I cannot help but wonder how you define shares outstanding or market cap for an index? Simple sum of shares outstanding of the constituents? Weighted sum using the same methodology as used to calculate index value? Since S&P 500 is capitalization weighted, doesn't the index value represent market cap in a way? In any case I don't believe we carry the concepts of shares outstanding or market cap for an index. You can retrieve shares outstanding and market cap for each constituent and then aggregate them using the methodology of your choice. This said the best resource for content search and explanation questions such as this one is Refinitiv Helpdesk. This forum is dedicated to software developers using Refinitiv APIs and the moderators on this forum do not have deep expertise in every type of content available from Refinitiv products and services. Content expertise is available through Refinitiv Helpdesk.