Publication Type
Report
Version
publishedVersion
Publication Date
9-2024
Abstract
Retrieving all historical members or constituents of the S&P 500 can be done using Python coding on the CRSP dataset through an API connection with WRDS (Wharton Research Data Services (WRDS), n.d. -f; WRDS, n.d. -e).
Keywords
S&P 500, historical constituents, CRSP dataset, WRDS, API connection, Python programming, financial data, stock index, market research, data retrieval
Discipline
Finance and Financial Management | Library and Information Science
Publication
Academic BRASS
Volume
19
Issue
2
First Page
1
Last Page
8
Publisher
RUSA
City or Country
Chicago
Embargo Period
7-23-2025
Citation
TEE, Lip Hwe.
Notes and thoughts on retrieving historical members of the S&P 500 from WRDS. (2024). Academic BRASS. 19, (2), 1-8.
Available at: https://ink.library.smu.edu.sg/library_research/231
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://www.ala.org/rusa/sections/brass/publications/academicbrass/2024/19-2