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Is there any free source for S&P 500 historical data with exits for the last 10 -20 years?

I can get free data from Yahoo, but it only has the currently traded tickers and NaN values before the date of the listing. Going back 2- years its more like S&P350 or S&P400 list at best...

I would like to find a source which so de-listing and merge events and even better if it somehow shows ticker history. Meaning ticker XXXX was company xxxx not its company yyyy.

Does this type of data source exist for free?

This is for testing new idea and learning. I am not currently trading with real money. Just recently got interested algo trading, mainly while playing with Python neural networks.

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The wiki page on S&P 500 has quite a good list of index changes for the last ~5 years:

Recent and announced changes to the list of S&P 500 Components

Alternatively, if you have access to Bloomberg terminal at uni/work/library, you can check:

SPX Index MEMB <GO>

Changing the date will show you the constituents in the past.

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  • $\begingroup$ Cool, thanks @KarolisR ! I think I just parse the Wikipedia site. Bit of work, but on the other hand good practice. I'm traveling at the moment (Sarawak Borneo, and North Vietnam), so fat chance of running across Bloomberg terminal in a middle of a rice field... $\endgroup$ – Kimmo Hintikka Feb 8 '17 at 10:55

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