Stock Index Historical Composition

tr8dr commented 3 years ago

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" },
          ...
     ]
}

ysyyork commented 1 year ago

Any progress on this?

matwhitey commented 8 months ago

This would be a very useful feature. Any ETA?

polygon-io / feature-requests

Stock Index Historical Composition #17