Is it possible to retrieve market cap and daily volume for US equities by GICS sector?

natasha.jeans

Hi,

I want to retrieve the market cap. and the ADV/daily volume for US equity market by GICS sector for a specific day. It would be also useful to know how to deal with markets at varying levels of aggregation, so not stock by stock but sector, region etc. Is there a bunch of metrics that does this? Thanks!

jonathan.legrand

Hi @natasha.jeans,

What language are you coding in? Python? If so, you can filter the companies as asked using screener, as per this article. E.g.: I show below a filter on GICS Industry for 'Energy Equipment & Services:

Then use the output Excel formula as per the aforementioned article:

Then, you can look for the fields you are interested in using the Data Item Browser (DIB); there is a video on this. I would suggest using anyone RIC returned from the Screener as an example instrument on DIB (e.g.: 'WFRD.OQ').

Failing the above, Please note that this Q&A forum is for Refinitiv API related questions, not content questions. It seems as though you may be asking a content question; for such questions, please contact the helpdesk.