Tokenized stock peg quality by market session — week to 2026-07-31

Name: Tokenized stock peg quality by market session — week to 2026-07-31
Creator: ochinimus
Published: 2026-07-31
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-07-31 · sample n=22198

The typical tokenized stock holds within 47 bps of its underlying while the US market is open, widening to 259 bps during premarket.

Detail

premarket: typical symbol median 71 bps, 95th pct 259 bps (11 symbols, 3630 ticks)
overnight: typical symbol median 68 bps, 95th pct 202 bps (11 symbols, 5291 ticks)
afterhours: typical symbol median 38 bps, 95th pct 161 bps (11 symbols, 2640 ticks)
weekend: typical symbol median 58 bps, 95th pct 121 bps (11 symbols, 6347 ticks)
open: typical symbol median 22 bps, 95th pct 47 bps (11 symbols, 4290 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: MSFTx (550 bps during afterhours).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-07-31-tokenized-stock-peg-by-session.json

Method note: figures are computed from a live database at publication time and never revised afterwards. If a later measurement disagrees, both stay published.