Subset usstock-1d down to major indexes

Hi guys,

Is there a best way to subset to a major index from usstock-1d?
I.E. The 500 Tickers for the S&P500. Something like this in the get_prices() call:

prices = get_prices(‘usstock-1d’, sids=[LIST_OF_500_SIDS], start_date=‘2020-10-05’)

Sure I can find this list of TICKERS on the internet with this example:

import pandas as pd
table=pd.read_html(‘https://en.wikipedia.org/wiki/List_of_S%26P_500_companies’)
df = table[0]
df.to_csv(‘S&P500-Info.csv’)
df.to_csv(“S&P500-Symbols.csv”, columns=[‘Symbol’])

list_of_sp_tickers = np.array(pd.read_csv(‘S&P500-Symbols.csv’, index_col=0)[‘Symbol’])
print(*list_of_sp_tickers, sep=’ ') # Copy output

Then feed into
!quantrocket master get --exchanges ARCA NASDAQ NYSE --symbols COPIED_OUTPUT | quantrocket master universe 'sp500' -r -f -

But the MSCI USA Small Cap Index would be harder to track down with something like 1,717 tickers and is less common.

Thanks in advance!

Sharadar offers point-in-time S&P 500 index consituents data. For other indexes, something like the approach you show would be the way to go.