• bitcoinBitcoin (BTC) $ 42,977.00 0.18%
  • ethereumEthereum (ETH) $ 2,365.53 1.12%
  • tetherTether (USDT) $ 1.00 0.2%
  • bnbBNB (BNB) $ 302.66 0.19%
  • solanaSolana (SOL) $ 95.44 1.28%
  • xrpXRP (XRP) $ 0.501444 0.1%
  • usd-coinUSDC (USDC) $ 0.996294 0.34%
  • staked-etherLido Staked Ether (STETH) $ 2,367.26 1.4%
  • cardanoCardano (ADA) $ 0.481226 2.68%
  • avalanche-2Avalanche (AVAX) $ 34.37 1.19%
  • bitcoinBitcoin (BTC) $ 42,977.00 0.18%
    ethereumEthereum (ETH) $ 2,365.53 1.12%
    tetherTether (USDT) $ 1.00 0.2%
    bnbBNB (BNB) $ 302.66 0.19%
    solanaSolana (SOL) $ 95.44 1.28%
    xrpXRP (XRP) $ 0.501444 0.1%
    usd-coinUSDC (USDC) $ 0.996294 0.34%
    staked-etherLido Staked Ether (STETH) $ 2,367.26 1.4%
    cardanoCardano (ADA) $ 0.481226 2.68%
    avalanche-2Avalanche (AVAX) $ 34.37 1.19%
image-alt-1BTC Dominance: 58.93%
image-alt-2 ETH Dominance: 12.89%
image-alt-3 BTC/ETH Ratio: 26.62%
image-alt-4 Total Market Cap 24h: $2.51T
image-alt-5Volume 24h: $144.96B
image-alt-6 ETH Gas Price: 5.1 Gwei
 

MORE FROM SPONSORED

LIVE Web3 News

 

ARTICLE INFORMATION

Chainlink’s 245 U.S. Equities Streams

Chainlink’s 24/5 U.S. Equities Streams reach 40 chains with onchain stocks

Fatima Al-Nouri

Key Points

  • Chainlink’s 24/5 U.S. Equities Streams deliver equities and ETF prices during regular, after-hours, and overnight sessions.

  • Integrated oracle data supports on-chain stocks, tokenized equities, and structured products across 40 blockchains.

  • DEXs like Lighter and ApeX, plus BitMEX plan integrations, are improving low-latency perp execution.

  • Exchanges pursue 24/5 or 24/7 models, while tokenized markets expand across real-world assets.


Chainlink’s 24/5 U.S. Equities Streams bring continuous equities and ETF data to on-chain markets.

Service is provided during all 24/5 trading days and is available in addition to regular trading hours. Developers are provided with updated bid and ask price data, as well as volume data and status flag data for each of the supported assets. The services provide for the delivery of both tokenized equities and synthetic equities exposures, which reflect the performance of leading equities and indexes. The objective of providing this service is to reduce the blind spots that occur during non-trading times (when the pricing risk typically increases). As such, on-chain equities require reliable inputs from various time periods when price discovery remains active.

As such, this release occurs at an exciting time in terms of competition between centralised and decentralised exchanges regarding extended trading times. In this regard, BitMEX has recently released a number of 24/7 equity perps which cover Amazon, Apple, Meta, Nvidia, Tesla, and indexes. Lighter has recently launched 24/5 equity perps and intends to expand its Risk Weighted Asset (RWA) support using Chainlink oracles. Apex and other platforms (Hello Trade, Decibel, Monaco, Opinion Labs, and Orderly Network) have recently announced their intentions to develop integrations with Chainlink. These developments will allow developers and traders to create exposure strategies utilising structured products, automated vaults, and index-style basket products. As such, real-world assets on blockchain have grown to include equities in addition to commodity and index-based derivatives offerings.

Coverage of all market hours – regular hours, after-hours, and overnight hours

The integration with Chainlink extends across 40+ blockchain networks via the Chainlink Data Standard for a single delivery model. By utilizing a single schema for equities across multiple chains, teams can avoid fragmented toolsets and ensure product parity across all DEX deployments on different ecosystems with varying virtual machines and settlement designs. Applications requiring high-frequency updates, particularly those involved in derivatives matching and liquidations, will benefit from these rapid updates. When pricing updates are consistent with off-chain market conditions, greater liquidity will be achieved across sessions. From my perspective, unified standards lower the cost of maintaining tools and improve cross-chain reliability for builders.

Platforms receive Oracle data containing fields necessary for derivatives engines and structured instruments. Vault strategies track reference baskets during after-hours periods without creating “stale” gaps during quiet periods. Prediction markets and lending protocols use equities data referenced through well-defined feeds and metadata. Tokenized equities are able to maintain consistent tracking when the reference inputs used to determine them remain consistent during session transitions. Developers are able to create synthetic funds with equities exposure mirroring indexes during overnight periods. Liquidity providers adjust their funding rates and position caps using current information during low-volume sessions.


ANOTHER MUST-READ ON ICN.LIVE

Solana Mobile launches SKR token, Seeker users and developers claim rewards

Chainlink’s 24/5 U.S. Equities Streams provide a foundation for multi-session liquidity

The chief executive officer of Lighter indicated his support for the additional oracle coverage of equities sessions. “This allows us to offer fair low-latency perp execution outside of regular market hours.” The CEO expressed his desire for high-quality execution across Risk-Weighted Asset (RWA) venues offering perpetuals. BitMEX has indicated it intends to provide the same service as Lighter across its equity perps listings. Coinbase Derivatives provides perpetual-style markets for digital assets that are accessible around the clock. Kraken provides 24/5 access to CME-based markets covering gold, oil, and equity indexes.

