- Access to Data and Reports
- Introducing HTTP and SFTP Download
- Downloading files with an HTTP Download Manager
- Downloading files with cURL
- URLs
- Downloading files with SFTP
- How to use the “One Click Download”?
- How to subscribe for news?
Access to Data and Reports
The access throughout the different range of content on stoxx.com can be explained 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 Content | Guest | User | Customer |
Corporate Action, Weightings & Composition Files | ![]() | ![]() | ![]() |
Historical Data | ![]() 3 Months | ![]() 1 Year | ![]() Full History |
Various PDF | ![]() | ![]() | ![]() |
Technically, there are two means to automatically download STOXX Data: HTTP and SFTP.
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 HTTP Download Manager and cURL methods.
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 your Sales Representative or Customer Support.
Downloading files with an HTTP Download Manager
Automatic data download is facilitated by accepting the user credentials as "Basic Authentication" header. It is therefore not necessary nor recommended to write download scripts which emulate a browser login session.
To schedule a periodic download of one or more files, the easiest way is to install an HTTP Download Manager on the local computer. HTTP Download Managers can be easily found on the Internet, either as proprietary applications or freeware Open Source software.
A suitable Download Manager must allow to specify username and password for Basic Authentication. There you have to provide your email address as username and the password you chose during the MySTOXX subscription process. 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.
Note also that some download managers require a special option to send username/password immediately to the server without waiting for an authentication challenge.
For example, recent versions of GNU Wget (http://www.gnu.org/software/wget/wget.html) require the option:
--auth-no-challenge |
Downloading files with cURL
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 https://www.stoxx.com/download/... --location-trusted |
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 https://www.stoxx.com/download/... --location-trusted |
URLs
Index & Components related files (Composition, Factsheets, Index divisor) |
https://www.stoxx.com/document/Bookmarks/CurrentFactsheets/* |
https://www.stoxx.com/document/Bookmarks/CurrentComponents/* |
https://www.stoxx.com/document/Indices/Current/HistoricalData/Protected/* |
https://www.stoxx.com/document/Indices/Current/HistoricalData/* |
https://www.stoxx.com/document/Indices/Current/Composition_Files/* |
https://www.stoxx.com/document/Indices/Current/Change_Files/* |
https://www.stoxx.com/document/Indices/Current/* |
https://www.stoxx.com/document/Indices/Common/comp_file_glossary.pdf |
Resources (Methodology, Rulebooks, Dissemination, Corporate Actions, End of the day data) |
https://www.stoxx.com/document/Indices/Common/Indexguide/* |
https://www.stoxx.com/document/Resources/Regulation/* |
https://www.stoxx.com/document/Resources/Methodology/Withholding_Taxes/* |
https://www.stoxx.com/document/Resources/Methodology/Sector_Classification_ICB/* |
https://www.stoxx.com/document/Resources/Methodology/Country_Classification/article_EM_201208.pdf |
https://www.stoxx.com/document/Resources/Methodology/Country_Classification/* |
https://www.stoxx.com/document/Resources/MarketConsultation/* |
https://www.stoxx.com/document/Resources/Exchange_Traded_Products/* |
https://www.stoxx.com/document/Resources/Methodology/Dissemination/Calendar/dissemination_calendar_2014.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/* |
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/Common/hist_component_changes_2000-2006.xls |
https://www.stoxx.com/document/Indices/Common/hist_component_changes_2006-present.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_europe.txt |
Reports (Selection List) |
https://www.stoxx.com/document/Reports/SelectionList/2017/month/* |
https://www.stoxx.com/document/Reports/SelectionList/2016/month/* |
Historical Data: Cost to Borrow, Risk Control, Leverage/Short, Historical values |
https://www.stoxx.com/document/Indices/Current/HistoricalData/h_ctb_*.txt |
https://www.stoxx.com/document/Indices/Current/HistoricalData/h_*rc_*.txt |
https://www.stoxx.com/document/Indices/Current/HistoricalData/h_*ls.txt |
https://www.stoxx.com/document/Indices/Current/HistoricalData/h_*.txt |
+ For unmasked URL, please replace '/document' with '/documents/stoxxnet/Documents'
Downloading files with SFTP
We have recently launched a new SFTP environment which is fully integrated with our STOXX Website: the new iSFTP. Please note that we are currently operating both environments in parallel but we would advise you to switch over to iSFTP as we will decommission the old SFTP environment in the future. Any updates are communicated on https://www.stoxx.com/systems-it. For reference, you can find some information related to the old SFTP environment at the bottom of this section.
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 the structure on the STOXX Website.
