Tokenized stock peg quality by market session — week to 2026-09-02

Name: Tokenized stock peg quality by market session — week to 2026-09-02
Creator: ochinimus
Published: 2026-09-02
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-09-02 · sample n=23672

The typical tokenized stock holds within 52 bps of its underlying while the US market is open, widening to 140 bps during premarket.

Detail

premarket: typical symbol median 40 bps, 95th pct 140 bps (12 symbols, 3828 ticks)
weekend: typical symbol median 60 bps, 95th pct 87 bps (12 symbols, 6912 ticks)
afterhours: typical symbol median 23 bps, 95th pct 79 bps (12 symbols, 2784 ticks)
overnight: typical symbol median 31 bps, 95th pct 78 bps (12 symbols, 5624 ticks)
open: typical symbol median 23 bps, 95th pct 52 bps (12 symbols, 4524 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: MSTRx (378 bps during weekend).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-09-02-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.