I think most of the new quantopianers would have such a question, how to get the S&P 500 component stocks.
Quantopian has a buildin Q500, but it is not the same as S&P 500.
I write a function to do it, all the data are from wikipedia.
I don't know how to attach .csv files, so I simply attached them in the notebook.
Only support date after year 2000. (There is no older data in wikipedia)
If you find more free data, please let me know.