---
title: "US Equities Index Components"
method: GET
path: "/v1/data/us-equity-index/index-comp"
tags: ["us-equity-index-event"]
---

# US Equities Index Components

`GET /v1/data/us-equity-index/index-comp`

The U.S. Equities Index Components dataset provides point-in-time constituent records for major U.S. equity indexes, including the Dow Jones Industrial Average, Dow Jones Transportation Average, Dow Jones Utility Average, S&P 500, NASDAQ 100, Russell 1000, and Russell 2000. The dataset captures each index’s daily component membership. Historical coverage begins in 2007, with Russell index constituents available from July 2009 onward, reflecting their index history. For each index, the dataset includes: a daily components reference representing membership on each trading day, and a separate historical change table recording all constituent additions and removals over time. 

Note: This dataset is intended solely for research and historical backtesting. The actual changes in the index members might be delayed by a few days.

 For more details, please refer to the dataset documentation: [US Equities Index Components Guide](https://us-equity-reference-docs.s3.us-east-1.amazonaws.com/algoseek.US.Index.Components.pdf).

<details>
<summary>**Advanced Filtering**</summary>

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, `StartDate.gt=2023-01-01&StartDate.lt=2023-12-31`, `Ticker=AAPL`. 

Please refer to the <a href="https://algoseek.com/docs/rest-api/tutorial/advanced-filtering">Advanced Filtering Guide</a> for the extensive reference.
</details>

## Query parameters

- `sort` string, nullable — Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.
- `columns` string, nullable — A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.
- `offset` integer — Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.
- `limit` integer — Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.
- `response_format` 'json' | 'csv' | 'csv_gzip' — Note the lowercase which is used for the consistency with other projects and tools

## Response `200`

JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter

- USEquitiesIndexComponentsDataOut
  - `data` USEquitiesIndexComponentsDataDetailsOut[], required
    - `TradeDate` string, date, nullable — The trading day
    - `Components` string[], nullable — The list of index constituents
  - `pagination` PaginationDetailsOut, required
    - `offset` integer — The number of records skipped to fetch the current page
    - `limit` integer, required — The maximum number of records in the current page
    - `next_offset` integer, nullable — The number of records to skip to fetch the next page

## Other responses

- `403` — Forbidden
- `422` — Validation Error
- `429` — Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.

---

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