Annual Average Market Capitalisation From Datastream

I was looking to get a time series of the average annual market cap of the STI (Straits Time Index) companies for the past ten years. As of June 30 every year from 2011, I wanted to get the average annual market cap for each constituent. The Refinitiv Content Team have shared this formula.
=@TR($A$1,"AVG(TR.CompanyMarketCap(Scale=6))","Frq=D SDate=#1 EDate=#2",,$B13,$B14)
SDate and EDates are each year's start dates and end dates (Jul 1 of the previous year and Jun 30 current year, respectively). Is there an effective way of getting this information via the Datastream python API? I tried to avoid looping each year and used the DataStream MAV/AVG function. I got myself tangled up and reaching out for some help! :-)
I've tried
ds.get_data(tickers='ticker', fields=['MAV#(X(MV),-1Y)'], start='2011-06-30', end='2021-06-30', freq='Y')
Which unfortunately doesn't work. If the freq = 'D', I get the moving average, but for every day! I was only hoping to get the ten records for each year.
Best Answer
-
You can use multiple fields. For example:
df = ds.get_data('LSNGPORI|L',['AVG#(X(MV)~U$,1/1/2021,31/12/2021)',
'AVG#(X(MV)~U$,1/1/2020,31/12/2020)',
'AVG#(X(MV)~U$,1/1/2019,31/12/2019)',
'AVG#(X(MV)~U$,1/1/2018,31/12/2018)',],kind=0)The output after pivot is:
0
Answers
-
@Jirapongse Many thanks.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 249 ETA
- 554 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 643 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 192 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