Hello. Could I get a historical series of Market Capitalization of market indices (example: IBOVESPA ".BVSP"; NASDAQ 100 INDEX ".NDX") in the codebook?
@allisson
Thank you for reaching out to us.
I used the Data Item Browser tool to search for the Market Capitalization of market indicesĀ and found the TR.IndexMktCapVendor field. However, this field doesn't support historical data.
The code looks like this:
ld.get_data( universe=['.NDX', '.BVSP'], fields=['TR.IndexMktCapVendor'] )
Please contact the helpdesk team directly via MyAccount to confirm this.