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.
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/).
it's not free, but works well..