Overview

Cross-ticker search across the same daily gap-stats dataset as Gap Stats, with numeric range filters layered on top. Ticker is optional here — omit it to sweep the market for a particular gap-shape, or supply one to subset to a single name.

Returns the same row shape as /v1/gap-stats. Ordered by date descending.

When to use

• Scanning the market for gappers that closed above VWAP within a date window.
• Filtering for gap-ups on names above a market-cap floor (e.g. only mid-caps).
• Building "high-conviction gap" backtests where you want a minimum dollar-volume and premarket-volume profile.

Key parameters

• ticker (optional) — single symbol; omit to search across all tickers.
• date_from / date_to — inclusive date range (YYYY-MM-DD).
• closed_over_vwap — boolean; restrict to gappers that closed above their VWAP.
• Range filters (each accepts min_<field> and max_<field>):
  • gap_percentage — may be negative (gap-downs).
  • premarket_volume, premarket_dollar_volume — pre-market activity floor/ceiling.
  • volume, dollar_volume — regular-session activity.
  • market_cap — keep the universe inside a size band.
• Range pairs are validated server-side: min_X must be <= max_X or you'll get a 422.

Response highlights

Same shape as Gap Stats. The same market_open, market_close, gap_percentage, intraday_high/low (with timestamps), vwap, premarket_high, premarket_volume, volume, dollar_volume, market_cap, form_types, tags.

Notes

• Same "Day-1 gaps only" rule as /v1/gap-stats: multi-day-run gappers are excluded so you're always looking at clean catalyst events.