S&P 500 Index - Added/Deleted Components
Author: drgouch
Creation Date: 3/29/2011 2:11 PM
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drgouch

#1
Does anyone know an easy way to create an historical S&P 500 database that includes both current components as well as deletions (i.e. data will go to zero after the drop date) and additions (i.e. data will be zero before the add date)?
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Eugene

#2
Premium Data

They've collected decades of delisted stocks data as well as exchange and index changes.
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drgouch

#3
Thanks Eugene, I'll check it out. However, assuming I have data for the adds/deletes, is there another way to create the data set other than putting everything, including the current S&P500 stocks, into .txt file format, placing them in the same folder, and then creating the complete database using <Create a New Dataset> <ASCII Files>? Seems like there should be an easier way, but I don't know how.
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Eugene

#4
As you asked for an easy way, I suggested an easier way for a pretty lightweight price (compared to CSI data, for instance).

You can combine different DataSets with the help of Aronow Software WatchList Provider w/o having to put all files into the same folder.
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drgouch

#5
perfect. thanks.