A wider part of the industry continues to explore tokenized securities with large institutions and market participants. The New York Stock Exchange has indicated it is working on a platform designed specifically for tokenized securities. Models such as these seek to provide users with access to equity markets around the clock – including weekends — once regulatory pathways have been established for broader participation. Decentralized exchanges continue to innovate rapidly, with oracle data being fed into margin systems and risk assessments. Liquidty programs grow when price updates continue to be in sync with primary sessions and off-session blocks. Builders continue to develop new funds, vaults, and structured products providing exposure during after-hours windows.

Development of new products for structured exposure, vaults, and synthetic funds

Chainlink’s expanded feed sets provide value to a variety of user groups across trading, investing, and risk functions. Derivative venues use equities streams for mark prices, funding, and liquidation engine inputs across sessions. Asset managers utilize automated vaults based on rules for weights, rebalancing, draw-downs, and hedging activities. Lending protocols reference equities collateral with threshold values based upon session-specific volatility regimes. Decentralized exchanges improve index-tracking via up-to-date inputs during thin liquidity periods. Developers receive APIs and SDKs mapped to the Chainlink Data Standard for uniform deployment.

Exchanges and protocols use oracle data for safety, fairness, and alignment with reference markets. The expanded sessions reduce pricing gaps that lead to misaligned liquidation or funding events. Builders focused on developing tokenized equities will experience predictable behavior during calendar events and earnings windows. Real-world assets continue to integrate with programmable rails where settlement and automation are driving new flows. Oracle data, tokenized equities, decentralized exchanges, on-chain stocks, and real-world assets comprise a complete stack. Users are experiencing better execution, more consistent tracking, and more options across a variety of venues, pursuing 24/5 or 24/7 access.

SHARE

How do Chainlink’s 24/5 U.S. Equities Streams help decentralized exchanges and derivatives venues?

Decentralized exchanges depend on timely price updates for fair matching, funding, and liquidations during every session. The equities streams deliver bid prices, ask prices, volume, and status flags across supported assets. Mark prices align more closely with reference markets during after hours and overnight periods. Liquidation engines respond using frequent updates during thin liquidity windows where spreads usually widen. Funding rates track conditions during quiet intervals using continuous inputs, limiting distortions across positions. Index style perps receive inputs for baskets, improving tracking while regular sessions remain closed. With integrations across 40 chains, deployments follow the same data model for uniform behavior. Builders avoid separate schemas by using the Chainlink Data Standard for equities integrations. Users trade with steadier references, while venues maintain execution quality across multi session trading. The result reduces blind spots across weekdays while preparing vaults and strategies for overnight movements.

What new use cases emerge for structured products, vaults, and tokenized equities funds using these streams?

Structured products automate exposure rules with entry, exit, and rebalancing during overnight sessions using updated inputs. Vaults follow constraints for weights and drawdowns, including after hours movements across tracked positions. Tokenized equities funds mirror indexes with more reliable tracking during off session periods across weekdays. Prediction markets reference equities updates for outcomes linked to events across multiple sessions. Lending protocols set thresholds for equities collateral aligned with volatility across different market windows. Risk dashboards track session changes across holdings without waiting for regular hours to reopen. Automated market makers tune parameters with feeds aligned to current spreads and liquidity conditions. Synthetic equities reflect reference prices more consistently while primary venues pause order flow. Builders use SDKs and APIs mapped to the Chainlink Data Standard for deployment. Investors receive steadier behavior across instruments during quiet periods where pricing often drifts without updates.

How does this approach compare with existing single point price feeds during standard trading hours?

Single point prices during standard hours leave long intervals without updates across quiet periods. Those gaps create uncertainty for builders who design liquidation and funding logic across derivatives venues. Without multi session data, risk engines struggle during after hours movements across sensitive holdings. With 24/5 updates, systems receive steady inputs for equities and ETFs during weekdays. Builders reduce reliance on stale snapshots that distort pricing for index style products and perps. Users receive fairer outcomes when mark prices align with the latest reference conditions. Liquidity providers manage inventory and spreads using frequent updates across changing sessions. Strategies adjust exposure for earnings windows, news events, and macro releases during overnight calendars. The result strengthens confidence across vaults, lending platforms, and structured products using programmatic rules. Protocols achieve more predictable performance when inputs remain aligned with primary markets across weekdays.

Which platforms plan to integrate these streams, and what benefits should users expect first?

Lighter plans deeper integration for equity perps using Chainlink as the official oracle solution. BitMEX supports equities perps and receives improved inputs during quiet periods across listed assets. ApeX and several venues, including HelloTrade, Decibel, Monaco, Opinion Labs, and Orderly Network, pursue integrations. Users should expect smoother perps execution, improved funding alignment, and steadier index tracking across sessions. Builders roll out vaults and structured funds where exposure rules rely on frequent updates. Lending platforms introduce equities collateral with thresholds calibrated for session specific volatility and liquidity. Prediction markets reference timely prices for events spanning regular hours and overnight windows. Risk dashboards for managers display fields required for compliance, alerts, and operational checks. With coverage across 40 blockchains, deployments remain consistent using the Chainlink Data Standard. Users experience fewer pricing surprises during weekdays while trading across multi session venues and instruments.

FEATURED

EVENTS

Days
Hr
Min
Sec
 

ICN TALKS EPISODES