US Equities Index Components
US Equities Index Components
Production
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The U.S. Equities Index Components dataset provides point-in-time constituent records for major U.S. equity indexes, including the Dow Jones Industrial Average, Dow Jones Transportation Average, Dow Jones Utility Average, S&P 500, NASDAQ 100, Russell 1000, and Russell 2000. The dataset captures each index’s daily component membership. Historical coverage begins in 2007, with Russell index constituents available from July 2009 onward, reflecting their index history. For each index, the dataset includes: a daily components reference representing membership on each trading day, and a separate historical change table recording all constituent additions and removals over time. Note: This dataset is intended solely for research and historical backtesting. The actual changes in the index members might be delayed by a few days.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US1019
Data Class
Equity
Dataset Name ID
eq_index_comp
Data Format
Reference
Version
1.0
Time Granularity
Event
Region
US
Data Type
Reference
Universe
All stocks, ETFs/ETNs from US exchanges
Update Frequencies
End of day
Start Date
2007-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
58.7 MB
Annual Size
58.7 MB / year
Update Size
158 KB
Start Date
01/01/2023
End Date
03/31/2023
Access Methods
SQL
Universe Identifiers
A, AAL, AAP + 500 more
Description
Three months of data (Jan. - March 2023) for SP500 index.
Included in Data Research Packages: