How to Use This Website

Access to Data and Reports

The access throughout the different range of content hosted on the stoxx.com domain can be explained by introducing these three groups:

  • Guest: Non-registered user
  • User: Registered user without a license agreement
  • Customer: Registered user with a license agreement

According to the relevant privileges that each of them have, the following chart shows what content can be accessed.
 

Type of ContentGuestUserCustomer
Corporate Action, Weightings & Composition Files
Historical Index Values
3 Months

1 Year

Full History
Various PDF

Technically, there are two means to automatically download STOXX Data: HTTP and SFTP.

File location on the website

Component Information, Factsheet Information, Historical Data, Composition Lists, Selection Lists, Review / Rebalancing Files can be found on index page under the “Data” tab.

Historical data shall be accessed through the index page under the “Archive” tab using the link below, where xxxx is a placeholder for main index symbol*. Choosing time frame of requested data and pressing GO will provide you with data on monthly basis in zip file. https://www.stoxx.com/index-details?symbol=xxxx

*Please refer to the column AC in the Data Vendor Code sheet to find the main index symbol for the index you are interested in.

Introducing HTTP and SFTP Download

HTTP (Hyper Text Transfer Protocol) is the communication protocol that lets data files be downloaded from the STOXX website. Manual download of a data file just requires a mouse click on the corresponding icon.
If you are interested on automated data download by HTTP, check the Downloading with a script method.

If you download files regularly and manually, take a look at How to use the “One-Click Download” to get an easier and faster experience.

SFTP (Secure File Transfer Protocol)* access to STOXX Data is supported, and you can get access to STOXX files. This method is ideal for more sophisticated and larger file transfers.
The access to the SFTP data is restricted to a combination of unique user ID (username) and password.

* To acquire this service, please contact us using the “Request Info” form in the top-right corner of the website.

Downloading files with a script

Automatic data file downloads can be done with a variety of different download tools, depending on the platform you want to run them on. Most of the files which we offer to download are protected, thus you have to provide your user credentials (username/password) first. They can be provided as “Basic Authentication” in the header and hence it is not required to write download scripts which emulate a browser login session. Beware that with a wrong username/password, the download appears to succeed but the file contains the HTML code of the login page rather than the requested data.

If you do not already have a Download Manager at your disposal, we recommend the Open Source product cURL. It is a powerful command-line tool available as ready-to-use packages for a large variety of platforms at http://curl.haxx.se/download.html.

To download a data file from the STOXX website, use the command below:

curl –user username:password -L -o local-filename https://www.stoxx.com/…/filename Example to download the Historical Data for EURO STOXX 50®: curl –user username:password -L -o h_sx5e.txt https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/HistoricalData/h_sx5e.txt

If you must go through a proxy in order to reach the Internet, add this command line switch:

curl –proxy host:port –user username:password -L -o local-filename https://www.stoxx.com/…/filename

