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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
Teddy Koker did a blog some time back about creating a survivorship bias-free dataset and used an S&P 500 ETF as the analogue; his code (might be that link or a different one under his github) showed how to scrape (recent) historical holdings of that particular ETF IIRC. As one potential data source.
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