How can I (bulk) download the historical daily stocks returns (with a twist!)?

Matin

How can I bulk download the historical daily stock returns for all constituents of .SPX, including both current and former members, from the beginning of 1998 to the end of 2025? So for example, if stock X was a member of .SPX from 2000 but left it in 2008 must be included in the list, showing the daily return from 2000 to 2008 only.

I also want to include their sector names and RICs.

P.s. I have tried the Python package with the API generated by APPKEY + I have tried formulas on Excel but it gives me some errors. 

Jirapongse

@Matin

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data and =RDP.HistoricalPricing, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code.