GAP is a term in technical analysis, which implies a price gap in the quotes flow on the chart between two candlesticks.
Visually, gaps are defined only on the charts of Japanese candlesticks or bars. So, in order to analyze them, it is better to use candlesticks. If we consider all markets (because price gaps occur not only in Forex), one of the main reasons for the of gap is a lack of liquidity. Another reason may be the beginning of a new trading session, during the period of no trading, something happened that affected the price very much.