- STOXX
- _common-files
- <Main Index Symbol>
- additional-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 Data Vendor Code sheet to find the iSFTP folder location for the index you are interested in:
For example, the open file for the EURO STOXX 50 EUR price version can be found here:
“/STOXX/SX5E/composition-files/open_sx5e.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 Type | File Name Pattern | Example for Equity Index* | Example for Bond Index** |
---|---|---|---|
Business Forecast | symbol_FORECAST.csv | N/A | sx5bpi_FORECAST.csv |
Cash & Cost | symbol_cash_and_cost.csv | N/A | srfilp_cash_and_cost.csv |
Cash & Cost Forecast | symbol_cash_and_cost_forecast.csv | N/A | srfilp_cash_and_cost_forecast.csv |
Composition List Closing Data | underlying_symbol.csv | N/A | underlying_sx5bpi.csv |
Composition List (Ultimo) Closing Data | underlying_symbol_ultimo_YYYYMMDD.csv | N/A | underlying_sx5bpi_ultimo_20181031.csv |
Future Composition List | symbol_BA_BCR.csv | N/A | sx5bpi_BA_BCR.csv |
Future Constituent List | symbol_BCR.csv | N/A | sx5bpi_BCR.csv |
Index Analytics | IA_symbol.csv | N/A | IA_sx5bpi.csv |
Index Analytics (Ultimo) | IA_symbol_ultimo_YYYYMMDD.csv | N/A | IA_sx5bpi_ultimo_20181031.csv |
Intraday 1200 | intraday_underlying_symbol.csv | N/A | intraday_underlying_sx5bpi.csv |
File Type | File Name Pattern | Example for Equity Index* | Example for Bond Index** |
Close Composition | close_symbol.csv | close_sx5e.csv | N/A |
Open Composition | open_symbol.csv | open_sx5e.csv | N/A |
File Type | File Name Pattern | Example for Equity Index* | Example for Bond Index** |
---|---|---|---|
Historical Data | h_symbol.txt | h_sx5e.txt | h_sx5bpi.txt |
File Type | File Name Pattern | Example for Equity Index* | Example for Bond Index** |
---|---|---|---|
Monthly Review File | mn_symbol_YYYYMMDD.csv | .xls | mn_saxeunp_20181022.csv | .xls | N/A |
Quarterly Review File | qr_symbol_YYYYMMDD.csv | .xls | qr_sx5e_20180903.csv | .xls | N/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
File Type | File Name Pattern |
---|---|
Corporate Actions and Dividends Effective Today | stoxx_corporate_actions.txt | .xls |
stoxx_corporate_actions_global.txt | |
Corporate Actions Forecast | ca_forecast.txt | .xls |
Currency Rates | curr.txt | .xls |
Data Vendor Codes | vendor_codes_stoxx.csv | .xls |
vendor_codes_discontinued_stoxx.csv | .xls | |
Dividends Forecast | dividend_forecast.txt | .xls |
Glossary Composition Files | comp_file_glossary.pdf |
Index Values and Divisors | stoxx_index_divisors.txt | .xls |
stoxx_index_divisors_europe.txt | .xls | |
Mergers & Takeovers Forecast | mergers_takeover.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 |
For reference purposes, please find below some information related to the old SFTP environment. The need for whitelisting applies as described above.
Connection details
Host: sftp.stoxx.com
Port: 22
Credentials: Log in with user and password provided.
Available on the SFTP
- Open and close files
- CA & dividend forecast
- Index divisor files
- Currency report
- Quarterly review files
- In detail DVP reports for DVP indices
Folders Structure
STOXX Composition Files, Historical Data and Review Files are located in this folder structure on the SFTP server:
- stoxx-data
- packages (accessing this level will depend on your user permissions)
- common-files
- package-name
- composition-files
- historical-data
- review
- packages (accessing this level will depend on your user permissions)
For example, if looking for a Composition File from a Basic package, the URL to get to that folder would be this one:
“/stoxx-data/packages/basic/composition-files” |
Under “common-files” folder, you can find files that are not index-specific such as:
- Corporate Actions Forecast
- Dividend Forecast
- STOXX Currencies
- Vendor Codes Sheet
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
- Once you log in, click on the Welcome user menu -> My STOXX Dashboard
- On the right side you will see the One Click Download column. Click on Manage.
- Under MY PACKS, set the desired filter.
- Go back to My STOXX Dashboard and see now your direct link on the One click Download column.
- Click on Save button.
How to subscribe for news?
Setup
- Once you log in, click on the Welcome user menu -> My Profile
- Under PREFERENCES, click the editing icon on the right side.
- Mark the checkbox stating you want to receive notifications.
- Select the indices you would like to know about, Areas of Interest, and Notification Services.
- Click on Submit button.