URLs

Index & Components related files (Composition, Factsheets, Files Guide)
https://www.stoxx.com/document/Bookmarks/CurrentFactsheets/XXXX.pdf
https://www.stoxx.com/document/Bookmarks/CurrentComponents/XXXX.pdf
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Change_Files/hist_component_changes_2000-2006.xls
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Change_Files/hist_component_changes_2006-present.xls
https://www.stoxx.com/document/Indices/Current/HistoricalData/Protected/h_xxxx.txt
https://www.stoxx.com/document/Indices/Current/Composition_Files/close_xxxx.csv
https://www.stoxx.com/document/Indices/Current/Composition_Files/close_xxxx_YYYYMMDD.csv
https://www.stoxx.com/document/Indices/Current/Composition_Files/closecomposition_xxxx.csv
https://www.stoxx.com/document/Indices/Current/Composition_Files/closecomposition_xxxx_YYYYMMDD.csv
https://www.stoxx.com/document/Indices/Current/Composition_Files/open_xxxx.csv
https://www.stoxx.com/document/Indices/Current/Composition_Files/open_xxxx_YYYYMMDD.csv
https://www.stoxx.com/document/Indices/Current/Composition_Files/opencomposition_xxxx.csv
https://www.stoxx.com/document/Indices/Current/Composition_Files/opencomposition_xxxx_YYYYMMDD.csv
https://www.stoxx.com/document/Resources/Technical Documentation/STOXX_files_guide.pdf
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/components/components_P000_xxxx.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/components/components_P001_xxxx.csv
Resources (Methodology, Rulebooks, Dissemination, Corporate Actions, End of the day data)
https://www.stoxx.com/rulebooks
https://www.stoxx.com/index-regulations
https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Methodology/Withholding_Taxes/withholding_taxes.xls
https://www.stoxx.com/document/Resources/Methodology/Country_Classification/article_EM_201208.pdf
https://www.stoxx.com/country-classification
https://www.stoxx.com/market-consultations
https://www.stoxx.com/exchange-traded-products
https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Methodology/Dissemination/Realtime_Data/dissemination_calendar_YYYY.pdf
https://www.stoxx.com/document/Resources/Methodology/Dissemination/Period/dissemination_period.xls
https://www.stoxx.com/document/Resources/Methodology/Dissemination/Realtime_Data/realtime_dissemination_de.pdf
https://www.stoxx.com/document/Resources/Methodology/Dissemination/Realtime_Data/realtime_dissemination_en.pdf
https://www.stoxx.com/document/Resources/Corporate_Actions/ca_forecast.txt
https://www.stoxx.com/document/Resources/Corporate_Actions/ca_forecast.xls
https://www.stoxx.com/document/Resources/Corporate_Actions/dividend_forecast.xls
https://www.stoxx.com/document/Resources/Corporate_Actions/dividend_forecast.txt
https://www.stoxx.com/document/Resources/Corporate_Actions/mergers_takeovers.xls
https://www.stoxx.com/document/Resources/Corporate_Actions/stoxx_corporate_actions.txt
https://www.stoxx.com/document/Resources/Corporate_Actions/stoxx_corporate_actions.xls
https://www.stoxx.com/document/Resources/Corporate_Actions/stoxx_corporate_actions_global.xls
https://www.stoxx.com/document/Resources/Corporate_Actions/stoxx_corporate_actions_global.txt
https://www.stoxx.com/documents/Indices/corporateactions/corporateactions_xxxx.csv
https://www.stoxx.com/documents/Indices/corporateactions/corporateactions_xxxx_YYYYMMDD.csv
https://www.stoxx.com/document/Indices/Current/Change_Files/curr.txt
https://www.stoxx.com/document/Indices/Current/Change_Files/curr.xls
https://www.stoxx.com/document/Indices/Current/Change_Files/stoxx_index_divisors.txt
https://www.stoxx.com/document/Indices/Current/Change_Files/stoxx_index_divisors.xls
https://www.stoxx.com/document/Indices/Current/Change_Files/stoxx_index_divisors_europe.txt
https://www.stoxx.com/document/Indices/Current/Change_Files/stoxx_index_divisors_europe.xls
Reports (Review Files, Pre-Selection Lists, Selection Lists)
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/Reviews/YYYY/QX/qr_xxxx_YYYYMMDD.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/Reviews/YYYY/Month/mn_xxxx_YYYYMMDD.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/SelectionList/YYYY/Month/psl_xxxx_YYYYMM.xls
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/SelectionList/YYYY/Month/sl_xxxx_YYYYMM.xls
Historical Data: Cost to Borrow, Leverage/Short, Historical values
https://www.stoxx.com/document/Indices/Current/HistoricalData/h_ctb_xxxx.txt
https://www.stoxx.com/document/Indices/Current/HistoricalData/h_xxxx_ls.txt
https://www.stoxx.com/document/Indices/Current/HistoricalData/h_xxxx.txt

*xxxx – index symbol
**XXXX – INDEX SYMBOL (capital letters)
***QX – respective quarter
****Month – respective month (first letter capital)

Downloading files with SFTP

All updates on the IT infrastructure can be found on https://www.stoxx.com/systems-it. If you do not already have an SFTP client at your disposal, we recommend WinSCP. 

Connection details

Host: data.stoxx.com
Port: 22
Credentials: The credentials for the STOXX Website and iSFTP are harmonized to allow clients to connect with a unified username and password. Your username can be found on https://www.stoxx.com/my-profile.

The need of Whitelisting

data.stoxx.com is served from AWS ELB (Elastic Load Balancer).
Due to a high availability setup, ELB IP addresses are subject to change at any point of time. We recommend to whitelist the hostname data.stoxx.com on the firewall. In case you don’t have this option (i.e. to configure hostnames on your firewall), please contact Customer Support to be provided with direct iSFTP access.

Folder Structure

The folder structure on the iSFTP server is driven by the main index symbols and aligned with the structure on the STOXX Website.

STOXX

  • _common-files
  • <Main Index Symbol>
    • additional-files
    • components-files
    • composition-files
    • historical-files
    • review-files

The main index symbol groups all variants of an index (different currencies and return types). Please refer to the column AC in the Data Vendor Code sheet to find the iSFTP folder location for the index you are interested in. For example, the open files for different versions of the EURO STOXX 50 index can be found here:

“/STOXX/SX5E/composition-files/open_sx5e.csv”“/STOXX/SX5E/composition-files/open_sx5t.csv”“/STOXX/SX5E/composition-files/open_sx5gu.csv”

Available on the iSFTP

Depending on their type, the files on iSFTP are available in five different folders which are listed above: “additional-files”, “composition-files”, “historical-files”, “review-files” and “_common-files”, whereas the “_common-files” is for files which are not index-specific:

