Fair value gap open dataset
One file a month of the gaps the scanner detected, published after the month ends. Derived gaps only: no candles.
Files
| Month | Gaps (n) | Markets | Dates covered | Timeframes | Download |
|---|---|---|---|---|---|
| 2026-10 (partial) | 799 | 2 of 29 | EURUSD 2026-10-12 to 2026-10-30; GBPUSD 2026-10-12 to 2026-10-31 | 15m, 1h, 4h, 1D, 1W | CSV · JSON |
A month marked partial was only stored for the markets and dates in its row: the stored history began on those dates, so the file is a count of what was found, not of everything that formed. Files are not changed after publication; a correction goes in the corrections log.
Data dictionary
| Column | Meaning |
|---|---|
| id | Stable id: INSTRUMENT-timeframe-open time (unix seconds) of the first of the three candles. |
| instrument | Six-letter pair or XAUUSD. |
| timeframe | Candle size the gap was found on: 15m, 1h, 4h, 1D or 1W (5m files are left out until the stored window for them is complete). |
| direction | bullish (low of candle 3 above high of candle 1) or bearish (high of candle 3 below low of candle 1). Wicks only, strict comparison, no minimum size. |
| top | Upper edge of the gap, in price. |
| bottom | Lower edge of the gap, in price. |
| size_pips | top minus bottom in pips (0.0001; 0.01 for JPY pairs; 0.10 for XAUUSD), one decimal. |
| session | Session in which candle 3 closed (UTC): Asia, London, New York, London/New York overlap. |
| displacement | Body of candle 2 over the average range of the previous 14 candles; empty when that range is 0. |
| formed_at | Close time of candle 3 (when the gap exists), ISO 8601 UTC. |
| state_at_month_end | open (untouched), touched (price traded into it) or filled (price traded through the far edge), as of the last second of the month. |
| touched_at | Close time of the first later candle that traded into the gap, only if on or before the month end. |
| filled_at | Close time of the first later candle that traded through the far edge, only if on or before the month end. |
Licence and how to cite
Licensed under CC BY 4.0: reuse freely, including commercially, with credit. The licence covers our derived data only. Full statement · CITATION.cff.
Michael H. (2026). Fair value gaps detected on forex pairs and gold, monthly, 2026-10. fairvaluegaps.com/data/. CC BY 4.0.
Source: Dukascopy public data feed, 5-minute candles, delayed about an hour. Counts and times of what price did to gaps; not advice.