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1

Some of the issues with this sort of request is: a) Today's S&P 500 components are not the same from 1 Jul 2013. By using today's components you are introducing pre-inclusion/survivorship bias. Are you going to be able to find data on the delisted stocks? eg. Since 1 Jul 2013, Sprint Corporation, BMC Software, NYSE Euronext, Molex, Life Technologies, ...


2

I faced the same issue some years ago and I solved by implementing the R script reported here; now, with new Yahoo disclaimer rules, it seems to be broken, but, anyway you should be able to replicate the data mining process using that script together with this. If you're pretty confident with R, you should be able to do that. Alternatively, you can visit ...


0

Bloomberg or datastream are the only possible sources.


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This data isn't free obviously, but Euronext (the index provider) might be inclined to give you this information if it's for academic purposes. It's advertised on their website here: https://www.euronext.com/fr/market-data/products/end-day-index-data


1

As you said yourself, Yahoo finance provides the historical stock data. The only thing left is to know the historical composition of the CAC40. This information can be extracted from the french wikipedia site about the CAC40, or from the source @jean-paul-sartre mentioned. In my answer I will concentrate on how to scrap the information. Some time ago I ...


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You can try Quandl. They have a nice API to R and Python which you can use to do the data-wrangling.


2

I'm not sure if you are looking for the components only or if you want more data, like the weights in the index. Unfortunately, unlike most other data on the web, it's hard to get any good financial data for free. The only easy way is to pay for accessing it through a financial data provider such as Bloomberg (with MEMB function when you select an index). ...


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Apparently the entity level identifiers aren't part of the open symbology. The entity level identifiers are available via a data license. A so called "open" identifier list is not so open after all ;(


0

I think you are confusing you self. If I where to search for Apple Inc. I would: look up Apple Inc. on eg. Google Finance, and find the ticker symbol (AAPL). Put AAPL into the "symbol Search", click "Advanced Search Options". In "Market Sector" choose "Equity". In "Security Type" select "Common Stock". That will filter out most of noise in this case. I ...


2

Many funds, that manage ETFs provide this on their webpages. E.g. SDPR (SPY, XL* family) has is in "NAV history" xls file on https://www.spdrs.com/product/fund.seam?ticker=SPY


0

I don't think you will find any data on that. Asian option are OTC traded, and embedded in contracts between 2 parties.


4

UW = NASDAQ Global Select Market US = US Composite source : http://bsym.bloomberg.com/sym/pages/pricing_source.xls see also : http://bsym.bloomberg.com/sym/



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