Pyth October 2026 Report

Article contributed by Douro Labs
October brought more people into Pyth Terminal and more ways for applications to use Pyth data. The Terminal recorded 4,451 signups. Pyth Pro expanded market coverage and its tools for AI agents. Pyth Indices added an intraday view of the U.S. Treasury curve, while corporate-action data brought more context to equity prices.
ARR: $13.67 million
October ended with $13.67 million in annualized paid subscription run-rate, compared with the September report’s $11.49 million. That represents 18.9% growth. New annualized subscription value added during October was $2.49 million in gross new ARR, with 29% coming through the self-serve experience. Net new ARR was $2.17 million, 44.6% of gross new ARR came from existing accounts expanding, and Pyth Indices reached $2.88 million in ARR across 21 clients.
October by the numbers
$13.67M: annualized paid subscription run-rate
$2.17M: net new ARR
332: paying accounts
124,705: unique Pyth Terminal visitors, up 19% month over month
4,451: sign-ups and account creations, up 37% month over month
591,621: feed-view events across Terminal
482,177: Pyth Indices feed-view events, included in the feed-view total
3,927: Pyth Pro catalog symbols at October month-end
114: new feed IDs first recorded during October
77 stable · 31 coming soon: Pyth Indices feeds at month-end

Pyth Pro: more markets, easier access
Pyth Pro continued to extend coverage beyond the standard trading session. Four Korean equity feeds, including SK Hynix and Samsung Electronics, now publish through Korea’s post-market session on trading days. For teams operating across time zones, when a price updates matters alongside which assets a catalog covers.
Pyth Pro MCP Server 1.1 also improved how AI agents work with market data. Agents can discover feeds, see which ones their plan covers, and retrieve more detailed historical prices within a research workflow. Pyth Terminal remains the place for people to explore and assess the data; Pyth Pro’s APIs and MCP tools let software use it.
That distinction is central to Pyth’s work with Exa. Exa is testing Pyth as a market-data layer for agentic search: Exa can research a company or event, while Pyth can supply the current and historical market observations. The collaboration is in an early testing phase.

Pyth Indices: the curve joins the catalog
In October, Pyth Indices grew from 50 to 77 stable feeds in the product catalog, with 27 first reaching stable status during the month. The expansion added nine equity and ETF indices, including AMD, Marvell, Alibaba, SPY, QQQ and EWZ. It also brought U.S. rates into the suite: 14 constant-maturity Treasury feeds across seven maturities, each with a par yield and a discount factor. New commodity products included a diesel index.
Still in October, Pyth brought that movement into Pyth Indices with a new constant-maturity U.S. Treasury curve. Built from Treasury price data already available through Pyth Pro, it publishes par yields and discount factors across seven maturities, from two to 30 years, during European and U.S. market hours. Each maturity stays fixed as the bonds behind it change. Applications can follow the shape of the curve through the session without tracking individual securities through every auction.
Together, these additions give teams more ways to use Pyth across markets with different trading hours: intraday rate data and continuous constructed pricing for selected equities and commodities.

The Data Marketplace: the events behind a price
In October, Pyth made corporate-action data for supported U.S. equities available. Sourced from Exchange Data International, the Pyth Intelligence API provides cash-dividend and stock-split records, including event dates, dividend amounts, and split ratios. That gives applications more than the latest equity price.
Teams can prepare for a scheduled split or dividend and understand the price change when it arrives. For venues and builders working with equity-linked products, Pyth now brings price data and the events that shape it into the same market-data offering.
What October showed
The 4,451 Terminal signups show continued interest in exploring Pyth data. ARR reached $13.67 million, up 18.9% on September, with $725K of new ARR coming through self-serve Terminal checkout. Together, the Terminal, Pro APIs, Indices, and Marketplace give people and software different ways to find and use the data they need.
Pyth took that discussion into the industry at WFIC 2026. Michael James, Head of Institutional at Douro Labs and a Pyth contributor, joined speakers from TraditionData, OTC Markets Group, Nasdaq, and Cboe on a panel about extended trading hours, with Morgan Stanley moderating the discussion. The outcome was unanimous: longer trading days need more than an open venue: data, liquidity, risk systems, and operations must work across the extra hours.
The message appeared beyond the conference floor, too. Pyth out-of-home placements ran in Miami, New York, London, and Copenhagen. The campaign put a simple statement in public view: Pyth is here to stay as financial markets become more continuous, cross-asset, and software-driven.
October once again proved a month for the books, as we explored new AI applications, launched and expanded our product with corporate actions, and continued broadening our price feed and financial market data coverage , all with a precise focus on building the price-of-everything layer in real time, everywhere, for markets that never close.
Explore the Pyth Terminal catalog.