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.
Which markets can it scan?
Four, picked with the Market buttons above the table. Crypto (the default) scans the 250 busiest USDT pairs on Binance. Crypto perps scans the 200 busiest USDT perpetual futures on OKX. Both are free public data and need no key. US stocks scans about 600 US stocks and ETFs with your own free Alpaca key, and CME futures scans about 25 front-month CME Group contracts (stock indexes, Treasuries, oil, gas, metals, grains, livestock, currencies and CME bitcoin) with your own free Massive key.
Do crypto markets have gaps?
Hardly ever: crypto trades around the clock, so each day opens where the last one closed. In Crypto and Crypto perps mode the screener shows the biggest moves from the 00:00 UTC daily open instead: coins up or down 5% or 10% since the open, moves that faded back below the open, and drops that were bought back above it. CME futures do gap, because they pause trading every day and over the weekend.
Why do stocks and futures need a key?
Stock and futures prices are licensed data, so a website can’t hand them out for free. Alpaca (for stocks) and Massive (for futures) give anyone a free data key. Your key is saved only in your browser and sent only to that provider. See how to get a free Alpaca key and how to get a free Massive key for futures.
Which stocks does it scan with an Alpaca key?
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?
Crypto and crypto perps are live from Binance and OKX, on daily candles that start at 00:00 UTC (today’s candle is still forming). Alpaca’s free stock data is 15 minutes behind the market, and Massive’s free futures plan is 8 hours delayed. Turn on auto-refresh next to the results to update the table in place every 30 seconds, minute or 5 minutes.