S&P 500 Historical Constituents

Today I spent more time than was necessary trying to locate the historical constituents of the S&P 500 index.  In this particular case, I wanted to know the constituent companies for the period January 1990 through December 2009. In the end, getting the answer was not too difficult, but figuring out where to “ask” the question proved elusive. Below I document the solution for myself and others.

First, you need a Wharton Research Data Services (WRDS) account (of course). From there, select the COMPUSTAT database. Next, I used the Compustat Quarterly Updates – Index Constituents. From there, make your selections, and then “submit query.” A 52mb file later, and I had my answer. In this case, a total of 1003 unique companies have been constituent members of the S&P 500 over the last 20 years.

UPDATED 23-Dec-2011: For other resources, see my latest post.

5 thoughts on “S&P 500 Historical Constituents

  1. What a crock… though no surprise s&p doesn’t offer this basic information freely and easily.

  2. Your numbers are a bit off.
    1. the monthly updates file for the index constituents is only 2MB.
    2. from the beginning (first reports 1964-03-31) of the dataset 5079 unique GVKEYs.
    3. there are 3681 unique GVKEYs between 1990 and 2010.

  3. Greetings All,

    Recently, we have posted the addition and deletion of companies to the S&P 100, S&P 500, S&P 400 and S&P 600 Index from 2003 to 2013 (starting here: http://www.newlowobserver.com/2013/06/sp-100-index-additions-and-deletions-2004-2013).

    In addition, we have written about the impact of index changes on a third party website regarding the Nasdaq 100 (found here: http://seekingalpha.com/article/1068231-annual-nasdaq-100-re-rank-review) and Dow Jones Industrial Average (found here: http://seekingalpha.com/article/132183-dow-jones-decline-largely-impacted-by-index-changes).

    We thank the professor for sparking our interest in seeking out this information.

    Regards.

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