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Retrieving Quarterly Market Capitalization Data via Refinitiv Data Library's get_history() Method

Hello,

I am currently working with the Refinitiv Data Library and attempting to fetch market capitalization data with a quarterly frequency using the get_history() method. Despite specifying interval='quarterly' as a parameter, I am only able to retrieve the yearly data. The quarterly values are available through the Refinitiv desktop application, which leads me to believe that the data should be accessible via the get_history() method as well.

Here is the code snippet I am using:

import refinitiv.data as rd

df = rd.get_history(
    universe=['6721.T'],
    fields=['TR.F.MktCap'],
    start='2014-01-01',
    end='2024-07-23',
    interval='quarterly',
)

df

Could you please advise on the following points to help me resolve this issue?

  1. Is there a specific syntax or additional parameter required to successfully retrieve quarterly data using the get_history() method?
  2. Are there any known limitations or prerequisites for accessing quarterly market capitalization data through the API that might differ from the desktop application?
  3. If possible, could you provide an example or a reference to the correct usage of the get_history() method for obtaining quarterly data?

I have already checked the documentation and ensured that my API subscription includes access to this data. Any insights or guidance would be greatly appreciated.

Thank you for your assistance.

#contenthistoricalrefinitiv-data-platform-librariesprice-history
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aramyan.h avatar image
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Hi @Hiro ,


The function and the syntax you are using is correct. It seems the field you are using doesn't support that granularity. You can perhaps verify this with our content team via HelpDesk (Help&Support in Workpsace or my.refinitiv.com).

For now, I would suggest using 'TR.CompanyMarketCapitalization' instead.See below:

df = rd.get_history(
    universe=['6721.T'],
    fields=['TR.CompanyMarketCapitalization'],
    start='2014-01-01',
    end='2024-07-23',
    interval='quarterly',
)
 
df

screenshot-2024-07-23-at-101718.png


Best regards,

Haykaz



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