> ## 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. # gap fill by spike > Measures the maximum spike price makes against the gap direction (above today's open on gap-ups, below today's open on gap-downs) before each gap fills back through the prior close, using intraday bars. Returns average and max spike in percent and absolute price terms for gap up and gap down fills, plus a per-day detail table. Configurable via `gap_size` (gap-size bucket filter), `days_to_use` (weekday filter), `max_spike_threshold` (excludes days whose absolute spike meets or exceeds this percent; `0` includes all), and `percentage` (fill threshold; default 100 = full fill to prior close). ## OpenAPI ````yaml /openapi-public.json get /intraday_calculation/gap-fill-by-spike/{market_type}/{ticker} openapi: 3.1.0 info: title: Edgeful API description: >- Public API reference for Edgeful market analysis calculations. The bearer token is your Edgeful API key: paste the key itself in the docs playground. Report responses include row-level output in `detailed` only when your plan includes row-level detail. version: 1.0.0 servers: - url: https://api.edgeful.com description: Production security: - BearerAuth: [] tags: - name: reports - name: live data paths: /intraday_calculation/gap-fill-by-spike/{market_type}/{ticker}: get: tags: - reports summary: gap fill by spike description: >- Measures the maximum spike price makes against the gap direction (above today's open on gap-ups, below today's open on gap-downs) before each gap fills back through the prior close, using intraday bars. Returns average and max spike in percent and absolute price terms for gap up and gap down fills, plus a per-day detail table. Configurable via `gap_size` (gap-size bucket filter), `days_to_use` (weekday filter), `max_spike_threshold` (excludes days whose absolute spike meets or exceeds this percent; `0` includes all), and `percentage` (fill threshold; default 100 = full fill to prior close). operationId: >- gap_fill_by_spike_intraday_calculation_gap_fill_by_spike__market_type___ticker__get parameters: - name: ticker in: path required: true schema: type: string description: >- 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 title: Ticker description: >- 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). - name: market_type in: path required: true schema: $ref: '#/components/schemas/MarketTypeEnum' description: >- market venue for the ticker. one of: `forex`, `futures`, `crypto`, `stock`. determines supported symbols and whether session-based intraday aggregation is available. examples: - stock - forex description: >- market venue for the ticker. one of: `forex`, `futures`, `crypto`, `stock`. determines supported symbols and whether session-based intraday aggregation is available. - name: start_date in: query required: true schema: type: string description: >- inclusive start date, `YYYY-MM-DD`, interpreted in the request `timezone`. sessions on or after this date are included in the calculation. examples: - '2024-01-01' title: Start Date description: >- inclusive start date, `YYYY-MM-DD`, interpreted in the request `timezone`. sessions on or after this date are included in the calculation. - name: end_date in: query required: true schema: type: string description: >- inclusive end date, `YYYY-MM-DD`, interpreted in the request `timezone`. sessions on or before this date are