I'm trying to use the Eikon python API to download a universe of stocks historically.
For each end of month since 1999, I want to get stocks with market cap greater than USD500m in the US. I used the screener to come up with this formula in excel. Is this correct? Is the historical market cap correct to get companies passing the market cap criteria as of that day? Do I have to use active and inactive?
=TR("SCREEN(U(IN(Equity(active or inactive,public,primary))/*UNV:Public*/), TR.CompanyMarketCap(SDate=2019-01-31)>=500000000, IN(TR.ExchangeCountryCode,""BM"",""CA"",""GL"",""US""), CURN=USD)","TR.CommonName;TR.CompanyMarketCap(SDate=2019-0"&"1-31);TR.ExchangeCountry","curn=USD RH=In CH=Fd SORTA=TR.ExchangeCountry")
What would be the best way to do that in python for each month end? Do you have any examples? That would be very useful.