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Stock Index Historical Composition #17

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tr8dr opened this issue Feb 25, 2021 · 2 comments
Open

Stock Index Historical Composition #17

tr8dr opened this issue Feb 25, 2021 · 2 comments
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enhancement New feature or request

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@tr8dr
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tr8dr commented Feb 25, 2021

It would be great if Polygon could provide index constituents (and historical changes) for S&P500, Nasdaq 100, and other indices. For example, I manually maintain the following configuration (json format) for S&P500 and other indices:

{
    "name": "SP500",
    "description": "S&P 500",
    "constituents": [
        "A", "AAL", "AAP", "AAPL", "ABBV", "ABC", "ABMD", "ABT", "ACN", "ADBE", "ADI", "ADM", "ADP", "ADS",
        "ADSK", "AEE", "AEP", "AES", "AFL", "AGR", "AIG", "AIV", "AIZ", "AJG", "AKAM", "ALB", "ALGN", "ALK", "ALL",
        "ALLE", "ALXN", "AMAT", "AMCR", "AMD", "AME", "AMGN", "AMP", "AMT", "AMZN", "ANET", "ANSS",
        ...
     ]
     "events": [
          { "asof": "1999-12-07", "action": "Add", "symbol": "YHOO" },
          { "asof": "1999-12-07", "action": "Remove", "symbol": "LDW" },
          { "asof": "2000-07-27", "action": "Add", "symbol": "JDSU" },
          { "asof": "2000-07-27", "action": "Remove", "symbol": "RAD" },
          ...
     ]
}

@tr8dr tr8dr added the enhancement New feature or request label Feb 25, 2021
@jrbell19 jrbell19 transferred this issue from polygon-io/issues Mar 9, 2023
@ysyyork
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ysyyork commented Apr 6, 2023

Any progress on this?

@matwhitey
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This would be a very useful feature. Any ETA?

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