Symbology & Reference Data

Field-by-field reference for Pyth Pro symbol metadata: identifiers, classification, data quality, trading schedules, and futures expiration

Pyth Pro publishes reference data describing every feed it offers: identifiers, classification, data-quality parameters, trading schedules, and (for derivatives) expiration metadata. This data is distinct from the real-time price payload: it describes what a feed is, not its current value.

Reference data is served by the Symbology & Reference Data API:

GET https://pyth.dourolabs.app/v1/symbols

The endpoint returns one JSON object per feed. This page documents every field on that object. For the request schema and query parameters for filtering (for example by asset_type or instrument_type), see the interactive API reference.

Example response

Every feed is returned as a single JSON object with the same top-level shape. The tabs below show feeds that populate different optional fields, depending on asset class and instrument type.

BKNG, a US equity with regular, pre_market, post_market, and over_night sessions, a nasdaq_symbol, and a corporate_actions stock split:

{
  "pyth_lazer_id": 992,
  "name": "BKNG",
  "symbol": "Equity.US.BKNG/USD",
  "description": "BOOKING HOLDINGS INC / US DOLLAR",
  "asset_type": "equity",
  "instrument_type": "spot",
  "exponent": -5,
  "cmc_id": null,
  "interval": null,
  "min_publishers": 3,
  "min_channel": "fixed_rate@200ms",
  "state": "stable",
  "schedule": "America/New_York;0930-1600,0930-1600,0930-1600,0930-1600,0930-1600,C,C;0101/C,0119/C,0216/C,0403/C,0525/C,0619/C,0703/C,0907/C,1126/C,1127/0930-1300,1224/0930-1300,1225/C",
  "market_session_schedule": {
    "regular": "America/New_York;0930-1600,0930-1600,0930-1600,0930-1600,0930-1600,C,C;0101/C,0119/C,0216/C,0403/C,0525/C,0619/C,0703/C,0907/C,1126/C,1127/0930-1300,1224/0930-1300,1225/C",
    "pre_market": "America/New_York;0400-0930,0400-0930,0400-0930,0400-0930,0400-0930,C,C;0101/C,0119/C,0216/C,0403/C,0525/C,0619/C,0703/C,0907/C,1126/C,1225/C",
    "post_market": "America/New_York;1600-2000,1600-2000,1600-2000,1600-2000,1600-2000,C,C;0101/C,0119/C,0216/C,0403/C,0525/C,0619/C,0703/C,0907/C,1126/C,1225/C",
    "over_night": "America/New_York;0000-0400&2000-2400,0000-0400&2000-2400,0000-0400&2000-2400,0000-0400&2000-2400,0000-0400,C,2000-2400;0118/C,0119/2000-2400,0215/C,0216/2000-2400,0402/0000-0400,0403/C,0524/C,0525/2000-2400,0618/0000-0400,0619/C,0702/0000-0400,0703/C,0906/C,0907/2000-2400,1125/0000-0400,1126/2000-2400,1224/0000-0400,1225/C,1231/0000-0400,0101/C"
  },
  "market_sessions": {
    "regular": {
      "min_pub": 3,
      "schedule": "America/New_York;0930-1600,0930-1600,0930-1600,0930-1600,0930-1600,C,C;0101/C,0119/C,0216/C,0403/C,0525/C,0619/C,0703/C,0907/C,1126/C,1127/0930-1300,1224/0930-1300,1225/C",
      "state": "stable"
    },
    "pre_market": {
      "min_pub": 2,
      "schedule": "America/New_York;0400-0930,0400-0930,0400-0930,0400-0930,0400-0930,C,C;0101/C,0119/C,0216/C,0403/C,0525/C,0619/C,0703/C,0907/C,1126/C,1225/C",
      "state": "stable"
    },
    "post_market": {
      "min_pub": 2,
      "schedule": "America/New_York;1600-2000,1600-2000,1600-2000,1600-2000,1600-2000,C,C;0101/C,0119/C,0216/C,0403/C,0525/C,0619/C,0703/C,0907/C,1126/C,1225/C",
      "state": "stable"
    },
    "over_night": {
      "min_pub": 2,
      "schedule": "America/New_York;0000-0400&2000-2400,0000-0400&2000-2400,0000-0400&2000-2400,0000-0400&2000-2400,0000-0400,C,2000-2400;0118/C,0119/2000-2400,0215/C,0216/2000-2400,0402/0000-0400,0403/C,0524/C,0525/2000-2400,0618/0000-0400,0619/C,0702/0000-0400,0703/C,0906/C,0907/2000-2400,1125/0000-0400,1126/2000-2400,1224/0000-0400,1225/C,1231/0000-0400,0101/C",
      "state": "stable"
    }
  },
  "hermes_id": "e90b679a7e4ca0d591abb634959d38a535c2036c6b121c520a82cff111ff7d12",
  "nasdaq_symbol": "BKNG",
  "quote_currency": "USD",
  "corporate_actions": [
    {
      "event_type": "SPLIT",
      "activation": {
        "us_equity_ex_date": {
          "ex_date": "2026-04-06"
        }
      },
      "adjustment_factor_numerator": "25",
      "adjustment_factor_denominator": "1"
    }
  ],
  "groups": []
}

