Intrinio is on a mission to make financial data affordable and easy to access, and one way we do that is by providing historical market cap in Excel and API formats. Our support team, who you can chat with by clicking the green icon on the bottom right-hand corner of this page, get a lot of questions about market capitalization, so we figured it must be a data point that many analysts and developers need.
This blog shows how to get historical market cap data, as well as hundreds of other financial metrics, in Excel. If you’d like to skip ahead, or follow along, download the Excel template that I’ll be demonstrating here. By the end of this blog you’ll be able to pull in historical time series data for any US security.
Feel free to start with this video:
This blog is a follow up to a blog explaining how to pull Intrinio financial data into R and RStudio. In that blog, I showed the basics of how to get the data flowing. In this blog, I take it one step further and provide custom functions that will allow you to pull historical data into R very efficiently. I plan to build quant models, predicting historical prices based on historical metrics for a stock, and use a subset of the historical data to back test my models. This blog explains how to get the data for such an analysis.
Update 05/22/16- Check out this blog showing how to create a for loop in R to get multiple pages of data via API. This example shows the best way to parse JSON from an API in R.
Update 11/30/2017- Feel free to skip ahead to this recently released package that does the hard work for you.