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Current and Historical Lists of S&P 500 components since 1996
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.gitignore added historical components Nov 21, 2019
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README.md Update README.md Nov 22, 2019
S&P 500 Historical Components & Changes(20-11-2019).csv added historical components Nov 21, 2019
S&P 500 Historical Components & Changes.csv added historical components Nov 21, 2019
sp500.csv added historical components Nov 21, 2019
sp500.ipynb
sp500_by_date.ipynb add sp500_by_date.ipynb Nov 21, 2019
sp500_changes_since_2019.csv
sp500_historical.ipynb

README.md

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(20-11-2019).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(20-11-2019).csv: contains historical S&P 500 index membership from 1996 til 20-11-2019. 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.

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