Assuming that you want US markets, have a look at Norgate Premium Data:

http://www.premiumdata.net/products/premiumdata/ushistorical.php

Mike

--- In [email protected], "loveyourenemynow" <loveyourenemy...@...> 
wrote:
>
> Hello,
> 
> since survival bias and listing/delisting effects are very important on long 
> term backtesting I would like to know if there is any reliable source of free 
> data of the major world index components, with accurate listing/delisting 
> dates.
> Or alternatively what is good paid service.
> 
> Thanks
> 
> Ly
>


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