As of early 2003, there are basically three types of before-hours and after-hours markets, as follows.
U.S. exchange after-hour markets
The NYSE and ASE provide crossing sessions in which matching buy and sell orders can be executed at 5:00 p.m. based on the exchanges' 4:00 p.m. closing prices. The BSE and PSE have post-primary sessions that operate from 4:00 to 4:15. CHX and PCX operate their post-primary sessions until 4:30 p.m. Additionally CHX has an "E-Session" to handle limit orders from 4:30 to 6:30p.m.
Ameritrade (via Island ECN)
Hours: 8:00AM to 8:00PM EST; limit orders only during extended hours.
E*Trade (via Archipelago ECN)
Hours: 8:00AM to 8:00PM EST; limit orders only during extended hours. Note that extended-hours orders can be placed even during regular market hours; these orders may be filled during normal or extended-trading hours.
Fidelity (via Redibook)
Hours: 7:30AM to 9:15AM and 4:15PM to 8:00PM EST; restrictions on order types.
Harris Direct (via Redibook ECN)
Hours: 8:00AM to 9:15AM and 4:15PM to 7:00PM EST; limit orders only; round lots.
Schwab (via Redibook ECN)
Hours: 7:30AM to 9:15AM and 4:15PM to 8:00PM EST; limit orders only.
T.D. Waterhouse (via Archipelago ECN)
Hours: 4:30PM to 8:00PM EST
