Can I get historical constituent lists for indices such as the S&P500 or the FTSE 100?
Answer
This information is not as easily available as you might imagine. Most of our databases only hold the names of current constituents of a particular index. However, it is possible to get some idea of historical index members using the following method with the Datastream (via Eikon) database.
Using an installed version of Eikon, open Excel and then select Refinitiv Eikon Datastream from the main toolbar.
Select Static Request.
In the Series/Lists box either look up the code for the Constituent list of the Index you need using the "Find Series" button, or, type it in if you know the Datastream code e.g. LFTSE100 for the constituent list of the FTSE 100.
At the end of the code you need to add the date that you want the member information for in MMYY format. E.g. LFTSE1000199 should give you the members of the FTSE 100 in January 1999.
In the Datatypes/Expressions box type NAME
Leave the date field blank.
You can then submit the request and should see a list of names in your Excel spreadsheet
If you encounter any issues please email library@london.edu