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Need list of S&P 500 stocks

Does anyone have a url that I can use with fetcher to import a list of the symbols in the S&P 500?

It doesn't have to update super frequently or anything. Just needs to work.

3 responses

I found a dynamic way, every month-end one should be able to define the universe via IVV. However the download section of Blackrock prevents downloading dynamically. I need to look into way how to do this. If anybody knows how to build a script that pretends to be a browser and can create a shared copy of the data, please help ;) . I have created a static version on Copy

anyway this script should define the S&P universe. The Quantopian backend throws a few securities out but that doesn't seem to have much influence. I have added things like Marketvalue and sector inf you're interested

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 558a13100ce92d12473e234a
There was a runtime error.

Check out this notebook I posted about trying to approximate popular indices in Research. With the exception of a few lines you can copy and paste the code into before_trading_start()


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