Historical data : MarketCap of all listed companies in Japan.

Hi @tnksnsk314

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.