ERx Gaps

Returns earnings reaction gap data, which tracks significant price gaps following earnings announcements

pageinteger

Page offset. For optimization, performance and technical reasons, page offsets are limited from 0 - 100000. Limit the query results by other parameters such as date. Default is 0

pageSizeinteger

Number of results returned. Limit 1000

parameters[date]string date

Date to query for calendar data. Shorthand for date_from and date_to if they are the same. Defaults for latest

parameters[date_from]string date

Start date in YYYY-MM-DD format

parameters[date_to]string date

End date in YYYY-MM-DD format

updatedinteger

Records last Updated Unix timestamp (UTC). This will force the sort order to be Greater Than or Equal to the timestamp indicated

Response

ERx Gaps

dayinteger

day1_validboolean

earnings_surprisenumber

ema_statusstring

ema_status_updatedstring

fibonacci_statusstring

fibonacci_status_updatedstring

first_13min_closenumber

gap_datestring

gap_day_highnumber

gap_day_lownumber

gap_percentagenumber

hvc_pricenumber

hvc_undercutnumber

idstring

monster_gapboolean

monster_power_earning_gapboolean

next_ms_datestring

next_ms_dayinteger

oel_gapboolean

opennumber

power_earning_gapboolean

previous_closenumber

pricenumber

statusboolean

symbolstring

triggered_datestring

updatedinteger

volumeinteger

volume_50dinteger

Example response

{
  "closing_range_alerts": [
    {
      "alert_date": "2024-01-09",
      "alert_type": "Upper Third Close",
      "closing_id": 4001,
      "closing_range_percentage": 85.5,
      "day_high": 157.5,
      "day_low": 153.25,
      "description": "Stock closed in the upper third of the day's range",
      "gap_id": 500,
      "symbol": "AAPL",
      "title": "Upper Third Close"
    }
  ],
  "day": 5,
  "day1_valid": true,
  "earnings_surprise": 0.15,
  "ema_crossovers": [
    {
      "crossover_date": "2024-01-12",
      "crossover_id": 6001,
      "crossover_price": 154.75,
      "crossover_type": "EMA21",
      "days_from_gap": "3",
      "description": "Price crossed above EMA21",
      "gap_id": 500,
      "title": "EMA21 Crossover"
    }
  ],
  "ema_status": "Above EMA21",
  "ema_status_updated": "2024-01-09T10:30:00Z",
  "fibonacci_alerts": [
    {
      "alert_date": "2024-01-09",
      "alert_type": "Fibonacci Retracement",
      "description": "Price reached 50% Fibonacci retracement level",
      "fib_id": 2001,
      "fibonacci_level": "50%",
      "gap_id": 500,
      "level_price": 153.5,
      "open": 154.5,
      "prev_close": 150.25,
      "symbol": "AAPL",
      "title": "50% Fibonacci Retracement"
    }
  ],
  "fibonacci_status": "Above 50%",
  "fibonacci_status_updated": "2024-01-09T10:30:00Z",
  "first_13min_close": 155.75,
  "gap_date": "2024-01-09",
  "gap_day_high": 157.5,
  "gap_day_low": 153.25,
  "gap_percentage": 3.75,
  "hvc_price": 156,
  "hvc_undercut": 155.5,
  "id": "64a1b2c3d4e5f6789012345",
  "market_session_alerts": [
    {
      "description": "Price broke above first 15-minute high",
      "first_5min_close": 155.25,
      "first_5min_high": 155.5,
      "first_15min_close": 155.75,
      "first_15min_high": 156,
      "gap_id": 500,
      "session_date": "2024-01-09",
      "session_high": 157.5,
      "session_id": 5001,
      "session_type": "Regular",
      "session_volume": 12500000,
      "symbol": "AAPL",
      "title": "First 15 Min Breakout"
    }
  ],
  "milestone_measurements": [
    {
      "above_hvc_pct": 1.6,
      "above_milestone_avg_pct": 0.79,
      "alert_type": "Milestone Day 10",
      "close_price": 158.5,
      "description": "Stock held above HVC on Day 10",
      "gap_id": 500,
      "milestone_avg": 157.25,
      "milestone_date": "2024-01-19",
      "milestone_day": 10,
      "milestone_id": 7001,
      "price_type": "Close",
      "title": "Day 10 Milestone"
    }
  ],
  "monster_gap": true,
  "next_ms_date": "2024-01-19",
  "next_ms_day": 10,
  "oel_gap": true,
  "open": 154.5,
  "power_earning_gap": true,
  "previous_close": 150.25,
  "price": 156.25,
  "price_alerts": [
    {
      "description": "Price moved above High Volume Close level",
      "direction": "Above",
      "gap_id": 500,
      "level_name": "HVC",
      "level_price": 156,
      "price": 156.25,
      "price_alert_id": 3001,
      "title": "Price Above HVC"
    }
  ],
  "status": true,
  "symbol": "AAPL",
  "triggered_date": "2024-01-09",
  "updated": 1704758400,
  "volume": 12500000,
  "volume_50d": 8500000,
  "volume_alerts": [
    {
      "alert_date": "2024-01-09",
      "alert_id": 1001,
      "alert_type": "High Volume",
      "average_volume_50d": 8500000,
      "description": "Volume exceeded 1.5x the 50-day average",
      "gap_id": 500,
      "symbol": "AAPL",
      "title": "Volume Spike Alert",
      "volume": 15000000,
      "volume_ratio": 1.76
    }
  ]
}

v1

ERx Gaps

Query parameters

Response

Example response