included in the calculation. examples: - '2024-12-31' title: End Date description: >- inclusive end date, `YYYY-MM-DD`, interpreted in the request `timezone`. sessions on or before this date are included in the calculation. - name: start_time in: query required: true schema: type: string description: >- 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' title: Start Time description: >- 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. - name: end_time in: query required: true schema: type: string description: >- 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' title: End Time description: >- 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. - name: gap_size in: query required: false schema: $ref: '#/components/schemas/GapSize' description: gap-size bucket to filter sessions; `ANY` includes all gap sizes. default: 0 description: gap-size bucket to filter sessions; `ANY` includes all gap sizes. - name: days_to_use in: query required: false schema: type: array items: type: string description: >- optional list of weekdays (e.g., `Monday`, `Friday`) to include; all weekdays are used when omitted. title: Days To Use description: >- optional list of weekdays (e.g., `Monday`, `Friday`) to include; all weekdays are used when omitted. - name: max_spike_threshold in: query required: false schema: type: number description: >- excludes days whose adverse spike (in percent) meets or exceeds this value; `0` includes all days. default: 0 title: Max Spike Threshold description: >- excludes days whose adverse spike (in percent) meets or exceeds this value; `0` includes all days. - name: percentage in: query required: false schema: type: number description: >- percentage of the gap that must close before the spike measurement window ends (`100.0` measures spike up to a full fill). default: 100 title: Percentage description: >- percentage of the gap that must close before the spike measurement window ends (`100.0` measures spike up to a full fill). - name: timeframe in: query required: false schema: type: string description: >- intraday candle granularity used for the calculation. accepted values: `1min`, `5min`, `15min`, `30min`, `1hour`. route-specific defaults are shown in the `default` field. default: 15min title: Timeframe description: >- intraday candle granularity used for the calculation. accepted values: `1min`, `5min`, `15min`, `30min`, `1hour`. route-specific defaults are shown in the `default` field. - name: timezone in: query required: true schema: type: string description: >- required IANA timezone used to interpret the requested intraday session window and group sessions into calendar days. choose a value from the docs dropdown. examples: - America/New_York - Europe/London - Asia/Tokyo enum: - Africa/Abidjan - Africa/Accra - Africa/Addis_Ababa - Africa/Algiers - Africa/Asmara - Africa/Asmera - Africa/Bamako - Africa/Bangui - Africa/Banjul - Africa/Bissau - Africa/Blantyre - Africa/Brazzaville - Africa/Bujumbura - Africa/Cairo - Africa/Casablanca - Africa/Ceuta - Africa/Conakry - Africa/Dakar - Africa/Dar_es_Salaam - Africa/Djibouti - Africa/Douala - Africa/El_Aaiun - Africa/Freetown - Africa/Gaborone - Africa/Harare - Africa/Johannesburg - Africa/Juba - Africa/Kampala - Africa/Khartoum - Africa/Kigali - Africa/Kinshasa - Africa/Lagos - Africa/Libreville - Africa/Lome - Africa/Luanda - Africa/Lubumbashi - Africa/Lusaka - Africa/Malabo - Africa/Maputo - Africa/Maseru - Africa/Mbabane - Africa/Mogadishu - Africa/Monrovia - Africa/Nairobi - Africa/Ndjamena - Africa/Niamey - Africa/Nouakchott - Africa/Ouagadougou - Africa/Porto-Novo - Africa/Sao_Tome - Africa/Timbuktu - Africa/Tripoli - Africa/Tunis - Africa/Windhoek - America/Adak - America/Anchorage - America/Anguilla - America/Antigua - America/Araguaina - America/Argentina/Buenos_Aires - America/Argentina/Catamarca - America/Argentina/ComodRivadavia - America/Argentina/Cordoba - America/Argentina/Jujuy - America/Argentina/La_Rioja - America/Argentina/Mendoza - America/Argentina/Rio_Gallegos - America/Argentina/Salta - America/Argentina/San_Juan - America/Argentina/San_Luis - America/Argentina/Tucuman - America/Argentina/Ushuaia - America/Aruba - America/Asuncion - America/Atikokan - America/Atka - America/Bahia - America/Bahia_Banderas - America/Barbados - America/Belem - America/Belize - America/Blanc-Sablon - America/Boa_Vista - America/Bogota - America/Boise - America/Buenos_Aires - America/Cambridge_Bay - America/Campo_Grande - America/Cancun - America/Caracas - America/Catamarca - America/Cayenne - America/Cayman - America/Chicago - America/Chihuahua - America/Ciudad_Juarez - America/Coral_Harbour - America/Cordoba - America/Costa_Rica - America/Coyhaique - America/Creston - America/Cuiaba - America/Curacao - America/Danmarkshavn - America/Dawson - America/Dawson_Creek - America/Denver - America/Detroit - America/Dominica - America/Edmonton - America/Eirunepe - America/El_Salvador - America/Ensenada - America/Fort_Nelson - America/Fort_Wayne - America/Fortaleza - America/Glace_Bay - America/Godthab - America/Goose_Bay - America/Grand_Turk - America/Grenada - America/Guadeloupe - America/Guatemala - America/Guayaquil - America/Guyana - America/Halifax - America/Havana - America/Hermosillo - America/Indiana/Indianapolis - America/Indiana/Knox - America/Indiana/Marengo - America/Indiana/Petersburg - America/Indiana/Tell_City - America/Indiana/Vevay - America/Indiana/Vincennes - America/Indiana/Winamac - America/Indianapolis - America/Inuvik - America/Iqaluit - America/Jamaica - America/Jujuy - America/Juneau - America/Kentucky/Louisville - America/Kentucky/Monticello - America/Knox_IN - America/Kralendijk - America/La_Paz - America/Lima - America/Los_Angeles - America/Louisville - America/Lower_Princes - America/Maceio - America/Managua - America/Manaus - America/Marigot - America/Martinique - America/Matamoros - America/Mazatlan - America/Mendoza - America/Menominee - America/Merida - America/Metlakatla - America/Mexico_City - America/Miquelon - America/Moncton - America/Monterrey - America/Montevideo - America/Montreal - America/Montserrat - America/Nassau - America/New_York - America/Nipigon - America/Nome - America/Noronha - America/North_Dakota/Beulah - America/North_Dakota/Center - America/North_Dakota/New_Salem - America/Nuuk - America/Ojinaga - America/Panama - America/Pangnirtung - America/Paramaribo - America/Phoenix - America/Port-au-Prince - America/Port_of_Spain - America/Porto_Acre - America/Porto_Velho - America/Puerto_Rico - America/Punta_Arenas - America/Rainy_River - America/Rankin_Inlet - America/Recife - America/Regina - America/Resolute - America/Rio_Branco - America/Rosario - America/Santa_Isabel - America/Santarem - America/Santiago - America/Santo_Domingo - America/Sao_Paulo - America/Scoresbysund - America/Shiprock - America/Sitka - America/St_Barthelemy - America/St_Johns - America/St_Kitts - America/St_Lucia - America/St_Thomas - America/St_Vincent - America/Swift_Current - America/Tegucigalpa - America/Thule - America/Thunder_Bay - America/Tijuana - America/Toronto - America/Tortola - America/Vancouver - America/Virgin - America/Whitehorse - America/Winnipeg - America/Yakutat - America/Yellowknife - Antarctica/Casey - Antarctica/Davis - Antarctica/DumontDUrville - Antarctica/Macquarie - Antarctica/Mawson - Antarctica/McMurdo - Antarctica/Palmer - Antarctica/Rothera - Antarctica/South_Pole - Antarctica/Syowa - Antarctica/Troll - Antarctica/Vostok - Arctic/Longyearbyen - Asia/Aden - Asia/Almaty - Asia/Amman - Asia/Anadyr - Asia/Aqtau - Asia/Aqtobe - Asia/Ashgabat - Asia/Ashkhabad - Asia/Atyrau - Asia/Baghdad - Asia/Bahrain - Asia/Baku - Asia/Bangkok - Asia/Barnaul - Asia/Beirut - Asia/Bishkek - Asia/Brunei - Asia/Calcutta - Asia/Chita - Asia/Choibalsan - Asia/Chongqing - Asia/Chungking - Asia/Colombo - Asia/Dacca - Asia/Damascus - Asia/Dhaka - Asia/Dili - Asia/Dubai - Asia/Dushanbe - Asia/Famagusta - Asia/Gaza - Asia/Harbin - Asia/Hebron - Asia/Ho_Chi_Minh - Asia/Hong_Kong - Asia/Hovd - Asia/Irkutsk - Asia/Istanbul - Asia/Jakarta - Asia/Jayapura - Asia/Jerusalem - Asia/Kabul - Asia/Kamchatka - Asia/Karachi - Asia/Kashgar - Asia/Kathmandu - Asia/Katmandu - Asia/Khandyga - Asia/Kolkata - Asia/Krasnoyarsk - Asia/Kuala_Lumpur - Asia/Kuching - Asia/Kuwait - Asia/Macao - Asia/Macau - Asia/Magadan - Asia/Makassar - Asia/Manila - Asia/Muscat - Asia/Nicosia - Asia/Novokuznetsk - Asia/Novosibirsk - Asia/Omsk - Asia/Oral - Asia/Phnom_Penh - Asia/Pontianak - Asia/Pyongyang - Asia/Qatar - Asia/Qostanay - Asia/Qyzylorda - Asia/Rangoon - Asia/Riyadh - Asia/Saigon - Asia/Sakhalin - Asia/Samarkand - Asia/Seoul - Asia/Shanghai - Asia/Singapore - Asia/Srednekolymsk - Asia/Taipei - Asia/Tashkent - Asia/Tbilisi - Asia/Tehran - Asia/Tel_Aviv - Asia/Thimbu - Asia/Thimphu - Asia/Tokyo - Asia/Tomsk - Asia/Ujung_Pandang - Asia/Ulaanbaatar - Asia/Ulan_Bator - Asia/Urumqi - Asia/Ust-Nera - Asia/Vientiane - Asia/Vladivostok - Asia/Yakutsk - Asia/Yangon - Asia/Yekaterinburg - Asia/Yerevan - Atlantic/Azores - Atlantic/Bermuda - Atlantic/Canary - Atlantic/Cape_Verde - Atlantic/Faeroe - Atlantic/Faroe - Atlantic/Jan_Mayen - Atlantic/Madeira - Atlantic/Reykjavik - Atlantic/South_Georgia - Atlantic/St_Helena - Atlantic/Stanley - Australia/ACT - Australia/Adelaide - Australia/Brisbane - Australia/Broken_Hill - Australia/Canberra - Australia/Currie - Australia/Darwin - Australia/Eucla - Australia/Hobart - Australia/LHI - Australia/Lindeman - Australia/Lord_Howe - Australia/Melbourne - Australia/NSW - Australia/North - Australia/Perth - Australia/Queensland - Australia/South - Australia/Sydney - Australia/Tasmania - Australia/Victoria - Australia/West - Australia/Yancowinna - Brazil/Acre - Brazil/DeNoronha - Brazil/East - Brazil/West - CET - CST6CDT - Canada/Atlantic - Canada/Central - Canada/Eastern - Canada/Mountain - Canada/Newfoundland - Canada/Pacific - Canada/Saskatchewan - Canada/Yukon - Chile/Continental - Chile/EasterIsland - Cuba - EET - EST - EST5EDT - Egypt - Eire - Etc/GMT - Etc/GMT+0 - Etc/GMT+1 - Etc/GMT+10 - Etc/GMT+11 - Etc/GMT+12 - Etc/GMT+2 - Etc/GMT+3 - Etc/GMT+4 - Etc/GMT+5 - Etc/GMT+6 - Etc/GMT+7 - Etc/GMT+8 - Etc/GMT+9 - Etc/GMT-0 - Etc/GMT-1 - Etc/GMT-10 - Etc/GMT-11 - Etc/GMT-12 - Etc/GMT-13 - Etc/GMT-14 - Etc/GMT-2 - Etc/GMT-3 - Etc/GMT-4 - Etc/GMT-5 - Etc/GMT-6 - Etc/GMT-7 - Etc/GMT-8 - Etc/GMT-9 - Etc/GMT0 - Etc/Greenwich - Etc/UCT - Etc/UTC - Etc/Universal - Etc/Zulu - Europe/Amsterdam - Europe/Andorra - Europe/Astrakhan - Europe/Athens - Europe/Belfast - Europe/Belgrade - Europe/Berlin - Europe/Bratislava - Europe/Brussels - Europe/Bucharest - Europe/Budapest - Europe/Busingen - Europe/Chisinau - Europe/Copenhagen - Europe/Dublin - Europe/Gibraltar - Europe/Guernsey - Europe/Helsinki - Europe/Isle_of_Man - Europe/Istanbul - Europe/Jersey - Europe/Kaliningrad - Europe/Kiev - Europe/Kirov - Europe/Kyiv - Europe/Lisbon - Europe/Ljubljana - Europe/London - Europe/Luxembourg - Europe/Madrid - Europe/Malta - Europe/Mariehamn - Europe/Minsk - Europe/Monaco - Europe/Moscow - Europe/Nicosia - Europe/Oslo - Europe/Paris - Europe/Podgorica - Europe/Prague - Europe/Riga - Europe/Rome - Europe/Samara - Europe/San_Marino - Europe/Sarajevo - Europe/Saratov - Europe/Simferopol - Europe/Skopje - Europe/Sofia - Europe/Stockholm - Europe/Tallinn - Europe/Tirane - Europe/Tiraspol - Europe/Ulyanovsk - Europe/Uzhgorod - Europe/Vaduz - Europe/Vatican - Europe/Vienna - Europe/Vilnius - Europe/Volgograd - Europe/Warsaw - Europe/Zagreb - Europe/Zaporozhye - Europe/Zurich - Factory - GB - GB-Eire - GMT - GMT+0 - GMT-0 - GMT0 - Greenwich - HST - Hongkong - Iceland - Indian/Antananarivo - Indian/Chagos - Indian/Christmas - Indian/Cocos - Indian/Comoro - Indian/Kerguelen - Indian/Mahe - Indian/Maldives - Indian/Mauritius - Indian/Mayotte - Indian/Reunion - Iran - Israel - Jamaica - Japan - Kwajalein - Libya - MET - MST - MST7MDT - Mexico/BajaNorte - Mexico/BajaSur - Mexico/General - NZ - NZ-CHAT - Navajo - PRC - PST8PDT - Pacific/Apia - Pacific/Auckland - Pacific/Bougainville - Pacific/Chatham - Pacific/Chuuk - Pacific/Easter - Pacific/Efate - Pacific/Enderbury - Pacific/Fakaofo - Pacific/Fiji - Pacific/Funafuti - Pacific/Galapagos - Pacific/Gambier - Pacific/Guadalcanal - Pacific/Guam - Pacific/Honolulu - Pacific/Johnston - Pacific/Kanton - Pacific/Kiritimati - Pacific/Kosrae - Pacific/Kwajalein - Pacific/Majuro - Pacific/Marquesas - Pacific/Midway - Pacific/Nauru - Pacific/Niue - Pacific/Norfolk - Pacific/Noumea - Pacific/Pago_Pago - Pacific/Palau - Pacific/Pitcairn - Pacific/Pohnpei - Pacific/Ponape - Pacific/Port_Moresby - Pacific/Rarotonga - Pacific/Saipan - Pacific/Samoa - Pacific/Tahiti - Pacific/Tarawa - Pacific/Tongatapu - Pacific/Truk - Pacific/Wake - Pacific/Wallis - Pacific/Yap - Poland - Portugal - ROC - ROK - Singapore - Turkey - UCT - US/Alaska - US/Aleutian - US/Arizona - US/Central - US/East-Indiana - US/Eastern - US/Hawaii - US/Indiana-Starke - US/Michigan - US/Mountain - US/Pacific - US/Samoa - UTC - Universal - W-SU - WET - Zulu title: Timezone description: >- required IANA timezone used to interpret the requested intraday session window and group sessions into calendar days. choose a value from the docs dropdown. responses: '200': description: Successful Response content: application/json: schema: {} '422': description: Validation Error content: application/json: schema: $ref: '#/components/schemas/HTTPValidationError' security: - BearerAuth: [] x-codeSamples: - lang: curl label: cURL source: |- curl --request GET \ --url 