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.