Historical S&P 500 issuer and ticker identities, with evidence tiers.
36,953 dated research segments for 978 reconstructed historical S&P 500 securities. SEC citations, original historical symbols, uncertainty tiers and unresolved intervals.
Historical S&P 500 Security Crosswalk, 2004–2025
US$149 one time
US$499 one time
Actual complete dated segments for sampled historical securities; production CSV schema, all tier types and limits retained. It contains: sample.csv, METHODOLOGY.md, QUALITY_REPORT.md, DATA_DICTIONARY.csv.
Need something more specific?
Don't need the entire dataset? Request an extract for selected years, entities, or records, or a research table or report based on this dataset. We review the scope and quote a price before work begins.
Request a Custom Extract or Report →Who is this dataset for?
- Historical-index backtest researchers reconstructing ticker identity
- Academic and independent research engineers joining historical panels
- Data teams reviewing pre-2020 issuer changes and delisted companies
What can you do with it?
Join Cohort securities to filing symbols
Join on security_id and membership date; inspect ticker, issuer_cik and evidence_tier before matching external data.
Measure historical identity uncertainty
Group coverage_by_year.csv by evidence tier to see unresolved and inferred historical periods.
Audit an original symbol
Locate row_id in the provenance CSV and inspect the cited SEC filing and explicit limitations.
How to use the files
- Load sp500_security_crosswalk_2004_2025.csv and filter to the PFHC security_id you need.
- Select the row whose segment_start <= date < segment_end_exclusive; inspect evidence_tier and class_evidence.
- For uncertain results join row_id to sp500_security_crosswalk_provenance_2004_2025.csv and verify original SEC references.
Choose a historical security_id, select a membership date, and check evidence_tier before using ticker as a research label. The code does not assert that ticker was traded continuously on an exchange.
Try real records before buying
The table below uses actual rows from this release’s free sample, not simulated data. Blank cells are left blank as supplied. The preview is shortened for readability; download the sample for all columns and complete cell values.
| security_id | segment_start | segment_end_exclusive | ticker | issuer_cik | evidence_tier |
|---|---|---|---|---|---|
| PFHC-015288058A | 2004-09-30 | 2004-12-29 | COH | 0001116132 | B |
| PFHC-015288058A | 2004-12-29 | 2005-01-01 | COH | 0001116132 | INFERRED |
| PFHC-015288058A | 2005-01-01 | 2005-01-04 | COH | 0001116132 | INFERRED |
| PFHC-015288058A | 2005-01-04 | 2005-09-30 | COH | 0001116132 | B |
| PFHC-015288058A | 2005-09-30 | 2005-10-01 | COH | 0001116132 | A |
| PFHC-015288058A | 2005-10-01 | 2005-12-16 | COH | 0001116132 | B |
| PFHC-015288058A | 2005-12-16 | 2006-01-01 | COH | 0001116132 | INFERRED |
| PFHC-015288058A | 2006-01-01 | 2006-01-04 | COH | 0001116132 | INFERRED |
Download sample CSV — no account or email required → · Full sample package (ZIP) →
Which edition and license should you buy?
This edition is a separately purchasable companion to Cohort Release 1.1. Individual covers one named researcher; Business covers one legal entity for internal use. Both tiers receive identical fixed files and no future editions.
Why buy this instead of using free source data?
A 2004–2025 reconstruction reconciles dated symbols and issuer identifiers to the Historical Cohort, distinguishes SEC evidence from interpolation and supplies citations and explicit unresolved intervals instead of a retrospective current-ticker list.
What happens after payment?
A certified fixed ZIP is provided through the private download entitlement after checkout; links remain valid for seven days. No updates are included.
What You Get
- 36,953 dated issuer/ticker mapping segments for 978 Cohort securities
- Source-level provenance with SEC references, tier statements and internal-claim hash bindings
- Coverage summary, exceptions, methodology, dictionary and independent-sample report
- A free ungated sample of genuine security segments
Coverage & Product Facts
- Coverage
- 2004-09-30 – 2025-09-30
- Source
- SEC EDGAR historical filing evidence; independently reconstructed historical cohort
- Observation Frequency
- Half-open dated identity segments inside historical membership spells
- Release
- sp500-security-crosswalk-2025-09-30-r1 (2026-10-30)
- Formats
- CSV + ZIP
- Update Policy
- One-time fixed 2025-09-30 release. Future editions sold separately; no lifetime updates.
Methodology & QA
Reconciled to all 978 Cohort Release 1.1 securities and 3,851,484 membership-days. SEC Form 4 and issuer evidence is distinguished from FTD-bounded and explicitly inferred periods; gaps remain unresolved. CUSIP is excluded.
Certification status: Engineering certification PASS; independent 40-row factual sample verified. Not exchange-certified. Commercial publication pending. — read the full certification report →
Data Dictionary
| Field | Description |
|---|---|
| security_id | Stable Cohort 1.1 PFHC security identifier |
| segment_start | Inclusive calendar start for the dated segment |
| segment_end_exclusive | Exclusive calendar end of segment |
| evidence_tier | A, B, B2_FTD, INFERRED or C_UNRESOLVED |
| ticker | Issuer symbol as supported by the tier; blank if unresolved |
| issuer_cik | SEC issuer CIK as evidenced; blank if unresolved |
| class_evidence | The stated scope of share-class evidence, not exchange confirmation |
Full data dictionary (JSON) → · Complete dictionary with enumerated values and date semantics (Markdown) →
Pricing & License
Individual / Academic: US$149 one time
Commercial / Business: US$499 one time
Fixed-edition internal-use data license; no resale or redistribution
Coming soon
Known Limitations
- A+B spans 73.15% of membership-days; with B2_FTD 86.54%, and with explicitly inferred research gaps 94.81%. Do not treat the tiers as equally verified.
- 327 B research windows (95,823 membership-days) have provisional boundary evidence and are separately flagged.
- INFERRED gaps are not witnessed by filings and cannot establish trading eligibility, prices or corporate-action rights.
- 5.19% membership-days remain unresolved; share class and trading venue are not generally verified.
- Retrospective identities are not point-in-time investment signals; no timestamp of earliest public knowability is certified.
Persistfolio is independent and is not affiliated with, sponsored by, endorsed by, or authorized by S&P Global or S&P Dow Jones Indices. S&P 500® is a trademark of S&P Dow Jones Indices LLC and/or its affiliates. This product is an independent research reconstruction and is not an official S&P dataset.