Tokenized stock peg quality by market session — week to 2026-08-31

Name: Tokenized stock peg quality by market session — week to 2026-08-31
Creator: ochinimus
Published: 2026-08-31
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-08-31 · sample n=23060

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)
weekend: typical symbol median 60 bps, 95th pct 87 bps (12 symbols, 6912 ticks)
overnight: typical symbol median 31 bps, 95th pct 75 bps (12 symbols, 5396 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 (378 bps during weekend); MSTRx (329 bps during overnight).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-08-31-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.