S&P 500 Historical Intraday Data

The S&P 500 Historical Intraday Data package is Kibot's pre-assembled bundle of every stock that has been a component of the S&P 500 across the package's coverage window. The S&P 500 is a market-cap-weighted index of 500 leading US-listed companies maintained by S&P Dow Jones Indices; selection is committee-driven (not rules-based like the Nasdaq 100), and turnover averages roughly 20 to 25 names per year. Files are tab-delimited CSV in the same on-disk format as every other Kibot order, with one row per minute of regular-session trading.

What the package contains

As of the 11 May 2026 list refresh, the package ships 591 listed symbols totalling about 60 GB uncompressed, plus 266 delisted symbols totalling about 16 GB. The listed count is above 500 because the bundle is a union of every ticker that has been an S&P 500 constituent across the coverage window: index membership rotates ~20 to 25 times a year, and Kibot keeps every member's file in the same package. The 266 delisted files cover acquisitions, voluntary delistings, and bankruptcies.

Most large-cap files start on 2 January 1998, the earliest date in Kibot's intraday archive. Newer constituents start at their IPO or first-coverage date, with examples including Salesforce (CRM) 23 June 2004, MasterCard, Visa 19 March 2008, Booking 30 April 2007, Delta Air Lines 3 May 2007, Carrier Global 19 March 2020 (UTC spin-off), ABBV 2 January 2013 (Abbott spin-off), DOW Inc. 20 March 2019, CTVA (Corteva) 24 May 2019, and CEG (Constellation Energy) 19 January 2022.

Intervals and history depth

The headline product is 1-minute bars. The same constituent list is also sold in higher-resolution variants and in different aggregation layers; a Premium subscription unlocks API access to every interval Kibot publishes for the symbols in this list.

Constituents (selection)

Selected names and their start dates from the 11 May 2026 list. With 591 listed symbols the table below is a small cross-section; the full per-symbol manifest with file sizes ships with the package at checkout.

The full listed roster spans every major sector. The 266 delisted files include high-profile removals (Enron, WorldCom, Lehman, Bear Stearns, Countrywide, Sears, Toys "R" Us, Frontier, GTE, and so on) as well as recent acquisitions that took companies private.

The index itself: SPX vs SPY

This package contains component stocks only, not the S&P 500 index level. The index value series itself (^SPX, $SPX, or $INX depending on vendor) is sold as part of the separate Indexes and Indicators bundle (~350 series).

For a tradable proxy, the SPY ETF (SPDR S&P 500 ETF Trust) is the standard choice and is available as a single-symbol order in the broader US ETFs catalog. SPY tracks SPX closely after factoring in expense ratio and dividend timing. A recent customer (November 2025) asked the full set of integration questions about SPY 1-minute data and whether the All ETFs Historical Data, 1 minute package (priced at $450 at the time) was a better fit; support's guidance is the same as for any single-symbol order: buy SPY alone if you only need SPY, buy the broader ETF package if you need SPY plus its peers.

Adjustments and survivorship

Every stock file is delivered in three parallel adjustment variants: fully adjusted (default), split-only adjusted, and unadjusted as printed at the exchange. See Adjusted vs unadjusted data for the back-adjustment math and the comparison with Yahoo Finance's split-only convention.

Survivorship is the most-asked-about caveat for this package. Support has been explicit, in writing, with multiple customers:

"Please note that some of the delisted and bankrupt companies are included, but, unfortunately, we do not have a track record of all S&P 500 changes nor is our S&P 500 data package survivorship-bias-free.", Kibot support, 2021

And separately, asked in 2021 whether all delisted stocks that were ever part of the S&P 500 since January 1998 were included:

"Only some of the delisted stocks are included. Unfortunately we do not have a track record of S&P 500 changes, but there is a page on Wikipedia that contains all the changes going back to 2000.", Kibot support, 2021

The practical implications:

• The 266 delisted files cover the dominant share of high-profile removals, but the dataset is not a complete reconstruction of every S&P 500 historical member.
• The adjusted and unadjusted files do not always contain identical universes. A 2021 customer comparing the two found the unadjusted set carrying more than 700 names in some years versus the adjusted set carrying closer to 550, with both falling toward 500 in recent years.
• For a strict survivorship-bias-free reconstruction, cross-reference the package against an external membership history (the Wikipedia "List of S&P 500 companies" historical-changes table is the common starting point) and decide on a treatment for the gap.
• If you find missing files, support has on occasion located them on request. A 2012 customer who cross-referenced an external S&P 500 delisted-symbols list against the package and reported the missing tickers had several of them located and added.

File format and delivery

Files use the standard Kibot column layout documented in Data format reference: Date,Time,Open,High,Low,Close,Volume for OHLC bars, with timestamps defaulting to Eastern Time (the time zone can be changed to suit your needs). Delivery is via the four channels described in Data updates (direct download links, Kibot Agent, FTP archives, historical data API). The 1-minute archive is included in Kibot Agent's standard download flow once the package is associated with the account.

Key Takeaways

• 591 listed plus 266 delisted symbols as of 11 May 2026; total roughly 76 GB across the 1-minute bundle.
• Most large-cap files start 2 January 1998; later starts reflect IPO dates or spin-off dates (CRM, V, BKNG, CARR, CTVA, ABBV).
• The package contains component stocks only. SPX index level is sold separately in Indexes and Indicators; SPY is the tradable ETF proxy.
• Three parallel adjustment variants ship with every constituent: fully adjusted, split-only, unadjusted. The three sets do not always contain identical ticker universes year by year.
• Survivorship coverage is explicitly partial. Support's position: "we do not have a track record of all S&P 500 changes nor is our S&P 500 data package survivorship-bias-free." Cross-reference against an external membership history for strict reconstructions.
• Support has located individual missing tickers on request after a customer-provided cross-reference list.

Related

• Dow 30 Historical Intraday Data, Index-component bundle for the Dow Jones Industrial Average, 44 listed plus 4 delisted.
• Nasdaq 100 Historical Intraday Data, Index-component bundle for the Nasdaq 100, 168 listed plus 58 delisted.
• Free historical market data, Free daily EOD for every US stock and ETF; sample tick + bid/ask data for IVE (S&P 500 Value ETF).
• Buy historical data, Catalog and pricing for the S&P 500 bundle and individual constituents.
• Adjusted vs unadjusted data, How the three adjustment variants differ on this dataset.
• Tick data, Tick file format for separately-priced tick history.
• Data updates and delivery, How the four delivery channels apply to this package.
• Kibot company, Context on the publisher and the broader catalog.