# Xstocks price feed aggregation question

**URL:** <https://dev-forum.pyth.network/t/xstocks-price-feed-aggregation-question/769>\
**Category:** Price Feeds\
**Tags:** evm\
**Created:** [May 7, 2026, 1:02pm UTC](https://dev-forum.pyth.network/t/xstocks-price-feed-aggregation-question/769 "2026-05-07T13:02:15Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![whsia](https://avatars.discourse-cdn.com/v4/letter/w/ed655f/32.png) [@whsia](https://dev-forum.pyth.network/u/whsia)\
**Post date:** [May 7, 2026, 1:02pm UTC](https://dev-forum.pyth.network/t/xstocks-price-feed-aggregation-question/769/1 "2026-05-07T13:02:15Z")

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Hi there, I’m integrating a short-duration (like 30s) binary trading system for stocks. It looks like Pyth Core only supports regular market hours. Does the Pro service cover pre-market, post-market, and overnight sessions?

Also, could you point me to documentation on how xStocks price aggregation works? I assume it pulls from multiple venues (DEXs and CEXs), and I’d like to verify it’s resistant to manipulation given that liquidity for xStocks is likely thin.

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**Author:** ![KemarTiti](https://yyz2.discourse-cdn.com/flex034/user_avatar/dev-forum.pyth.network/kemartiti/32/6_2.png) [@KemarTiti](https://dev-forum.pyth.network/u/KemarTiti)\
**Post date:** [May 8, 2026, 5:23am UTC](https://dev-forum.pyth.network/t/xstocks-price-feed-aggregation-question/769/2 "2026-05-08T05:23:30Z")

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Yes, about 150 equities have 24/5 data as of today

Regarding xstocks, aggregation is similar as for all the other feeds, follow this model: [How Pyth Pro Works | Pyth Developer Hub](https://docs.pyth.network/price-feeds/pro/how-lazer-works#aggregation-logic)  
And indeed sourced from multiple venues.