Tokenized stock peg quality by market session — week to 2026-09-03

Name: Tokenized stock peg quality by market session — week to 2026-09-03
Creator: ochinimus
Published: 2026-09-03
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-09-03 · sample n=23960

The typical tokenized stock holds within 51 bps of its underlying while the US market is open, widening to 125 bps during premarket.

Detail

premarket: typical symbol median 42 bps, 95th pct 125 bps (12 symbols, 3894 ticks)
weekend: typical symbol median 60 bps, 95th pct 87 bps (12 symbols, 6912 ticks)
overnight: typical symbol median 30 bps, 95th pct 79 bps (12 symbols, 5720 ticks)
afterhours: typical symbol median 28 bps, 95th pct 67 bps (12 symbols, 2832 ticks)
open: typical symbol median 26 bps, 95th pct 51 bps (12 symbols, 4602 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).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-09-03-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.