using Eikon and Python, I would like to give as input the following criteria:
- country of asset's domicile
- average maket capitalisation over the last 20 days
and have Eikon return a list of asset identifiers (preferably ISINs)
So far, I have:
df = ek.get_data("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.RegCountryCode,""US""))",['TR.CommonName','TR.ISIN'])
but this doesn't cover the market cap part and I'm not sure it's the right domicle filter.