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GET
/
report_calculation
/
gap-fill-by-size
/
{market_type}
/
{ticker}
cURL
curl --request GET \
  --url 'https://api.edgeful.com/report_calculation/gap-fill-by-size/<market_type>/<ticker>?start_date=<start_date>&end_date=<end_date>' \
  --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"

​
start_time
string

optional session start time, HH:MM:SS, interpreted in the request timezone. omit together with end_time to use daily OHLC data. provide together with end_time to aggregate intraday bars into a custom session (forex, futures, and crypto only; ignored for stocks).

​
end_time
string

optional session end time, HH:MM:SS, interpreted in the request timezone. omit together with start_time to use daily OHLC data. provide together with start_time to aggregate intraday bars into a custom session (forex, futures, and crypto only; ignored for stocks).

​
percentage
number
default:100

fill threshold as a percentage of the gap. 100 requires the full gap to be retraced back to the prior close; lower values count partial fills.

​
measurement
string
default:percent

bucketing mode for gap size. one of: percent (gap measured as a percentage of prior close) or dollar (gap measured in absolute price).

​
custom_percent_start
number

inclusive lower bound of a custom percent-size bucket. used with custom_percent_end when measurement is percent to isolate gaps within a specific size range.

​
custom_percent_end
number

inclusive upper bound of the custom percent-size bucket. pair with custom_percent_start.

​
custom_dollar_start
number

inclusive lower bound of a custom dollar-size bucket. used with custom_dollar_end when measurement is dollar to isolate gaps within a specific absolute-price range.

​
custom_dollar_end
number

inclusive upper bound of the custom dollar-size bucket. pair with custom_dollar_start.

​
timezone
string
default:America/New_York

IANA timezone used to interpret all date and time parameters and to group sessions into calendar days. defaults to America/New_York.

Response

Successful Response