I seek an Excel spreadsheet listing the company names and ticker
symbols (ideally Compustat symbols for no longer active companies) of
the S&P 500 companies for EACH YEAR (year end) between 1950 and 1975. 
Ideally company names in rows and years in columns with a "1" or
"True" value if the company was in the index that year and a "0" or
"False" value if it were not.

Clearly I can't be the first academic researcher to work with the S&P
500 companies over this period, so someone, somewhere must have
created this spreadsheet.  I have access to Compustat, CRSP, Bloomberg
and many other data sources through Stanford Business School and
Wharton's WRDS.  But I can't find this data for prior to 1976.  If you
can tell me how to easily create/download such a file from these data
services that answer would work as well.  I have an Excel file with
this data from Compustat for 1976-2003 (using data element 276).  I
will use this file with the one I'm seeking for analyses of earnings,
revenue, and market cap patterns in individual companies the S&P 500
over this period by matching up ticker/compustat symbols to the
Compustat data.

I contacted S&P Index Services 
http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=6&ig=48&i=56&si=138&xcd=500
who refered me to the print publication, "Security Price Index Record,
Statistical Service 2004" and I photocopied pages 463-489.  This book
lists all companies which were members and their dates of membership
1927-2004, but I'm hoping that someone else has already created and
posted this spreadsheet so I don't have to type in this data for the
about 1000 companies (which were members at some point during this
period) x 25 years = 25,000 cells and look up the old ticker symbols
in Compustat.  Thus I don't believe this data is in any way proprietay
since it is in published library sources - I'm just trying to save my
fingers some typing.

Also I do know the history of the S&P 500 index and that there weren't
actually 500 companies in the composite index until 1957, and that
they were segmented into industrials, rails, and utilities,
http://www.eminisonline.com/minis/ and
http://www.globalfindata.com/articles/GlobalUSA.doc .

Let me emphasize I don't need the index values over this period but
instead need a file of companies/symbols that made up the index each
year.  And I have the companies since 1976, it is only the list of
companies in early years which seems strangely difficult to find in
electronic form.  To me this seems like such an obvious basic need for
researchers it should be posted on the S&P site, but my google
attempts have not found it on the web.

I'll begin typing in the data tomorrow, so hopefully I'll get an
answer before my fingers wear out.  If anyone else is looking for this
data later send me a reply/comment and I'll be happy to send you the
Excel file I create for free and I encourage it to be posted
somewhere.

Even if you can't find the spreadsheet I'm looking for comments and
suggestions appreciated!  Thanks for your help!

---

Clarification of Question by cocobob-ga on 19 Apr 2005 17:18 PDT

I boosted the reward from $25 to $50, as I've found it difficult to go
from the names of the companies at that time as given in the S&P
Security Price Index Record to the current COMPUSTAT Symbol code.  An
easy example of this is Allied Chemical Corp which was in the S&P
index from 1/2/18 to 7/25/79, became Allied Signal then bought
Honeywell and took it's name - the Compustat symbol which traces back
to the Allied Chemical days is "HON" Honeywell's current ticker
symbol.  A more difficult example is Hazel Atlas Glass which was in
the S&P from 1/8/41 to 10/3/56.  Hazel was bought by Continental Can
which became Consolidated Container, but what Compustat Symbol will
give me data on Hazel Atlas Glass for 1950-56?

I really need the Compustat symbols for the companies that were in the
S&P index for 1950-1975.

---

Request for Question Clarification by pafalafa-ga on 03 May 2005 07:28 PDT

cocobob,

I agree with you, that someone, somewhere, probably has the dataset you need.

But where?

Here is a description of the CRSP/Compustat combined dataset:


http://gsbwww.uchicago.edu/research/crsp/support/downloads/documentation/ccm_database_guide.pdf


Without having direct access to it, I can't know for sure whether it
does or doesn't have what you need.  But I just wanted to post the
link in case you hadn't seen it.

Best of luck...

pafalafa-ga

When will you post the spreadsheet of members of the S&P500 1950-1975?
I would like to have the list.

Send me your email address and I'll e-mail you the file.  It contains
1092 companies (1976-2003) and is 823 KB.  I don't know how to post
it.

I now learned there is a Unix file which contains the info I seek,
(list of which companies are in the S&P 500 back to 1950 and earlier
with Compustat symbols) but while I do have Compustat access, I do not
have a Unix account to download this to.  There is a web page which
explains this here http://wrds.wharton.upenn.edu/support/docs/sp500.shtml
But you need a Unix account in order to access the S&P500 Datasets
through the Unix System directory: /wrds/misc/SPdata .  The specific
Datasets I need to identify the S&P 500 companies each year by
Compustat Symbol (Ticker) seem to be " SP500gvk_permno " and "
SP500nomatch ".  If anyone has a Unix account with Compustat access
and can transfer this to Excel, this is the answer I seek!

Pafalaf-ga, 
I do already have the CRSP/Compustat user manual but thanks for
trying.  I've looked at it and it certainly seems like there ought to
be an easier way to get this basic data of "Who was in the S&P 500
each year - in a spreadsheet", particularly if you have Compustat
access but I can't find it.