Answered By: Jiaxin Low Last Updated: May 26, 2016 Views: 11494
The index members can be found in Bloomberg or Datastream.
For Bloomberg, after you have keyed in the Bloomberg index ticker, say SPX Index for S&P 500, enter MEMB <GO>. Edit <GO> to change the date if you are looking for historical members. Note a different ticker could be used for historical members, click DES <GO> for the index subscription.
Alternatively, you can use Bloomberg formula in Excel to retrieve the members. Here is the formula for your reference:
Syntax: =BDS(ticker, field, overriding field=YYYYMMDD)
In Datastream, you can do a Criteria Search or use the Equity Indices Explorer to browse for the equity index, S&P 500 Composite, click on the arrow next to the mnemonic, S&PCOMP, select Display Constituent Equities