WRDS

Locating Historical S&P 500 Constituents

Choose Database

• "Compustat North America"
• From list of Tools on left choose "S&P Index Constituents".

Step One: Date Range

• Set Beginning month and year.
• Set Ending month and year.

Step Two: Select Index

• Select "S&P500".

Step Three: Variables

• Click "Select All" or, at a minimum, check "Date," "GVKEY," "Stock Ticker Symbol", and "Company Name".

Step Four: Output

• Choose "tab-delimited text (*.txt)" as the format.
• Leave all other boxes as is.

Click "Submit Request" button

• "Data Request Summary" window will open.
• Follow the "Download instructions" provided.
• Save as a .txt file to your computer.

Open File in Excel

• Use the "Text Import Wizard" to convert text to columns.
• The spreadsheet should have a column for each variable selected.