What are the most comprehensive APIs for cryptocurrency market data?
Most exchanges offer API solutions for market data. Here are some examples:


GDAX
Bittrex
Kraken
WAVES DEX


CryptoCompare has an API that aggregates data from many exchanges, and they also offer many query parameters. Link: CryptoCompareAPI

Additionally, many block explorers provide APIs for blockchain account information.
This ZChain Playlist shows how to use PowerShell to query the ZChain ZCash block explorer API.