Russell 1000 components history daily data download
Tags： Fintech
Russell 1000 is a very important index in US stock markets. It contains the 1000 biggest market-value listing companies in US stock market. It is important to get the accurate historical stock data for financial market research. But it is difficult to find the free data source.
you can download one stock manually from Yahoo. But it takes quite long to download 1000 stocks if you do manually. In addition, Russell 1000 index update its components periodically. It is difficult to maintain the 1000 stock symbol manually.
Hence I write a script to do all the things. The script will first retrieve the Russell 1000 components list, then retrieve the historical data from Yahoo for each stock in the index. Yahoo has some detection for the robot. It will redirect the connection to a weird site if it detects robot client running. The script is able to recover from the redirection and continue to retrieve the data.
Here I provide the zip file just as an example. You can get it for free and do your own financial market research.