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.