Fortunately Compustat contains it own consituent section.
In that section you can make retrieve (historic) compositions of e.g. S&P indexes.
Example S&P 500

Here are the necessary steps:
Select the desired identifier:

Look up the codes for S&P 500

Type in the name and memorise the identifier(s)


For the S&P 500 and S&P 1500 historical indexes the codes are:
S&P 500 (S&P 500 Comp-Ltd) codes: GVKEYX: 000003, TIC: I0003
S&P 1500 (S&P 1500 Super Composite) codes: GVKEYX: 031855, TIC: I0020

Now it is time to select variables desired,
Index information such as CONM (indexname) and TIC (ticker)
Company information like CONM (company name, mind the section), TIC (Ticker), CUSIP, SIC (Standard Industry Code) and NAICS.
Finally the output format.
It's a good idea to export the output as a TAB delimited TEXT file as it is ridded of all hidden coding, which might influence the presentation of the data when opening in a specific program (Excel, for instance).

Submit your query.
Check this page how to work with your output: click here
End result.

Also noteworthy: Mark B. has a nice contribution to this subject (click link )
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