BTCUSD, a 24/7 crypto feed with a single regular session:

{
  "pyth_lazer_id": 1,
  "name": "BTCUSD",
  "symbol": "Crypto.BTC/USD",
  "description": "BITCOIN / US DOLLAR",
  "asset_type": "crypto",
  "instrument_type": "spot",
  "exponent": -8,
  "cmc_id": 1,
  "interval": null,
  "min_publishers": 3,
  "min_channel": "real_time",
  "state": "stable",
  "schedule": "America/New_York;O,O,O,O,O,O,O;",
  "market_session_schedule": {
    "regular": "America/New_York;O,O,O,O,O,O,O;"
  },
  "market_sessions": {
    "regular": {
      "min_pub": 3,
      "schedule": "America/New_York;O,O,O,O,O,O,O;",
      "state": "stable"
    }
  },
  "hermes_id": "e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43",
  "nasdaq_symbol": null,
  "quote_currency": "USD",
  "groups": []
}

CAZ6, a dated commodity future (cocoa, Dec 2026) with an expiration_time:

{
  "pyth_lazer_id": 3174,
  "name": "CAZ6",
  "symbol": "Commodities.CAZ6/USD",
  "description": "PYTH PRICE IN USD FOR COCOA FUTURES 15 DECEMBER 2026",
  "asset_type": "commodity",
  "instrument_type": "future",
  "expiration_time": "2026-12-15T13:30:00-05:00",
  "exponent": -5,
  "cmc_id": null,
  "interval": null,
  "min_publishers": 1,
  "min_channel": "fixed_rate@50ms",
  "state": "stable",
  "schedule": "America/New_York;0445-1330,0445-1330,0445-1330,0445-1330,0445-1330,C,C;0525/C,0619/C,0703/C,0907/C,1126/C,1225/C,0101/C",
  "market_session_schedule": {
    "regular": "America/New_York;0445-1330,0445-1330,0445-1330,0445-1330,0445-1330,C,C;0525/C,0619/C,0703/C,0907/C,1126/C,1225/C,0101/C"
  },
  "market_sessions": {
    "regular": {
      "min_pub": 1,
      "schedule": "America/New_York;0445-1330,0445-1330,0445-1330,0445-1330,0445-1330,C,C;0525/C,0619/C,0703/C,0907/C,1126/C,1225/C,0101/C",
      "state": "stable"
    }
  },
  "hermes_id": "7452a0c6aa220280021272c3cebaaa0f32cc910cd14ea43460ff8ae2d1e773ea",
  "nasdaq_symbol": null,
  "quote_currency": "USD",
  "groups": []
}

Dated-future feeds are point-in-time: after expiration_time the contract's state becomes inactive, and later contracts in the same family are listed separately. Query the API for the current set.

FundingRate.Binance.BTC/USDT, a funding-rate feed with an 8-hour interval. Its hermes_id is null, since it has no Pyth Core counterpart:

{
  "pyth_lazer_id": 112,
  "name": "BTCUSDT",
  "symbol": "FundingRate.Binance.BTC/USDT",
  "description": "Binance BTC / USDT Funding Rate",
  "asset_type": "funding-rate",
  "instrument_type": "rate",
  "exponent": -12,
  "cmc_id": null,
  "interval": "8h",
  "min_publishers": 1,
  "min_channel": "fixed_rate@200ms",
  "state": "stable",
  "schedule": "America/New_York;O,O,O,O,O,O,O;",
  "market_session_schedule": {
    "regular": "America/New_York;O,O,O,O,O,O,O;"
  },
  "market_sessions": {
    "regular": {
      "min_pub": 1,
      "schedule": "America/New_York;O,O,O,O,O,O,O;",
      "state": "stable"
    }
  },
  "hermes_id": null,
  "nasdaq_symbol": null,
  "quote_currency": "USDT",
  "groups": []
}

Every field is documented below.

Field reference

Field invariants

Useful guarantees when mapping these fields in your own systems:

name is not guaranteed to be unique; the same short name can appear on more than one feed.
symbol is unique, but in rare cases it can change without notice. Use pyth_lazer_id as the stable key for external mappings.
asset_type and instrument_type are open enums whose set of values can grow over time, so handle unknown values gracefully.

