Historical Data for S&P 500 with member changes

Discussion in 'Data Sets and Feeds' started by alessm, Apr 1, 2011.

  1. I am interested in using the indexchange_500.csv file for a research project that I am doing and was wondering if anyone could provide me with citation information for the data set.
     
    #11     Mar 31, 2012
  2. The member change list I uploaded some time back is from an older version of the S&P 500 index page at Standard and Poors.

    http://www.standardandpoors.com/indices/sp-500/en/us/?indexId=spusa-500-usduf--p-us-l--

    However, they now use the "Index Announcements" link instead of a table format.
     
    #12     Mar 31, 2012
  3. Vanya

    Vanya

    Does anyone have updated constituent/component changes to the S&P 500? The file that zgtrader shared with everyone is great but it is out of date and S&P no longer has this information for free.
     
    #13     May 30, 2012
  4. S&P no longer produces a simple list of changes, but the info is still available for free.

    On the S&P website, you can find changes under the "Index Announcements" link. They split between last 7 days and archives.

    http://www.standardandpoors.com/ind.../en/us/?index=sp-500&type=All&category=Equity

    Also, recent changes (2009-present) are listed on Wikipedia:

    http://en.wikipedia.org/wiki/List_o...t_changes_to_the_list_of_S.26P_500_Components
     
    #14     May 31, 2012
  5. tacosplz

    tacosplz

    For those wanting historical daily S&P 500 memberships, the following link will help you out from 9/29/2006 through the present:

    http://us.ishares.com/product_info/fund/excel_holdings.htm?ticker=IVV&asofDt=YYYY-MM-DD

    Just replace YYYY-MM-DD with whatever date you're interested in.

    The link gives you the historical holdings (by CUSIP, ISIN and SEDOL, as well as ticker symbol and company name) of IVV, an ETF that tracks the S&P 500.

    As for myself, I'm wondering if anyone still has the file indexchange_500.csv that zgtrader trader posted in 2011. If so, please send me a private message.

    Thanks
     
    #15     Dec 28, 2013
  6. tacosplz

    tacosplz

    Nevermind--I see that his link to the file still works. (Maybe I wasn't logged in when I tried it before...)
     
    #16     Dec 28, 2013
  7. Kin-Kong

    Kin-Kong

    #17     Jan 24, 2015
  8. %%%%%%%%%%%%%%%%%%%
    Mr Al original poster;
    Stock Traders Almanac is a good start; for plenty of data................................................
     
    #18     Jan 26, 2015
  9. #19     Mar 24, 2015
  10. 11409

    11409

    May I ask for an Excel, S&P 500 as it stood at that time, close as possible (or on) the date of January 31 1992?
     
    #20     May 3, 2018