index adjustments (S&P 500)

[openamiguel]

• Dow Jones: not volatile, one update in each year of 2012, 2013, and 2015

  • data on Wikipedia is prose, so we really can't parse it with 100% accuracy

• Nasdaq 100: slightly volatile, several updates in 2017, none in 2018

  • data on Wikipedia is prose, so we really can't parse it with 100% accuracy

• S&P 500: moderately volatile, nine updates from Jan 1 - Jun 30 2018

  • "clean" data on Wikipedia in a nice table format (see here)

• Miguel's idea: store as a simple CSV/JSON and auto-update weekly, adding a new symbol to the folder, but NOT deleting the replaced symbol

  • @esfrankel this idea has issues. What if the replaced symbol was acquired? The S&P 500 table of recent changes does give this information.
  • ex. on July 2nd, 2018, Copart replaced Dr. Pepper Snapple Group because the latter was acquired, making it no longer a tradable company

tl;dr we need an efficient way to store this data going forward, as well as (at least) an automatic download for new symbols

[esfrankel]

Great I'll take a look at it. I'm working on the json download because it is a bit finicky for displaying the data and transferring it into a data frame format