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There are plenty of sources which provide the historical stock data but they only provide the OHLC fields along with volume and adjusted close. Also a couple of sources I found provide market cap data sets but they're restricted to US stocks. Yahoo Finance provides this data online but there's no option to download it ( or none I am aware of ).

  • Where can I download this data for stocks belonging to various top stock exchanges across countries by using their ticker name ?
  • Is there some way to download it via Yahoo Finance or Google Finance ?

I need data for the last decade or so and hence need some script or API which would do this.

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Quant SE is better place for questions related to getting financial data:

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As far as gathering data goes, you can check out Quandl (there's a tutorial on using it with R on DataCamp if you're interested).

In addition, Aswath Damodaran's site contains a lot of helpful datasets. Though they aren't updated that frequently, they may still be useful, especially as a benchmark for comparing your own output (from the scripts you will inevitably need to write to calculate the necessary metrics).

And, again, Quant SE is probably a better place to be looking...

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This site lists historical market capitalizations and enterprise values for S&P 100 and NASDAQ-100 companies for the past 10 years. You can export the data sets to Excel.

http://marketcapitalizations.com/historical-data/historical-data-categories/valuations/

You can also try to contact them for data for a longer period of time.

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  • $\begingroup$ Are you affiliated with this site BTW? $\endgroup$ – Sean Owen Oct 18 '15 at 16:34

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