Pyth Network unlocks real-time, on-chain access to the Hang Seng Index with no subscription, just direct market data.
Pyth Network has launched real-time, on-chain price feeds for 85 of the most valuable and widely traded equities on the Hong Kong Stock Exchange.
For the first time, developers and traders worldwide can tap into institutional-grade data from Hong Kong without relying on legacy terminals or expensive licences.
Covering stocks that together represent over HK$28.8 trillion (US$3.7 trillion) in market capitalisation, the new feeds are sourced directly from institutional trading venues and updated every 400 milliseconds.
The data is now live across more than 100 blockchains, enabling smart contracts, trading applications, and financial protocols to integrate with APAC equity markets in real time.
Live equity data from Hong Kong has always been gated behind costly infrastructure and restrictive licensing model, hindering access for Web3 developers, decentralised finance (DeFi) protocols, and emerging markets.
Now, with real-time access just a few lines of code away, developers can create new use cases ranging from cross-border tokenisation and structured products to data-driven DeFi strategies and macroeconomic tracking tools—all underpinned by live pricing from one of Asia’s most dynamic financial centres.
This development is part of Pyth’s broader initiative to build a universal price layer for the financial internet. The network already supports live data for US and UK equities, commodities, and global ETFs. Now, with the inclusion of Hong Kong’s blue chips, Pyth continues to extend real-world market access to the decentralised economy.
The launch brings traditional finance data into programmable environments, offering developers the opportunity to build products without intermediaries, delay, or friction.
