Sourcing Historical Russell 3000 Constituents

Summary

This exchange addresses where to obtain historical membership lists for the Russell 3000, prompted by a request for constituents from 2017 through 2019. One answer points to Bloomberg’s index membership function and reports that it can retrieve constituents back to January 1995. Another identifies Norgate Data as a paid provider of historical index constituents and delisted-security data, with Russell 3000 history extending back to 1990.

The information is useful for researchers building historical equity universes, especially when trying to account for membership changes and delisted stocks. Those details matter when evaluating strategies that use index constituents, since a current membership list may not represent the historical opportunity set. The responses describe access routes rather than provide the data itself, and one provider answer includes a commercial affiliation disclosure. Availability, licensing, coverage dates, and retrieval methods may change, so researchers should verify the provider’s current terms and dataset specifications.

Key ideas

• Bloomberg’s index membership function is reported to provide Russell 3000 constituents back to 1995.
• Norgate Data is described as a paid source for historical constituents and delisted securities, with index history back to 1990.
• Historical membership data can support equity research using point-in-time index universes.
• The post gives sourcing leads but does not supply data or verify current access terms.

Tags

# getting russell 3000 membership historically


# getting russell 3000 membership historically












Hi All: Does any know of there is any code somewhere for obtaining the russell 3000 constituents for 2017, 2018 and 2019. If not, then is there a company that sells it ? I imagine russell does but I haven't contacted them yet. Thanks.

## Answer by hroptatyr (score 3, accepted)

https://quant.stackexchange.com/a/50900

On Bloomberg, `RAY Index MEMB <GO>` lists the constituents back as far as 1995-01-31.

## Answer by Richard at NorgateData (score 2)

https://quant.stackexchange.com/a/50917

Norgate Data provides paid subscription access to historical index constituents and delisted data, including data on the Russell 3000, with Russell 3000 back to 1990.

Disclosure: I am a co-owner of Norgate Data.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.