Question: I'm looking for historical data of the CAC40 components.

I looked at these previously asked questions:

* [What data sources are available online?](https://quant.stackexchange.com/questions/141/what-data-sources-are-available-online)
* [Finding historical data for indices](https://quant.stackexchange.com/questions/14687/finding-historical-data-for-indices)

as well as Yahoo Finance and the official CAC40 site (on Euronext).

The issue is that it's easy with Yahoo finance to find:

* the historical data for a CAC40 company
* a list of **current** CAC40 components

but **not** the list of CAC40 components at the time.

Are there any sources from which I could download this information from ?

Edit: If this kind of data is available for the SP500, I would be very interested as well!

Answer: 
This data isn't free obviously, but Euronext (the index provider) might be inclined to give you this information if it's for academic purposes. It's advertised on their website here: <https://www.euronext.com/fr/market-data/products/end-day-index-data>
You can try Quandl. They have a nice API to R and Python which you can use to do the data-wrangling.