I am trying to reproduce a method presented in a scientific paper. They used the following dataset:

daily closing prices of S&P500 stocks (the first 100, alphabetically by ticker, with a full year of data from Jan 9, 1998 to Jan 8, 1999)

Any idea of how to go about getting these data? I have two problems:

  • What were the components & ticker symbols then?
  • Is the data too old to be accessible free of charge?

If there is an easy routine in python or R to get this dataset that would be more than welcome. Otherwise I can cobble one together once I know how to solve the above two issues.


I don't know about free of charge, but if you're subscribed to WRDS or similar data sources, then here's how to get the historical S&P 500 constituents data


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