Is there a way to subscribe to all constituent stock of an Index eg SPY

Is there a way to subscribe to all constituent stock of an Index eg SPY and also, track them as they change over the years?

Hi Amol,

There isn't any easy way to keep track of the S&P 500 within Lean.
However, the QC500UniverseSelectionModel is a good approximation of the S&P 500. It selects the 500 most liquid stocks by sector with a market cap of at least 500 million. This selection is done daily and is updated over time as the market changes.

You can learn more about universe selection in the documentation.

Best
Rahul

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