Which stocks were in the S&P 500 on a given day, and when did each one join or leave? Most index feeds only tell you what is inside an index today. The Indices Historical Constituents Data API answers the harder question: it gives you the exact list of components with weights on past dates, together with the dated history of every addition and removal.
The data is taken directly from S&P Global (we have a direct contract), updated daily and delivered as clean JSON. It covers 100+ S&P and Dow Jones indices: the S&P 500, 400, 600 and 100, 21 Select Industry indices (with total return and net total return variants), and the Dow Jones Industrial, Transportation, Utility and Composite averages.
Three endpoints, one subscription
- Index Snapshot (new) – the exact list of components of the S&P 500, S&P MidCap 400 or S&P SmallCap 600 with weights, market cap, float factor (IWF) and price on any date since 2022-11-22. A weekend or a holiday returns the closest earlier day.
- Index Components – the current components with sector, industry and weight, plus the history of changes: every addition and removal with its date. The history starts in 2012 for S&P indices (the S&P 500 – in 1957) and in November 2022 for Dow Jones indices. Components that joined an index before its history starts have no addition date.
- List of Indices with Details – daily value, market cap, divisor, daily return and more for every index, including currency, total return and net total return variants.
What you can build with it
- Realistic backtests – test on the index as it really was on each date, including companies that were later removed or delisted.
- Index replication and portfolio analytics – weights, float factors and market caps of every component.
- Membership checks in one request – "was this stock in the S&P 500 on that day?"
- Dashboards and research – daily index values and returns for 100+ indices.
Read more about the product and subscribe on its product page.