Registered: Jan 2009
12-12-11 02:04 AM
SPX <INDEX> <GO>
Then type MEMB <GO>
You'll see a bunch of N/A's come up (unless you pay for S&P data but if you paid the data fee I'm pretty certain you'd know how to get the weights).
If you don't have a Bloomberg keyboard you can hit Alt+L and that'll show you the keyboard layout on your screen.
Or you can call your data contact at S&P and ask them... or you can download it from their FTP site... Assuming you pay.
EDIT: To access the data via macro or something you'd be best logging into their FTP site and using a simple "get" script to download from them directly. It comes in a very simple & easy to read, also standardized, method. Data is daily and they can give you back as far as you want... Assuming you pay for it.