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I am trying to get a historical list of the S&P500 underlying stocks mix. all tickers the dates were added to the S&P500 index mix and the dates tickers were removed from the list. and throughout the years for each period what is the mix. I did some search, doesn't seems to have any luck. if anyone can provide some good search keywords, or suggest a place to look for would be appreciated

this is something very specific.

I currently use backtrader to work on some data. if there is a systematic way to get the data, please let me know as well. many thanks.

DMG
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    Did you google "s&P500 index composition over time" – run-out Apr 29 '21 at 11:11
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    thank you. found the list under [link](https://raw.githubusercontent.com/leosmigel/analyzingalpha/master/sp500-historical-components-and-changes/sp500_history.csv) thank you thank you. – DMG Apr 29 '21 at 19:26
  • I found a list of 812 stock names, but there are 201 stock names are old names used when they were added to the S&P500. is there a systematic way to find new names? many thanks. – DMG May 08 '21 at 01:38

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You can access this data systematically in QuantRocket, via data provider Sharadar:

https://www.quantrocket.com/data/?filter=sharadar

Brian from QuantRocket
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  • Thank you for your message. can you be more specific on how to do that? I found a list of 812 stock names, but there are 201 stock names are old names used when they were added to the S&P500. is there a systematic way to find new names? many thanks. – DMG May 08 '21 at 01:37
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    QuantRocket uses persistent security identifiers (sids) so name changes are not a problem. Docs: https://www.quantrocket.com/docs/#fundamental-sharadar-s-p-500 – Brian from QuantRocket May 08 '21 at 12:46
  • some of the data from QuantRocket is incomplete. e.g.: AMD removed from the S&P on 9/20/2013, added 3/20/2017 ~ now, but no first added date. on wiki s&p500 list, AMD first added date is 3/20/2017. missing the first added date. the company was funded on 1969, IPO is on September 27, 1972. don't know when is first time added to S&P500. This is one of the examples. there are many like this. Is there a good source for this? – DMG May 17 '21 at 03:28
  • QuantRocket data is not incomplete. AMD was added 1984-06-30, removed 2013-09-23, re-added 2017-03-20. QuantRocket has the complete record. I'm not sure what data you're looking at but it's not QuantRocket. Accessing the QuantRocket S&P 500 data requires a subscription. – Brian from QuantRocket May 17 '21 at 13:26