shaktisd/sp500

Current and Historical Lists of S&P 500 components since 1996

sp500

Current List of S&P 500 companies retrieved from the Wikipedia: sp500.csv

Historical Lists of S&P 500 components since 1996: S&P 500 Historical Components & Changes(08-23-2020).csv

Example code to retrieve a snapshot of the S&P 500 components on a certain date: sp500_by_date.ipynb

Description of Files

• S&P 500 Historical Components & Changes(08-23-2020).csv: contains historical S&P 500 index membership from 1996 til 08-23-2020. Output from 'sp500_historical.ipynb'

• S&P 500 Historical Components & Changes.csv: original historical S&P 500 index membership csv file. Input to 'sp500_historical.ipynb'

• sp500_changes_since_2019.csv: S&P 500 composition changes since 2019. Input to 'sp500_historical.ipynb'

• sp500.csv: composition of S&P 500. Output from 'sp500.ipynb'. Input to 'sp500_historical.ipynb'

• sp500.ipynb: retrieves current S&P 500 composition from Wikipedia and outputs 'sp500.csv'

• sp500_historical.ipynb: updates the original S&P 500 Historical Components & Changes.csv and outputs S&P 500 Historical Components & Changes(MM-DD-YYYY).csv

• sp500_by_date.ipynb: example demonstrates how to retrieve a snap shot of the S&P 500 components on a certain date. Also lists the symbols that have been added and removed from that date to the present.