Get Point-in-Time Universe

get_pit_universe

sp500

full

Returns the exact set of active companies as of a specific historical date. Essential for survivorship-bias-free universe construction in backtests — prevents future additions from appearing in historical portfolios. Filterable by index membership and sector.

Example Call

# Using the Valuein MCP server from Python (via MCP SDK)
# Or call directly from Claude / Cursor after setup

result = await client.call_tool(
    "get_pit_universe",
    arguments={
    "as_of_date": "EXAMPLE"
}
)
print(result)

Direct tool call:get_pit_universe(as_of_date="2020-03-01", index="SP500")

Inputs

Parameter	Type	Required	Description
`as_of_date`	string	required	YYYY-MM-DD. Returns companies active on this exact date.
`index`	string	optional	Filter to index members: SP500, RUSSELL2000, etc.
`sector`	string	optional	Filter by sector (case-insensitive partial match).

Output Fields

ciktickernamesectorindustrysic_codestatusis_sp500

Example Response

{
  "cik": "0000320193",
  "ticker": "AAPL",
  "name": "Apple Inc.",
  "sector": "Technology",
  "industry": "Consumer Electronics",
  "sic_code": "3674",
  "status": "ACTIVE",
  "is_sp500": true
}

Returns the exact 505 S&P 500 constituents as of March 1, 2020 — before COVID-era additions.

Notes

This is the only tool that correctly handles the universe construction problem for backtesting. Using the current S&P 500 list for 2020 data introduces survivorship bias.