How gaps are measured
- Gap %: the latest open against the previous close.
- Open→close %: how the stock did after the open. Positive after a gap up means buyers kept pushing (“gap and go”); negative means the gap faded.
- Gap filled: the price traded back to the previous close during the day.
Gaps usually come from news outside market hours: earnings, guidance, mergers or macro events. Large gaps on heavy volume (Volume ×) tend to be the most significant.
Frequently asked questions
Does it include pre-market gaps?
No. It uses the official open of the regular session, so it fills in once the market opens at 9:30 a.m. New York time.
Why do I need an Alpaca key?
US stock prices are licensed data, so they can’t be handed out for free by a website. Alpaca gives anyone a free market-data key that allows 200 requests a minute and returns many stocks per request, which is enough to scan the whole list. Your key is saved only in your browser and is sent only to Alpaca. See how to get a free Alpaca key.
Which stocks does it scan?
About 600 US stocks and ETFs: roughly the S&P 500, popular growth and momentum names, and around 75 of the most traded ETFs. The largest 135 load first; the rest follow automatically a few seconds later.
Is the data real-time?
Alpaca’s free data is 15 minutes behind the market. Daily figures update through the trading day, and the latest candle is the current (unfinished) day while the market is open.