In answer to my question ‘How do I retrieve RIC codes of stock symbols for a country, e.g. Canada?’ jirapongse.phuriphanvichai showed me some very useful snipper code such as
screener_exp = 'SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.ExchangeCountryCode,"CA"))' companies_data, err = ek.get_data(instruments=[screener_exp], fields=['TR.RIC']) companies_data
Now I would like to add additional criteria to this query, such as ‘Company Market Cap > 10000000 USD’ and ‘Average Daily Value Traded > 5000000 USD’?
How should I do this using the Python API?