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.
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Historical Data for S&P 500 with member changes
- Thread starter alessm
- Start date
Quote from hphilip456:
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.
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.
Quote from 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 The file that zgtrader shared with everyone is great but it is out of date and S&P no longer has this information for free.
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
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
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
Quote from tacosplz:
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 [/B]
Nevermind--I see that his link to the file still works. (Maybe I wasn't logged in when I tried it before...)
The latest member changes (10/2009+) can be found on the S&P website at S&P 500 Index Announcements.
For changes before 10/2009, the S&P no longer posts the file on its website, but I have attached a copy I had on a backup to this message (csv file).
Looks like this website has a list as of 2001.
http://www.cftech.com/BrainBank/FINANCE/SandP500.html
%%%%%%%%%%%%%%%%%%%Where can I find a source?
Mr Al original poster;
Stock Traders Almanac is a good start; for plenty of data................................................
You can find historical S&P 500 index components for the past eight years from here: http://marketcapitalizations.com/historical-data/historical-components-of-sp-500-index/
You can contact them for a detailed list of all component changes starting from the year 2000.
You can contact them for a detailed list of all component changes starting from the year 2000.
The latest member changes (10/2009+) can be found on the S&P website at S&P 500 Index Announcements.
For changes before 10/2009, the S&P no longer posts the file on its website, but I have attached a copy I had on a backup to this message (csv file).
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?