Do you know any broker or scanner where I can scan bids and asks that are above or below yesterdays closing price starting at 4am eastern time?
trade ideas? http://www.trade-ideas.com/ what's the point of doing this? some sort of particular idea? they go up or down just like everything else. actually i do have several years of such data,enough to check if there is any statistical significance(for example that the stock will outperform index for this day). but i'm too lazy to do that.
since you have such strict requirements-your only option will be some sort of custom application. think about. even if they do have it-how you going to store or know when(for example) bid was higher than close? was it 4 am or 9:29am? what if markets gaps up\down? and there is 5000 stocks that have bid above prev.close? i mean-you have to save it,filter it and keep track of all this,as market changes before regular hours. and it has to be on 'their' side,not on yours. simple because if you want such scaner on your side-you need streaming data on all stocks flowing into your computer from 4am. that's a lot of data. all i'm saying is-it's not as simple as it looks.