When we say that our API provides gapless raw trade market data, it means that we have all of the trades that occurred on a given currency pair market on a given exchange, going back to the inception of that market … with no gaps in trading data (i.e. no trades are missed or unaccounted).
This is important because when no trades are missing, you have accurate volume information for a given time interval. Having gapless raw trade data also means that quantitative traders and algorithmic investors have higher fidelity data points and can more thoroughly train machine learning models by having every trade available (giving them confidence that they have accurate historical representation). It also means that if you want to look back at a particular time in history and consider what was occurring on a particular cryptocurrency exchange market -- you'll be able to know exactly what was going on on a particular day and that data hasn't been removed, aggregated, or interpolated.