File TypeFile Name PatternExample for Equity Index*Example for Bond Index**
Business Forecastxxxx_FORECAST.csvN/Asrfilt_FORECAST.csv
Cash & Costxxxx_cash_and_cost.csv N/Asrfilp_cash_and_cost.csv
Cash & Cost Forecastxxxx_cash_and_cost_forecast.csv N/Asrfilp_cash_and_cost_forecast.csv
Composition List (Ultimo) Closing Dataunderlying_xxxx_ultimo_YYYYMMDD.csvN/Aunderlying_srfilp_ultimo_20200229.csv
Composition List Closing Dataunderlying_xxxx.csvN/Aunderlying_sx5bpi.csv
Corporate Actionscorporateactions_xxxx.csvcorporateactions_sxp1bast.csvN/A
Future Composition Listxxxx_BA_BCR.csvN/Asrfilp_BA_BCR.csv
Future Constituent Listxxxx_BCR.csvN/Asrfilp_BCR.csv
Index AnalyticsIA_xxxx.csvN/AIA_srfilp.csv
Index Analytics (Ultimo)IA_xxxx_ultimo_YYYYMMDD.csvN/AIA_srfilp_ultimo_20200229.csv
Intraday 1200intraday_underlying_xxxx.csvN/Aintraday_underlying_sx5bpi.csv
Pre-Selection Listpsl_xxxx_YYYYMM.xlspsl_sx5e_202003.xlsN/A
Selection Listsl_xxxx_YYYYMM.xlssl_sx5e_202003.xlsN/A
File TypeFile Name PatternExample for Equity Index*Example for Bond Index**
Componentscomponents_P000_xxxx.csvcomponents_P000_sxp1bast.csvN/A
Componentscomponents_P001_xxxx.csvcomponents_P001_sxp1bast.csvN/A
File TypeFile Name PatternExample for Equity Index*Example for Bond Index**
Close Compositionclose_xxxx.csvclose_sx5e.csvN/A
Close Compositionclosecomposition_xxxx.csvclosecomposition_sxp1base.csvN/A
Open Compositionopen_xxxx.csvopen_sx5e.csvN/A
Open Compositionopencomposition_xxxx.csvopencomposition_sxp1base.csvN/A
File TypeFile Name PatternExample for Equity Index*Example for Bond Index**
Historical Datah_xxxx.txth_sx5e.txth_sx5bpi.txt
File TypeFile Name PatternExample for Equity Index*Example for Bond Index**
Monthly Review Filemn_xxxx_YYYYMMDD.csv | .xlsmn_saxeunp_20181022.csv | .xlsN/A
Quarterly Review Fileqr_xxxx_YYYYMMDD.csv | .xlsqr_sx5e_20180903.csv | .xlsN/A

* symbol sx5e refers to EURO STOXX 50 – euro price version, symbol saxeunp refers to EURO STOXX Minimum Variance Unconstrained – euro price version
** symbol sx5bpi refers to EURO STOXX 50 Corporate Bonds – euro price version,
symbol srfilp refers to iSTOXX® RiskFirst LDI Real Longer Pre RPI Post RPI – gbp price version
*** xxxx index symbol

File TypeFile Name Pattern
Corporate Actions and Dividends Effective Todaystoxx_corporate_actions.txt | .xls
 stoxx_corporate_actions_global.txt
Corporate Actions Forecastca_forecast.txt | .xls
Cost to Borrowcost_to_borrow.txt
 cost_to_borrow_forecast.txt
Currency Ratescurr.txt | .xls
Data Vendor Codesvendor_codes_stoxx.csv | .xls
 vendor_codes_discontinued_stoxx.csv | .xls
Dividends Forecastdividend_forecast.txt | .xls
Index Valuesstoxx_index_values.txt
Index Values and Divisorsstoxx_index_divisors.txt | .xls
 stoxx_index_divisors_europe.txt | .xls
IPO Reportipo_report.xls
Mergers & Takeovers Forecastmergers_takeovers.xls
Preliminary Free-Floatspreliminaryfloats_YYYYMMDD.xls

Download script

To download a data file from the STOXX iSFTP, take as example this command line:

option confirm off open sftp://username:password@data.stoxx.com -rawsettings ProxyMethod=3 ProxyHost=domain.here ProxyPort=8080 get -nopreservetime /STOXX/SX5E/composition-files/open_sx5e.csv C:\Downloads\file.csv

How to use the “One Click Download”?

You can arrange your licensed data into a maximum of 5 customizable packs available on a One Click Download basis from your My STOXX Dashboard.

Setup

  1. Once you log in, click on the Welcome user menu -> My STOXX Dashboard
  2. On the right side you will see the One Click Download column. Click on Manage.
  3. Under MY PACKS, set the desired filter.
  4. Go back to My STOXX Dashboard and see now your direct link on the One click Download column.
  5. Click on Save button.

How to subscribe for notification services?

Setup

  1. Once you log in, click on the Welcome user menu -> My Profile
  2. Under PREFERENCES, click the editing icon on the right side.
  3. Mark the checkbox stating you want to receive notifications.
  4. Select the indices and Notification Services you would like to know about.
  5. Click on Submit button.