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t.renault avatar image
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Retrieve historical top market cap

Hello,

For a research projet, I would like to extract the top 10 market cap by country over a 20 year period. It's easy with the stock screener to extract this for the year 2019, but I didn't find any solution to retrieve historical data.

For now, I extract all data for an index (for example S&P500), including leavers and joiners, and I download all the market cap for all the constituents, and then sort by market cap. Is there a better way of doing that ?

With the API (Python) or with the Excel add-in.

Best regards,
Thomas

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Alex Putkov.1 avatar image
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I cannot think of a better way of doing this. I think the method you devised is as good as it gets.

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