measures the maximum adverse spike against the gap direction before each gap fills back through the prior close, using intraday bars. returns average and max spike in percent and dollar terms for gap up and gap down fills, plus a per-day detail table. configurable via gap_size (gap-size bucket), days_to_use (weekday filter), max_spike_threshold (exclude days exceeding this spike), and percentage (fill threshold; default 100 = full fill).
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Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
forex, futures, crypto, stock 0, 1, 2, 3, 4, 5, 6 List of days to use in the calculation (e.g., ['Monday', 'Friday'])
Exclude days with spike >= this percentage. 0 means include all days.
Percentage of the gap that must fill before measuring spike.
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