Premarket & After-Hours Stock Prices: Gaps Before the Open

The regular session is only half the trading day. Earnings land after the close and news lands before the open, so by 09:30 the move has already happened.

This reads the extended sessions: what a stock is trading at before the bell, how far it has gapped from the previous close, how much volume is behind that gap, and the high and low of the session with the time each printed. No key, no login, no proxy.

What you get

Field	Meaning
symbol, companyName, sector, industry, marketCap	The stock
session	premarket or after_hours
sessionDate, isLiveSession, marketStatus	Which session this is, and whether it is running right now
lastPrice, change, percentChange, previousClose	The gap
direction, changeSource	Which way it moved, and where the change came from
sessionVolume	Volume behind the move, the number that separates a real gap from a thin one
sessionHigh, sessionHighTime, sessionLow, sessionLowTime, sessionRangePercent	The session range
regularSessionLast, regularSessionVolume, regularSessionPercentChange	The regular session for context

Two modes

Scan builds a universe from your filters (price, volume, market cap, sector), checks the most active names in it, and ranks the results by the size of the gap. This is the morning gapper list. A maxPrice of 20 or so aims it at the small caps that move hardest.

Watchlist checks the symbols you name, in the session or sessions you pick.

session: auto follows the exchange clock: premarket before the bell, after-hours once the market has closed.

Example input

{
  "mode": "scan",
  "session": "auto",
  "minPrice": 1,
  "maxPrice": 50,
  "minVolume": 1000000,
  "universeSize": 40
}

Your own names, both sessions:

{
  "mode": "watchlist",
  "symbols": ["NVDA", "TSLA", "SPY"],
  "session": "both"
}

Three things worth knowing

A scan is a universe scan, not a whole market scan. The source publishes extended-session prices one symbol at a time and offers no market wide premarket list, so there is nothing to read that ranks every stock at 07:00. This checks the universe you define, ranked by the most recent regular session's volume, on the reasoning that the names carrying volume and news are the ones that gap. Raising universeSize reaches further down the list and costs one request per stock.

The after-hours gap is computed, and only when it is sound. The source publishes a bare price for the after-hours session, with no change and no previous close. That gap is therefore worked out here against the same day's regular session close, and rows carry changeSource so you can see which number came from the source and which was computed. Read the after-hours session in the middle of the next trading day and it still holds the previous evening's prices; rather than measure those against a moving intraday price and invent a gap, the row returns no percent and says why in gapUnavailableReason.

A stock that did not trade is not a stock that was unchanged. Symbols with no extended-session prints are skipped rather than reported flat, and they are never charged.

Pricing

Pay per quote row, $0.004. The first 2 rows of every run are free. Symbols that did not trade in the session, unknown symbols, and note rows are never charged.

Related actors

• US Stock Market Movers & Screener for the regular session
• Stock Trading Halts: Why a Stock Is Halted and When It Resumes for the names that froze on the way up
• Stock Earnings Estimates and Stock Analyst Ratings for the catalysts that cause the gaps