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All of these index constituents are available on Bloomberg and through Bloomberg Excel link. Just use one of those Index member formulas with a date override.


You can have a look at this QUANT - Blog. You can get NDX100 and SP500 historical index constitution.


You are doing it right. The differences are rounding issues and can be safely ignored for any practical purpose.


When speaking with quants, I call such things Boundary Conditions. With traders I tend to use Terms or Features.


You can get this information by 'web scraping' - running a script (Python is ideal) which visits the relevant websites and extracts the prices from the HTML, then packages it into a suitable form (eg XML) and saves to disk. The only drawback is that the script needs fairly regular maintenance, as the pages you are getting the information from tend to be ...

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