'https://api.edgeful.com/intraday_calculation/gap-fill-by-spike//?start_date=&end_date=&start_time=&end_time=&timezone=' \ --header 'Authorization: Bearer ' - lang: python label: Python source: >- import requests url = "https://api.edgeful.com/intraday_calculation/gap-fill-by-spike//?start_date=&end_date=&start_time=&end_time=&timezone=" headers = {"Authorization": "Bearer "} response = requests.get(url, headers=headers) print(response.json()) - lang: javascript label: JavaScript source: >- const url = "https://api.edgeful.com/intraday_calculation/gap-fill-by-spike//?start_date=&end_date=&start_time=&end_time=&timezone="; const options = { method: "GET", headers: { Authorization: "Bearer " }, }; const response = await fetch(url, options); const data = await response.json(); console.log(data); - lang: php label: PHP source: >- /?start_date=&end_date=&start_time=&end_time=&timezone="); curl_setopt($ch, CURLOPT_CUSTOMREQUEST, "GET"); curl_setopt($ch, CURLOPT_HTTPHEADER, ["Authorization: Bearer "]); curl_setopt($ch, CURLOPT_RETURNTRANSFER, true); $response = curl_exec($ch); curl_close($ch); echo $response; - lang: go label: Go source: |- package main import ( "fmt" "io" "net/http" ) func main() { req, _ := http.NewRequest("GET", "https://api.edgeful.com/intraday_calculation/gap-fill-by-spike//?start_date=&end_date=&start_time=&end_time=&timezone=", nil) req.Header.Set("Authorization", "Bearer ") resp, _ := http.DefaultClient.Do(req) defer resp.Body.Close() body, _ := io.ReadAll(resp.Body) fmt.Println(string(body)) } - lang: java label: Java source: >- import java.net.URI; import java.net.http.HttpClient; import java.net.http.HttpRequest; import java.net.http.HttpResponse; HttpClient client = HttpClient.newHttpClient(); HttpRequest request = HttpRequest.newBuilder() .uri(URI.create("https://api.edgeful.com/intraday_calculation/gap-fill-by-spike//?start_date=&end_date=&start_time=&end_time=&timezone=")) .header("Authorization", "Bearer ") .method("GET", HttpRequest.BodyPublishers.noBody()) .build(); HttpResponse response = client.send(request, HttpResponse.BodyHandlers.ofString()); System.out.println(response.body()); - lang: ruby label: Ruby source: >- require "net/http" require "uri" uri = URI("https://api.edgeful.com/intraday_calculation/gap-fill-by-spike//?start_date=&end_date=&start_time=&end_time=&timezone=") request = Net::HTTP::Get.new(uri) request["Authorization"] = "Bearer " response = Net::HTTP.start(uri.hostname, uri.port, use_ssl: uri.scheme == "https") do |http| http.request(request) end puts response.body components: schemas: MarketTypeEnum: type: string enum: - forex - futures - crypto - stock title: MarketTypeEnum GapSize: type: integer enum: - 0 - 1 - 2 - 3 - 4 - 5 - 6 title: GapSize HTTPValidationError: properties: detail: items: $ref: '#/components/schemas/ValidationError' type: array title: Detail type: object title: HTTPValidationError ValidationError: properties: loc: items: anyOf: - type: string - type: integer type: array title: Location msg: type: string title: Message type: type: string title: Error Type input: title: Input ctx: type: object title: Context type: object required: - loc - msg - type title: ValidationError securitySchemes: BearerAuth: type: http scheme: bearer bearerFormat: API Key description: >- Use your Edgeful API key as the bearer token. In the API Reference authorization drawer, paste only the key (for example, `ef_live_`). ````