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.

Geography: U.S. worldwide

  1. From the left-hand menu, select "Constituent Membership."
  2. Under "Category,": select Major US Indices (1911- present), or GFD Foreign Indices (1813 - present)
  3. Select the Index: e.g., S&P 500 
  4. 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)

Geography: U.S. worldwide

  1. Locate the target index by
    1. Use the index name, e.g. FTSE, to locate the specific index you're interested in
    2. Or in the Advanced Search (type AS in the search bar), select "Indices" from the UNIVERSE drop-down list.
  2. Navigate to the "Constituents" tab and choose "Leavers and Joiners" from the dropdown list.
  3. You will find a comprehensive list of all historical constituent companies that have been part of this index (since 1994)

Datastream via LSEG Workspace (DFO)

Geography: U.S. worldwide

  1. Open Excel and login to Refinitiv
  2. Open Datastream - Datastream Formula
  3. 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.



Answered By: Business Librarians
Last Updated: Sep 21, 2023Views:

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