[R-SIG-Finance] How can I retrieve list of all companies listed of a given Index say S&P 500

[Jeff Ryan]

I think careful digging will get you most of the information you want.

Bundling it up and distributing the tools are another story.  S&P 500
is the IP of Standard & Poor's.

http://www.standardandpoors.com/indices/index-licensing/en/us

In addition, the index itself isn't static, you would need a
time-series of index changes, which isn't readily available for free
(AFAIK).

If you are just looking to get a daily snapshot of the current
components, you can take the list scraped from Wikipedia and use the
getQuote function in quantmod to get the data from yahoo rather
quickly (200 symbol max per request).

Best,
Jeff

On Mon, Nov 23, 2009 at 3:30 AM, Dirk Eddelbuettel <edd at debian.org> wrote:
>
> On 22 November 2009 at 16:44, Arthur Kreitman wrote:
> | I don't think that the S&P component list is conveniently available.  And
> | you need more then the list, you also need the weighting.
>
> I am travelling and am away from the machine on which I did this, but IIRC
> the SP500 spreadsheet (in convenient csv format) contains not only the index
> components but s also their industry code, weightings etc
>
> I followed a link from the Wikipedia followed by maybe one or tow searches on
> the SP site. It really was pretty straightforward.
>
> Hope this helps, Dirk
>
> --
> Three out of two people have difficulties with fractions.
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com