Yes that is what pyro is, it is cable which is made by placing copper rods inside a circular copper tube and filling the intervening spaces with dry magnesium oxide powder, which acts as an insulator. Pyro is a fire resistant cable, it can also be covered with a plastic sheath which also provides additional corrosion protection for the copper sheath.
Click here for a picture of what the inside of pyro looks like
Click here for a picture of what the inside of pyro looks like