Tokenized stock peg quality by market session — week to 2026-10-04

Name: Tokenized stock peg quality by market session — week to 2026-10-04
Creator: ochinimus
Published: 2026-10-04
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-10-04 · sample n=24192

The typical tokenized stock holds within 54 bps of its underlying while the US market is open, widening to 124 bps during premarket.

Detail

premarket: typical symbol median 58 bps, 95th pct 124 bps (12 symbols, 3960 ticks)
overnight: typical symbol median 47 bps, 95th pct 118 bps (12 symbols, 5760 ticks)
weekend: typical symbol median 32 bps, 95th pct 63 bps (12 symbols, 6912 ticks)
open: typical symbol median 30 bps, 95th pct 54 bps (12 symbols, 4680 ticks)
afterhours: typical symbol median 25 bps, 95th pct 51 bps (12 symbols, 2880 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: MSTRx (241 bps during weekend).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-10-04-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.