Using 'MarketPrice' Reuters Market Domain model to consume MarketCap of Security

kelvinyoung048
kelvinyoung048 Explorer
in EMA

Can the 'MarketPrice' Reuters Market Domain model be used to consume the MarketCap & Average Daily Volume of a security?

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Best Answer

  • Tim Smith
    Tim Smith LSEG
    Answer ✓

    Hi Kelvin,

    In general we don't cover this kind of information on our realtime Elektron feed. There are a few exchanges where we cover marketcap, but it is not mandatory information as it is generally considered non-realtime. Example exchanges where we do cover are Euronext ( PEUP.PA ) , Shanghai ( 600008.SS ), or Singapore ( GENS.SI ). the main field we use is MKTVAL_UNS.

    For the average daily volume, we provide accumulated volume on a daily basis but very rarely provide average volume because again we consider this to not be realtime data. An example exchange where we do provide is the US consolidated feed that provides New York or Nasdaq information. You can view the data in fields:

    VMA10D, VMA25D, VMA50D

    Tim

Answers

  • Thomas P. Fuller
    Thomas P. Fuller Explorer

    @Tim Smith I was about to ask about this because I didn't see it -- I believe you meant:

    VMA_10D, VMA_25D, and VMA_50D

    Tom

  • kelvinyoung048
    kelvinyoung048 Explorer

    @Tim Smith,

    Thanks for your reply. I wanted to consume the company market cap (in GBP) for the following RIC's : DNB.OL, DNO.OL, GJFS.OL, MHG.OL. Assume then that the EMA will not provide me with this information?

  • Tim Smith
    Tim Smith LSEG

    Hi @kelvinwoung048 for Norwegian (Oslo) stocks we don't carry market cap in our Elektron realtime network, so it can't be consumed via a realtime field.

    @Thomas.P.Fuller apologies, yes. All fields contain the underscore.

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