I am doing some research about market microstructure and for this reason I need the historical data of stock symbols included in the S&P 1500 Composite Index. Namely, I need to know which stock symbols were part of the index in the past. Do you know where I can retrieve this? (Free) Data about the past 5 years would suffice, I am in academia so I have academic access to some data providers. Thank you for your help!
Historical data components of S&P 1500
Jonny
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