The most common and most likely answer to this crossword clue is the 10 letter word SKYSCRAPER
I've seen this crossword clue in Financial Times
S
K
Y
S
C
R
A
P
E
R
More clues leading to the result SKYSCRAPER
- Junk entering island by river — Hong Kong feature?
- New York speciality to grate into curd cheese
- Tight spot right beside broadcaster’s building
- Battle of Britain? Let me think
- Broadcaster’s bound to cover rare gherkin, say
- Great structure broadcaster’s right to include in romp
- Tool for removing ice on broadcaster’s building
- Cissy regularly finds space again outside revolving tower
- Tall building editor evacuated after dogfight?
- In Scottish island get rid of right modern building?
Buddy explains!

The straight part
We know that "gherkin, say" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case gherkin, say = skyscraper.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does SKYSCRAPER mean?
SKYSCRAPER noun- A very tall building with a large number of floors.
- A small sail atop a mast of a ship; a triangular skysail.
- Anything very tall or high.