Compustat North America & S&P Indexes

When you want to look up companies that are part of historical S&P Indexes Compustat North America offers a specific database called "Index Constituents". This database is available as a Quarterly updated database and an Annual updated database. Both databases allow you to get the historical lists of the S&P 500 and S&P 1500 as well as specific indexes combined with industries or sectors.

For the database "Compustat Annual Updates - Index Constituents" the S&P constitutents are determined by Compustat at the end of the calendar year. For the database "Compustat Quarterly Updates - Index Constituents" the constituent information is updated monthly according to the Compustat helpdesk. The name of the database lists quarterly but this is not the case for the indexes.

For the S&P 500 and S&P 1500 historical indexes the codes are:

S&P 500 (S&P 500 Comp-Ltd) codes:
GVKEYX: 000003

TIC: I0003

S&P 1500 (S&P 1500 Super Composite) codes:
GVKEYX: 031855

TIC: I0020

If you want to look up other industry indexe codes you can use the Lookup tool to find the correct Ticker codes or GVKEYX codes. When you find the code you need you can select this and add it to the query. Example:

The source for part of the information of this post was the blog Finabase.

Author information: LinkedIn

11:29 PM - 10 March 2010