Answered By: Shikha Sharma Last Updated: Jun 20, 2019 Views: 204
Datastream (available in Dewey Library). Use Static Request to download the constituent list for a specific index.
In WRDS, select Compustat > Compustat Monthly Updates > North America > Compustat Monthly Updates> Index Constituents
- Step 1: Specify your time period.
- Step 2: Enter the ticker for your index. For example, i0003 is the ticker for S&P 500.
- Step 3: Choose the identifying information and data items of interest.
- Step 4: Choose your output format and run the search.
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