In this article we use a Prym construction to study low dimensional abelian varieties with an action of the quaternion group. In special cases we describe the Shimura variety parameterizing such abelian varieties, as well as a map to this Shimura variety from a natural parameter space of quaternionic abelian varieties. Our description is based on the moduli of cubic threefolds with nine nodes, a subject going back to C. Segre, which we study in some detail.