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.