How to obtain sids of snp500 constituents at certain date?

So I have a bundle for us stock's daily prices:

from quantrocket.zipline import create_usstock_bundle
create_usstock_bundle("usstock-1d-bundle", data_frequency="daily")

which has a few thousands sids. I would like to know an easy way to select say snp500 sids (of certain date).

I am aware there is sharadar snp500 dataset but it essentially has the changes (additions and removals), not the snapshots of the constituents.

Thank you.

I have the same problem. I use the following code to display if a stock is in sp500 and the result shows all are false.
Any idea? @Brian

from quantrocket import get_prices
prices = get_prices("usstock-1d-bundle", start_date="2018-04-16",end_date="2018-04-16", fields="Close")
closes = prices.loc["Close"] # for intraday databases also isolate a time with .xs
from quantrocket.fundamental import get_sharadar_sp500_reindexed_like
are_in_sp500 = get_sharadar_sp500_reindexed_like(closes)

After restart the system, it becomes normal. Now I can get sp500.

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