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

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

Published 2026-09-09 · sample n=24192

The typical tokenized stock holds within 69 bps of its underlying while the US market is open, widening to 93 bps during overnight.

Detail

overnight: typical symbol median 47 bps, 95th pct 93 bps (12 symbols, 5760 ticks)
premarket: typical symbol median 38 bps, 95th pct 91 bps (12 symbols, 3960 ticks)
weekend: typical symbol median 65 bps, 95th pct 87 bps (12 symbols, 6912 ticks)
afterhours: typical symbol median 33 bps, 95th pct 71 bps (12 symbols, 2880 ticks)
open: typical symbol median 27 bps, 95th pct 69 bps (12 symbols, 4680 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: MSTRx (340 bps during premarket); CRCLx (342 bps during weekend).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-09-09-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.