Identity & naming

Field	Type	Description
`pyth_lazer_id`	`u32`	Stable numeric identifier for the feed in Pyth Pro. Use it when subscribing to prices.
`name`	`string`	Short symbol name, e.g. `BTCUSD`. Dated futures suffix the family root with a month code and year digit, e.g. the `EM` (E-mini S&P 500) family becomes `EMU6`; see Futures Terminology.
`symbol`	`string`	Fully-qualified Pyth symbol, e.g. `Crypto.BTC/USD` or `Equity.US.EMU6/USD`. Encodes asset class, optional region, root, and quote currency.
`description`	`string`	Human-readable description, e.g. `BITCOIN / US DOLLAR`.
`hermes_id`	`string?`	Hex feed ID used by Pyth Core / Hermes for the same underlying. `null` when the feed has no Pyth Core counterpart.
`nasdaq_symbol`	`string?`	Nasdaq ticker, for equities sourced via Nasdaq. `null` when not applicable.
`cmc_id`	`integer?`	CoinMarketCap ID, for crypto assets. `null` when not applicable.

Classification

Field	Type	Description
`asset_type`	`string`	Broad asset class (open enum, may grow). Current values include `crypto`, `equity`, `fx`, `commodity`, `metal`, `interest-rate`, `rates`, `crypto-index`, `crypto-redemption-rate`, `funding-rate`, `nav`, `kalshi`.
`instrument_type`	`string`	Instrument form: `spot`, `future`, `perp`, `rate`, `index`, or `nav`. May be an empty string when unspecified.
`quote_currency`	`string`	Currency the price is quoted in, e.g. `USD`, `EUR`, `KRW`, `JPY`.
`groups`	`string[]`	Discovery/grouping tags, e.g. `pyth-indices`. Empty for most feeds.

Pricing & data quality

Field	Type	Description
`exponent`	`i16`	Decimal exponent: `actual_price = mantissa × 10^exponent`. Same meaning as in the price payload.
`min_publishers`	`u16`	Minimum number of publishers required for the feed to produce a price.
`min_channel`	`string`	Highest-frequency channel the feed supports: `real_time`, `fixed_rate@50ms`, or `fixed_rate@200ms`. You can subscribe at this channel or any slower one.
`state`	`string`	Lifecycle state: `stable` (live), `coming_soon` (announced, not yet publishing), or `inactive` (retired/expired).
`interval`	`string?`	Funding interval for funding-rate feeds (instrument type `rate`), e.g. `8h`. `null` otherwise.

Scheduling

Field	Type	Description
`schedule`	`string`	The regular session's trading schedule, in the form `TZ;<weekly>;<holidays>`. Each day is open (`O`), closed (`C`), or a set of hour ranges (e.g. `0000-1700&1800-2400`). Identical to `market_session_schedule.regular`.
`market_session_schedule`	`object`	A schedule string per session, keyed by session name (`regular`, `pre_market`, `post_market`, `over_night`).
`market_sessions`	`object`	The full per-session configuration: each session carries its own `schedule`, `min_pub`, and `state`.

Three schedule fields, three altitudes

These describe the same trading calendar at increasing detail:

schedule: the regular session's schedule (identical to market_session_schedule.regular), not a union across sessions.
market_session_schedule: a schedule string for each session the feed has (regular, pre_market, post_market, over_night).
market_sessions: the richest form, carrying per-session schedule plus min_pub and state.

The price payload's marketSession field tells you which of these sessions is currently active for a given update.

Pick an example or paste a schedule string to decode it into market hours:

TimezoneAmerica/New_York

Monday	Open 24h
Tuesday	Open 24h
Wednesday	Open 24h
Thursday	Open 24h
Friday	Open 24h
Saturday	Open 24h
Sunday	Open 24h

Futures & derivatives

Field	Type	Description
`expiration_time`	`string?`	Expiration timestamp (RFC 3339) for a dated futures contract, e.g. `2026-12-15T13:30:00-05:00`.
`corporate_actions`	`object[]?`	Corporate actions on an equity feed. Each entry has an `event_type` (e.g. `SPLIT`), an `activation` block with the effective date (e.g. `us_equity_ex_date.ex_date`), and `adjustment_factor_numerator` / `adjustment_factor_denominator`. See the Equity example.

Accessing the data

Symbology & Reference Data API: GET /v1/symbols returns the full catalog.
Filter to your entitlements: pass ?entitled_only=true to return only the symbols your API key is entitled to, instead of the full catalog.
Interactive docs: explore the request schema and filtering parameters in the OpenAPI reference.

Price Feed IDs: browsable table of every available feed.
Futures Terminology: ticker format, month/year codes, and rollover.
Payload Reference: the real-time price payload (distinct from reference data).

On this page