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.