How to retrieve the historical list of all listed stocks at a specific past date?

Marco12

Hello,
I am working on an academic project and need to backtest a custom ESG equity index from 2010 to today. For this, I need to retrieve:

1. The full list of stocks that were active at each monthly rebalancing date (e.g., January 2010, February 2010, etc.). (we can also limit this by geography saying only stocks in Europe)
2. Their ESG and other data as of that specific date (not current data). (like market cap or free float, industry ecc.)

I do not have access to historical index constituents, so I’m looking for a way to get the entire investable universe at each point in time using Refinitiv Workspace or Datastream (ideally via Excel Add-in).

Could you please advise how to obtain this data or which dataset/function allows for historical point-in-time equity listings?

Thank you in advance

raksina.samasiri

Hi @Marco12 ,

Thank you for posting the question in this forum. However, this forum is dedicated to an API usage question hence, the moderators on this forum do not have deep expertise in every type of content available through our products. Such expertise is available through the Helpdesk, which can be reached via MyAccount. 

However as you appear to be an Academic user, I believe you need to get your Workspace Admin team at your institution to raise a query on your behalf.

Hope this helps and please let meknow in case you have any further questions.