Market Capitalisation History

InfoTrie's market capitalisation dataset gives each listing's market value for every trading day: the unadjusted close of InfoTrie's end-of-day prices times the shares outstanding the issuer had reported to the SEC on or before that day. A history never uses a share count reported later, each value says which count it used and whether that count is for the share class or the whole company, and an issuer that stopped reporting for more than 400 days has no market capitalisation rather than a stale one.

Status: In rollout — available on request

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Key facts

Method	Unadjusted close times the shares outstanding known that day
Shares	Latest count reported to the SEC on or before the day, at most 400 days old; its date and scope (share class or company) on every value
Currency	The listing's trading currency, in major units
Grain	One row per listing and trading day
Update frequency	Daily, after the end-of-day prices
Delivery	REST API (rollout), screener filter, InfoTrie console datasets; plans that include market data

Sources

InfoTrie end-of-day prices (closing price)
SEC EDGAR (shares outstanding, XBRL filings)

Data dictionary

Field	Type	Description
`isin_key / exchange_code`	string	The listing
`price_date`	date	Trading day
`close`	number	Unadjusted closing price
`shares_outstanding`	number	Shares outstanding used
`shares_as_of`	date	The date of that share count
`shares_scope`	string	Whether the count is for the share class or the whole company
`market_cap`	number	Close times shares outstanding
`currency`	string	The listing's trading currency
`source`	string	The source of the share count
`updated_at`	timestamp	When InfoTrie last loaded the row

Use cases

Size factors and universes. Build size buckets and index universes from market values as they were on each day.
Screening. Filter and sort listings by their latest market capitalisation.
Weighting. Weight portfolios or sentiment indices by market value without look-ahead in the share counts.

Delivery

REST API (rollout): one listing's daily history, by SYMBOL:EXCHANGE or ISIN, up to ten years per request, JSON, with an API key
Screener: filter and sort on the latest market capitalisation
InfoTrie console: the dataset's quality status and its rows, on plans that include market data

Frequently asked questions

Why the unadjusted close?

Market capitalisation is the price actually quoted that day times the shares that existed that day; an adjusted close would mix in later splits and dividends.

What if an issuer stops reporting its share count?

A count older than 400 days is not used: the listing then has no market capitalisation for that day rather than a stale one.