rates
nav
commodity
funding-rate
eco
kalshi
interest-rate

instrument_typeOptional

Filters results by the specified instrument types.

spot
rate
future
index
nav

symbol_chain_idstring[]Optional

Filters results to symbols whose symbol_chain_id matches one of the supplied values. Matching is case-sensitive.

entitled_onlybooleanOptional

If true, returns only symbols the credentials can access, and requires credentials. If false, returns all visible symbols, with or without credentials. The default is false.

Response

200 · application/json

Returns a JSON array of objects. Each item contains the following fields.

asset_type

The market the feed's price comes from, such as equity, crypto, fx or commodity.

descriptionstring

Description of the instrument.

exponentinteger

Exponent used to scale decimal field values: value * 10^exponent.

groupsstring[]

Access groups associated with this feed. The array is empty for feeds that do not require membership in an access group.

instrument_type

The form of what the feed prices within its market, such as spot, future or index.

market_session_scheduleobject

Trading schedules grouped by market session.

regularstring | null

Trading schedule for the regular session.

over_nightstring | null

Trading schedule for the overnight session.

post_marketstring | null

Trading schedule for the post-market session.

pre_marketstring | null

Trading schedule for the pre-market session.

market_sessionsobject

Trading schedules, availability states, and publisher requirements for each market session.

regularobject | null

Configuration for the regular session.

min_pubinteger

Minimum number of publishers required for this session.

schedulestring

Trading schedule for this session.

statestring

Availability state for this session.

over_nightobject | null

Configuration for the overnight session.

min_pubinteger

Minimum number of publishers required for this session.

schedulestring

Trading schedule for this session.

statestring

Availability state for this session.

post_marketobject | null

Configuration for the post-market session.

min_pubinteger

Minimum number of publishers required for this session.

schedulestring

Trading schedule for this session.

statestring

Availability state for this session.

pre_marketobject | null

Configuration for the pre-market session.

min_pubinteger

Minimum number of publishers required for this session.

schedulestring

Trading schedule for this session.

statestring

Availability state for this session.

min_channel

Fastest update channel supported by the feed.

min_publishersinteger

Default minimum number of publishers required for this feed.

namestring

Name of the instrument.

pyth_lazer_idinteger

Numeric ID used to request this feed from the Pyth Price Feeds API.

schedulestring

Trading schedule for the regular session.

statestring

Availability state of the feed.

symbolstring

Symbol used to request this feed.

asset_sectorstring | null

Asset sector inherited from the feed's exchange. null if no classification is available.

asset_subclassstring | null

Asset subclass inherited from the feed's exchange. null if no classification is available.

availability_patternstring[] | null

Contract months in which this futures chain is available. null when not applicable.

cmc_idinteger | null

CoinMarketCap asset ID, when available.

corporate_actionsobject[] | null

Corporate actions associated with the instrument. Omitted when none are configured.

activationobject

Condition that determines when the corporate action takes effect.

us_equity_ex_dateobject

Activation on the ex-date of a US equity corporate action.

ex_datestring

Ex-date of the corporate action, in YYYY-MM-DD format.

event_typestring

Type of corporate action.

SPLIT
REVERSE_SPLIT

split_fromstring

Denominator of the split ratio. An empty string when no split ratio applies.

split_tostring

Numerator of the split ratio. An empty string when no split ratio applies.

expiration_patternstring[] | null

Contract months in which this futures chain expires. null when not applicable.

expiration_timestring | null

Expiration time of the instrument, when applicable. Uses the time zone of the regular trading session.

hermes_idstring | null

Hexadecimal ID used to request this feed from the Hermes-compatible API.

intervalstring | null

Funding rate interval as a duration string, when applicable.

nasdaq_symbolstring | null

Nasdaq symbol for the instrument.

quote_currencystring | null

Currency in which the price is quoted.

symbol_chain_idstring | null

Identifier of the futures chain, such as VX. null when not applicable.

Errors

Status codes returned when a request fails.

401: Filtering with entitled_only=true requires a bearer token in the Authorization header.