S&P500 historical EOD data with delisted stocks included

will you need daily or weekly or monthly EOD ? I have monthly,

Zacks might have all of it, but it will be costly

CSI Data doesn't do proper match up with historical tickers and CUSIP,
 
I was planning to get daily, but I can work with monthly for sure. I ultimately am using monthly data, but I just needed daily to make sure I was accurate on calculating max intramonth drawdowns. If you care to share the monthly data that would be awesome
 
I actually haven't had a chance to get back on the terminal. I am planning on it this week though. Hopefully will have a little time before class tonight to look into it.
 
I went through and pulled the constituents list at the beginning of every year as far back as BBG offered. Shortly after doing that I realized there is a "Member Change" report actually in Bloomberg. I ran the report and can view it, but I can't figure out how to get it exported to excel. I need to somehow get the report exported so I can access the data for backtesting. Does anybody have any clue how to go about that?

I would really appreciate any help.
 
FCXoptions said:
I went through and pulled the constituents list at the beginning of every year as far back as BBG offered. Shortly after doing that I realized there is a "Member Change" report actually in Bloomberg. I ran the report and can view it, but I can't figure out how to get it exported to excel. I need to somehow get the report exported so I can access the data for backtesting. Does anybody have any clue how to go about that?

I would really appreciate any help.
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Just pull up the help/chat window in bbg--
 
FCXoptions said:
I've put together the constituents list back to 1990 if anybody wants it. Now time to find EOD data for all the delisted stocks.
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I Would greatly appreciate it if I could have the constituants as at 1990?

I have the additions and deletions from 1962, but I don't have the actual constituents as at 1990.

Do you mind helping me out?
 
kiwitime said:
I Would greatly appreciate it if I could have the constituants as at 1990?

I have the additions and deletions from 1962, but I don't have the actual constituents as at 1990.

Do you mind helping me out?
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I recently upgraded my operating system and backed everything up to an external drive. Let me dig for it and see if I can find it.

Edit: found it. Can't upload excel on here I don't believe. Just PM me your email address.
 
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FCXoptions said:
Does anybody have a good recommendation on where to get quality historical EOD data for the S&P500 constituents that includes the delisted stocks? I don't believe Quandl includes the delisted and there have been some small errors I have found in the data. Any help would be appreciated. I am looking for 15+years of data at least.
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Hi FCXOptions,

Norgate Data has historical daily data that is survivorship bias-free and contains delisted stocks. The historical index constituents can be backtested in supported environments such as AmiBroker, RealTest, Python and Wealth-Lab.

We have S&P 500 historical constituents back to 1957, and this contains 1829 stocks. Some stocks have been in and out of the index multiple times.

We've done all the hard work for you in terms of researching the historical constituents plus all of the corporate actions/symbol changes that have occurred over the years to each of the constituent stocks.
 
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