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Finding Pre-Market and After-Hours Market Data APIs

Article Quant Q&A · Author: BryanK
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Summary

The document asks where to obtain detailed pre-market and after-hours quotes for stocks and exchange-traded funds. It contrasts the desired API access with limited real-time after-hours fields and the possibility of scraping financial websites. The replies point to commercial market-data services as an option and caution that the data is not generally free. One answer also reports that repeated crawling of a Nasdaq page may lead to connections being closed.

The evidence is limited to brief recommendations and user reports; there is no API comparison, coverage specification, example request, or assessment of quote quality and delay. The service mentioned is presented as a practical lead rather than an independently evaluated recommendation. Anyone selecting a provider would need to confirm current extended-hours coverage, exchange entitlements, update frequency, historical access, and pricing for the intended securities.

Key ideas

  • Detailed extended-hours quotes may require a paid market-data provider.
  • Scraping an exchange website can be unreliable and may trigger connection limits.
  • The replies offer a provider lead but do not compare services or document API capabilities.
  • Coverage, permissions, latency, history, and cost need to be checked with a provider.

Tags

EquitiesExecutionMarket microstructure
Full text
# API for after and pre market data


# API for after and pre market data












Is there an API or APIs similar to the Yahoo! or Quandl APIs, that give the same access to pre and after market data? I know I can scrape the Nasdaq or Yahoo! Finance sites to get a pre/after market price and the yahoo api has a tag for "After Hours Change (Real-time)", but I am hoping for a API with more detail. Note : I am mainly interested in securities such as stocks and ETFs but open to other pre/after market data sources.

## Answer by Panos Angelopoulos (score 3, accepted)

https://quant.stackexchange.com/a/31035

All this data is not provided free. Also if you try to crawl all this data from NASDAQ website the NASDAQ's web server will automate close the connection after 4~5 connections.

Xignite API is the answer to your problem but i also suggest to read this article (http://www.quantatrisk.com/2015/05/07/hacking-google-finance-in-pre-market-trading-python/).

## Answer by Peter Drier (score 1)

https://quant.stackexchange.com/a/16209

it's not free, but works well..

http://www.xignite.com/product/XigniteSuperQuotes/api/GetQuote/

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.