Tokenized stock peg quality by market session — week to 2026-09-15

Name: Tokenized stock peg quality by market session — week to 2026-09-15
Creator: ochinimus
Published: 2026-09-15
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-09-15 · sample n=24216

The typical tokenized stock holds within 45 bps of its underlying while the US market is open, widening to 174 bps during premarket.

Detail

premarket: typical symbol median 54 bps, 95th pct 174 bps (12 symbols, 3960 ticks)
weekend: typical symbol median 39 bps, 95th pct 118 bps (12 symbols, 6912 ticks)
overnight: typical symbol median 31 bps, 95th pct 104 bps (12 symbols, 5784 ticks)
afterhours: typical symbol median 26 bps, 95th pct 71 bps (12 symbols, 2880 ticks)
open: typical symbol median 20 bps, 95th pct 45 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: METAx (522 bps during premarket); CRCLx (449 bps during overnight).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-09-15-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.