S&P 500, 400, 600 Constituents & Index Changes
Pricing
$0.20 / 1,000 rows
S&P 500, 400, 600 Constituents & Index Changes
S&P 500, MidCap 400 and SmallCap 600 constituents with sector and date added, every dated add and drop with the reason, and point-in-time membership for any past date rebuilt from the change log.
Pricing
$0.20 / 1,000 rows
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Pushbuild Data
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Constituents of the S&P 500, S&P MidCap 400 and S&P SmallCap 600, plus every dated add and drop, in clean JSON.
Change history coverage: S&P 500 from 1976, S&P MidCap 400 from 2016, S&P SmallCap 600 from 2019 (the depth of the public record each index has). Index codes: sp500, sp400, sp600; names like midcap400 or S&P SmallCap 600 also work.
What you get
- Constituents: symbol, company, GICS sector and sub-industry, headquarters, date added (S&P 500), CIK.
- Changes: effective date, added and removed symbol and name, and the reason (for example market-cap change or acquisition).
- Point-in-time membership: set
asOfto rebuild the index as it stood on any past date, which removes survivorship bias from backtests.
Input examples
Notes
- Source: the community-maintained Wikipedia constituent lists and change logs (CC BY-SA 4.0). This is not official S&P Dow Jones Indices data. Each row carries the page revision used.
- Point-in-time membership is only as complete as the change log; older dates are approximate.
- Pricing: per row returned.
