Answered By: Shikha Sharma
Last Updated: Mar 02, 2017     Views: 180

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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