When we first released S&P 500 historical constituents, you sent us plenty of questions — the original output was awkward to work with. So we reworked it into a much simpler, flat format, and that format has been the standard ever since. Today the S&P 500 membership log tracks more than 800 tickers and updates daily. The data lives in the HistoricalTickerComponents section of the Fundamental...
The S&P 500 (ticker GSPC.INDX, also quoted as $SPX) tracks 500 of the largest companies listed on US exchanges and is the most-watched equity benchmark in the world. But the index you see today is not the index of five, ten or twenty years ago — constituents are added and removed continually. If you backtest a strategy against today’s members, the companies that were dropped along the way simply...
