Tokenized stock peg quality by market session — week to 2026-08-29

Name: Tokenized stock peg quality by market session — week to 2026-08-29
Creator: ochinimus
Published: 2026-08-29
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-08-29 · sample n=22484

The typical tokenized stock holds within 52 bps of its underlying while the US market is open, widening to 109 bps during premarket.

Detail

premarket: typical symbol median 46 bps, 95th pct 109 bps (12 symbols, 3696 ticks)
overnight: typical symbol median 36 bps, 95th pct 75 bps (12 symbols, 5360 ticks)
weekend: typical symbol median 37 bps, 95th pct 72 bps (12 symbols, 6372 ticks)
afterhours: typical symbol median 25 bps, 95th pct 70 bps (12 symbols, 2688 ticks)
open: typical symbol median 21 bps, 95th pct 52 bps (12 symbols, 4368 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: MSTRx (392 bps during premarket); MSTRx (329 bps during overnight); COINx (310 bps during weekend).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-08-29-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.