Forex Weekend Gap Analyzer

I need a reproducible study that tells me, for every true weekend gap, how many pips price first moves against that gap before it eventually closes. The study has to run on the hourly timeframe and cover roughly 18 currency pairs—in other words, a universe wider than just EUR/USD, GBP/USD or USD/JPY.

At the moment I don’t have any tick or candle source to work with, so part of the job is to propose and hook up a reliable data feed that includes historical weekend prices and enough depth to calculate gaps back-testing style. Free solutions are welcome if they are stable; paid APIs are fine too as long as the cost is clear up-front.

Once the data is flowing I want clean, well-commented code—Python with pandas or an equivalent stack is my first choice, but I’m open to whatever language you feel produces the most transparent results. The output I expect for each pair is:
• size of the weekend gap (in pips)
• maximum adverse movement measured in pips before the gap is filled
• a timestamp so I can trace any individual event

Please package the findings in a CSV and include a quick visual summary (a scatter or histogram is enough) so the conclusions are obvious at a glance. A short README that explains how to rerun the study on fresh data will close the loop.