Get-market-capitalization-as-indicator

Market cap is just Price * Shares outstanding. The problem is finding an integrated Event Provider that has the latter, which seems to be only YCharts (expensive subscription).

The IQFeed Provider also has the current Shares outstanding in its Fundamental feed - a different integration than an Event Provider.

The Tradier Provider doesn't have it yet, but it's available. Probably, we'll add fundamentals from Tradier before the end of the year.

Shares Outstanding can still be obtained free of charge with the YCharts provider (Fundamental extension) but the data loading depth goes back like 20 quarters. Here's the Fundamental indicator for shares_outstanding activated and YCharts provider checked in the Data Manager's Events tab:



Searching the forum would've returned you some food for thought - and C# code:

https://www.wealth-lab.com/Discussion/Choose-stocks-with-Top-50-market-capitalization-7823
https://www.wealth-lab.com/Discussion/Transaction-Weight-with-Market-Cap-7828
https://www.wealth-lab.com/Discussion/Historical-market-cap-for-listed-and-delisted-stocks-11593

QUOTE:
finding an integrated Event Provider that has the latter [shares_outstanding], which seems to be only YCharts (expensive subscription).

The IQFeed Provider also has the current Shares outstanding in its Fundamental feed ...

I use both methods to get shares_outstanding. I would highly recommend using IQFeed for this, although IQFeed isn't a "real" Fundamental provider and has very limited Fundamental metrics. The free version of YCharts is very slow (I typically disable it.), although the paid version of all the providers (including YCharts) is much faster.

It doesn't make sense of report shares_outstanding (or capitalization) as an indicator because it changes very little over time. Just use the most recent value as a single number and report it on your Chart say with DrawHeaderText(...), DrawBoarderText(...), or with a custom Data Panel. The Data Panel approach can automatically work with all your Charts.