Hi @Shinsuke.Tanaka

I would suggest you to split the call into 2 calls.

1. Get RIC list first

universe='SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/),IN(TR.ExchangeCountryCode,"JP"), IN(TR.InstrumentTypeCode,"ORD"), CURN=JPY)'
df,e = ek.get_data(universe, ['TR.RIC'])
ric_list = df['Instrument'].tolist()

#split the list into a smaller list (to avoid hitting limit)
ric_list1 = ric_list[0:1000]
ric_list2 = ric_list[1000:2000]
ric_list3 = ric_list[2000:3000]
ric_list4 = ric_list[3000:]

2. Get MarketCap and MarketCap date from the RIC list

data1, err = ek.get_data(ric_list1,['TR.CompanyMarketCap.Date','TR.CompanyMarketCap'],
                  {'SDate': '2015-9-30', 'EDate':'2019-8-31', 'Period':'FQ0','FRQ': 'M','Scale': 6})
data1.head()

Here is sample output:

I was able to get the data back from the whole list at once, but this is not suggested.

Hi @Shinsuke.Tanaka,

You didn't provide the details of what happens when you combine ① with ②. I'll assume you received output such as this (Note: I also echoed the err value to the screen):

I have not seen this error before but my suspicions are that you have exceeded a data limit. The data range you specified includes 48 different periods between each instrument. Limiting your date range will actually return a valid result.

For example:

I appreciate your suggetion. I'd like to have the result along with date like 2019/8/31, 2019/7/31. Which field should I put in the program?

You can apply the TR.CompanyMarketCap.Date field to your fields list. Refer to the DIB (Data Item Browser) within Eikon for a list of available fields/parameters.

Note: Because a new field is added, this will further reduce the date range as the new field contributes to the size of the data set. I would suggest you break down your universe if you want a specific date range as part of your result.