counts how often each session’s gap from the prior close fills before versus after a configurable cutoff minute into the session, using intraday bars. returns trim-window and full-session fill counts and percentages for gap up and gap down, plus a per-day detail table. configurable via gap_fill_time (cutoff minutes after start_time), percentage (fill threshold; default 100 = full fill back to prior close), and gap_size (gap-size bucket).
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Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
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