Question: Where can I find major historical index constituents?
A constituent is a member or component of an index or average like the Dow, Nasdaq. To access historical constituents of major indices in the U.S. and worldwide:
Global Financial Data for current and historical constituent lists (including S&P 500) of Major US Indices and GFD Foreign Indices.
- From the left-hand menu, select "Constituent Membership."
- Under "Category,": select Major US Indices (1911- present), or GFD Foreign Indices (1813 - present)
- Select the Index: e.g., S&P 500
- For historical lists, opt for "As of a Specific Date" and input the desired year to retrieve the list of companies for that particular date. Alternatively, you can choose "Historical Membership" to access a comprehensive list of all companies that have been included in the index throughout its history.
LSEG Workspace (formerly Refinitiv)
- Locate the target index by
- Use the index name, e.g. FTSE, to locate the specific index you're interested in
- Or in the Advanced Search (type AS in the search bar), select "Indices" from the UNIVERSE drop-down list.
- Navigate to the "Constituents" tab and choose "Leavers and Joiners" from the dropdown list.
- You will find a comprehensive list of all historical constituent companies that have been part of this index (since 1994)
- Open Excel and login to Refinitiv
- Open Datastream - Datastream Formula
- You can only retrieve historical constituents in Datastream is by monthly. Where historical data is available, the latest month end could be display by entering L + DS mnemonic + MMY. For example, for NDX, you may use LNASA1001222 for December 2022 data.