Objective: Get a list of all the companies that were ever part of an index (e.g.: FTSE100) in a given period of time (scale: years/decades).
Method I have in mind:
1) Create an empty list k.
2) Get a list of the components of the index in the starting date and add them to k.
3) Iterate 2) daily until final date without adding what is already in the list.
Example: Find all the companies that were at some point part of FTSE100 between January 1st 1980 and August 10th 2012.
Trouble: I cannot seem to find the required daily data on the components of the index. I tried Yahoo, Google and a couple of other (free) providers. I believe this must available somewhere, so I welcome your suggestions on how to get my hands on it.
Thanks for your input!