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I basically require a list of the FTSE 350 constituents from 02 Jan 2002 (this is as far back as BB has for member data) to 31/12/2017.

I tried to create this dataset using the spreadsheet builder but it only seems to give me the constituents at a specific date.

Does anyone know how to get the constituents for the above date range?

Thanks in advance

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    $\begingroup$ Did you contact BBG support about it? $\endgroup$
    – LocalVolatility
    Commented Mar 31, 2019 at 11:17

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On the terminal, you can play with: *IndexTicker* <Index> CHNG <Go>, specify a date range, and generate a nice report, viewable in RPT, showing the changes during the specified date range. Unfortunately there seems to be no easy way to export the entire report to Excel.

Or you can BDS("IndexTicker Index","INDX_MEMBERS", "END_DATE_OVERRIDE=yyyymmdd") for lots of dates one at a time. Note that you can pass more than one index at a time. Another field code INDX_MWEIGHT_HIST retrieves weights.

Keep in mind that Bloomberg might return a ticker from 2002 that looks exactly like a valid ticker today but meant back then something different.

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    $\begingroup$ I would upvote twice if I could for adding details regarding the ticker change. There is also a way to see this via API, see here $\endgroup$
    – AKdemy
    Commented Oct 12, 2022 at 17:17
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You would have to loop through all dates (of interest) in the date range and unite (as in union mathematically) the results.

Knowing that FTSE indices are reviewed every quarter reduces the number of samples per year to four.

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    $\begingroup$ It's possible for a stock to be removed from FTSE 350 between reviews. Consider this example: the Go-Ahead Group was bought by Kinetic and Globalvia theguardian.com/business/2022/jun/13/… and is removed from an index when its shares stop trading, but, I believe, a new name is added at the next quarterly review. One can't see the exact date when GOG is removed from an index by sampling only 4 times / year. But very likely such wrinkles are not material. $\endgroup$
    – Dimitri Vulis
    Commented Oct 10, 2022 at 10:39
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Have you try access this data systematically in QuantRocket? via data provider Sharadar:

https://www.quantrocket.com/data/?filter=sharadar

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