Deprecation of WTI (1M, 2M, 3M) and BRENT (1M, 2M, 3M) feeds on Pyth Core – August 1st, 2025

Announcements
1

Hello everyone,

To improve the accuracy of Pyth’s WTI and Brent price feeds, we’re making changes to how these feeds are supported.

What’s Changing?
Until now, WTI and Brent price feeds were offered as rolling contracts. For example, WTI1M/USD would always reflect the price of the next expiring WTI futures contract.

However, because each publisher may roll from one contract to the next at slightly different times, this setup introduced minor noise in the aggregated price.

The Solution: Contract-Specific Price Feeds
To solve this and deliver more accurate prices, we’re moving to explicit contract-based feeds, each tied to a specific expiry date.

The following new feeds are now (or soon will be) available:

We aim to always have the three next expiring contracts live at any given time.

Action Required
If you’re currently using any of the following feeds:

  • WTI1M/USD, WTI2M/USD, WTI3M/USD
  • BRENT1M/USD, BRENT2M/USD, BRENT3M/USD

You will need to migrate to the new structure, as we plan to deprecate these rolling feeds on August 1st, 2025.

With the new model, you’ll need to manually rotate the price feed monthly if you want to continuously use the most liquid, next-expiring contract.

Example: WTI Feed Roll

  • Until 22 July 2025 → use WTIQ5/USD
  • Before market close on 22 July → switch to WTIU5/USD
  • Continue this process monthly as each contract nears expiry.

We know the auto-rolling feeds offered a smoother UX. We plan to reintroduce synthetic rolling feeds in the future, but this will require some engineering work and may take time.

Meanwhile, if anything is unclear or you have questions, please let us know below.

1 Like
2

Hi everyone,

As a follow-up to our announcement last week, here are a few important updates and reminders regarding the transition from rolling to contract-specific WTI and Brent price feeds.

:white_check_mark: WTIQ5/USD Has Expired and Is Now Offline

As of today, 23 July 2025, the WTIQ5/USD feed (which reflected the contract expiring on 22 July) has officially expired and is now offline, as planned.

The new closest expiring WTI feed is:

Additionally, the next contract feed is now also live:

Looking ahead, we expect to bring the following feed online soon:

:hourglass_not_done: Brent Feed Roll Coming Soon

Reminder: the BRENTU5/USD feed (expires 31 July 2025) will expire next week. The transition process will mirror what we’ve outlined for WTI — users should plan to rotate to the next active Brent contract before expiry, namely BRENTV2/USD.

:warning: Rolling Feeds Deprecation Reminder

As announced earlier, the following rolling feeds will be deprecated on August 1st, 2025:

If you haven’t yet migrated to the new structure, please do so soon to avoid service interruptions.

As always, if you have questions or need help with integration, feel free to ask below.

1 Like
3

Hi everyone,

:three_o_clock: BRENTU5 Settlement Window & Inactivation

The BRENTU5/USD feed, which reflects the contract expiring 31 July 2025, is now approaching expiry. The settlement window will take place between:
19:28–19:30 London (BST) / 18:28–18:30 UTC

After this window closes (i.e., from 19:30 BST / 18:30 UTC), trading for the contract will stop, and we will mark BRENTU5/USD as inactive.

:repeat_button: Upcoming Brent Feed Rotation

Following this, the new Brent contract feeds will be:

  • BRENTV5/USD — becomes the new front month (already live)

  • BRENTX5/USD — becomes the new second month (we’ll run tests today and bring it online in the same proposal as BRENTU5’s deactivation)

  • BRENTZ5/USD — will be the third month, created as part of this rotation but will only go live once sufficient liquidity builds (likely after the next expiry)

:warning: Rolling Feeds Sunset — August 1st Reminder

As previously announced, the following rolling feeds will be deprecated tomorrow, 1 August 2025:

  • WTI1M/USD, WTI2M/USD, WTI3M/USD

  • BRENT1M/USD, BRENT2M/USD, BRENT3M/USD

Please ensure you have migrated to the new contract-specific feeds to avoid any disruptions.

If you have any questions about the transition or need assistance integrating the updated feeds, feel free to reach out below.

4

Hey everyone,

As previously announced, all the following feeds have been officially sunset on August 1st, 2025.

  • WTI1M/USD
  • WTI2M/USD
  • WTI3M/USD
  • BRENT1M/USD
  • BRENT2M/USD
  • BRENT3M/USD

Additionally, on par with its expiry on 31st July, 2025, BRENTU5/USD has also been settled and deprecated.

The below oil feeds are currently live and will be active until their settlement dates:

  • BRENTV5/USD, 29 AUGUST 2025
  • BRENTX5/USD, 30 SEPTEMBER 2025
  • WTIU5/USD, 20 AUGUST 2025
  • WTIV5/USD, 22 SEPTEMBER 2025