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GET
/
intraday_calculation
/
gap-fill-by-fill-time
/
{market_type}
/
{ticker}
cURL
curl --request GET \
  --url 'https://api.edgeful.com/intraday_calculation/gap-fill-by-fill-time/<market_type>/<ticker>?start_date=<start_date>&end_date=<end_date>&start_time=<start_time>&end_time=<end_time>&timezone=<timezone>' \
  --header 'Authorization: Bearer <api-key>'
{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

Documentation Index

Fetch the complete documentation index at: https://edgeful.com/docs/llms.txt

Use this file to discover all available pages before exploring further.

Authorizations

​
Authorization
string
header
required

Bearer authentication header of the form Bearer <token>, where <token> is your auth token.

Path Parameters

​
ticker
string
required

ticker symbol. format varies by market_type: stocks use a plain symbol (e.g., SPY), forex uses a 6-character pair (e.g., EURUSD), crypto uses a contract pair (e.g., BTCUSD), futures uses the root symbol (e.g., ES).

Examples:

"SPY"

"EURUSD"

"BTCUSD"

"ES"

​
market_type
enum<string>
required

market venue for the ticker. one of: forex, futures, crypto, stock. determines supported symbols and whether session-based intraday aggregation is available.

Available options:
forex,
futures,
crypto,
stock
Examples:

"stock"

"forex"

Query Parameters

​
start_date
string
required

inclusive start date, YYYY-MM-DD, interpreted in the request timezone. sessions on or after this date are included in the calculation.

Example:

"2024-01-01"

​
end_date
string
required

inclusive end date, YYYY-MM-DD, interpreted in the request timezone. sessions on or before this date are included in the calculation.

Example:

"2024-12-31"

​
percentage
number
default:100

percentage of the gap that must close to count as filled (e.g., 50.0 for half, 100.0 for full fill back to prior close).

​
gap_fill_time
number
default:150

cutoff in minutes after start_time that splits gap fills into early-window vs. late-session buckets.

​
start_time
string
required

required intraday session start time, HH:MM:SS, interpreted in the request timezone. use the session preset that matches the market and trading session you want to analyze.

Examples:

"09:30:00"

"08:00:00"

​
end_time
string
required

required intraday session end time, HH:MM:SS, interpreted in the request timezone. use the session preset that matches the market and trading session you want to analyze.

Examples:

"16:00:00"

"17:00:00"

​
gap_size
enum<integer>
default:0

gap-size bucket to filter sessions; ANY includes all gap sizes.

Available options:
0,
1,
2,
3,
4,
5,
6
​
timeframe
string
default:15min

intraday candle granularity used for the calculation. accepted values: 1min, 5min, 15min, 30min, 1hour. route-specific defaults are shown in the default field.

​
timezone
string
required

required IANA timezone used to interpret the requested intraday session window and group sessions into calendar days.

Examples:

"America/New_York"

"Europe/London"

"Asia/Tokyo"

Response

Successful Response