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How to use this website

1. 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 Index Values
3 Months

1 Year

Full History
Various PDF

 

2. Files’ 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 https://www.stoxx.com/index-details?symbol=xxxx, 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.

 

*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:

https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Data_Vendor_Codes/vendor_codes_stoxx.xls.

 

3. Introducing HTTP and SFTP Download


 

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

 

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 your Sales Representative or Customer Support.

 

4. 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

 

5. URLs


 

Index & Components related files (Composition, Factsheets, Files Guide)
https://www.stoxx.com/document/Bookmarks/CurrentFactsheets/XXXX.pdf
https://www.stoxx.com/document/Indices/Factsheets/YYYY/Month/XXXX.pdf
https://www.stoxx.com/document/Bookmarks/CurrentComponents/XXXX.pdf
https://www.stoxx.com/document/Indices/Factsheets_Components/YYYY/Month/XXXX.pdf
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/HistoricalData/h_xxxx.txt
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_P000_xxxx_YYYYMMDD.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/components/components_P001_xxxx.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/components/components_P001_xxxx_YYYYMMDD.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Composition_Files/closecomposition_xxxx.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Composition_Files/closecomposition_xxxx_YYYYMMDD.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Composition_Files/opencomposition_xxxx.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Composition_Files/opencomposition_xxxx_YYYYMMDD.csv
https://www.stoxx.com/document/Resources/Technical Documentation/STOXX_files_guide.pdf

 

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/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/documents/stoxxnet/Documents/Indices/corporateactionsforecast/CAForecast_xxxx.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/corporateactionsforecast/CCAForecast_P000_xxxx.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/corporateactionsforecast/CCAForecast_P001_xxxx.csv
https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Corporate_Actions/ca_forecast.txt
https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Corporate_Actions/ca_forecast.xlsx
https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Corporate_Actions/dividend_forecast.txt
https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Corporate_Actions/dividend_forecast.xls
https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Corporate_Actions/mergers_takeovers.xls
https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Corporate_Actions/mergers_takeovers.txt
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/corporateactions/corporateactions_xxxx.csv
https://www.stoxx.com/documents/stoxxnet/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/QX/qr_xxxx_P000_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/Reviews/YYYY/Month/mn_xxxx_P000_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/stoxxnet/Documents/Indices/Current/HistoricalData/h_ctb_xxxx.txt
https://www.stoxx.com/document/stoxxnet/Documents/Indices/Current/HistoricalData/h_xxxx_ls.txt
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/HistoricalData/h_xxxx.txt

 

*xxxx - index symbol

**XXXX - INDEX SYMBOL (capital letters)

***QX - respective quarter

****Month - respective month (first letter capital)

*****YYYY - respective year

 

 

6. 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
      • corporate-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:

https://www.stoxx.com/documents/stoxxnet/Documents/Resources/Data_Vendor_Codes/vendor_codes_stoxx.xls

 

For example, the open files for different versions of the EURO STOXX 50 index can be found here:

“/STOXX/SX5E/composition-files/opencomposition_sx5e.csv”
“/STOXX/SX5E/composition-files/opencomposition_sx5t.csv”
“/STOXX/SX5E/composition-files/opencomposition_sx5gu.csv”

 

Available on the iSFTP

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

 

The folder "additional-files" contains the following files:

File Type File Name Pattern Example for Equity Index* Example for Bond Index**
Business Forecast xxxx_FORECAST.csv N/A srfilt_FORECAST.csv
Cash & Cost xxxx_cash_and_cost.csv  N/A srfilp_cash_and_cost.csv
Cash & Cost Forecast xxxx_cash_and_cost_forecast.csv  N/A srfilp_cash_and_cost_forecast.csv
Components components_P000_xxxx.csv components_P000_sxp1bast.csv N/A
Components components_P001_xxxx.csv components_P001_sxp1bast.csv N/A
Composition List (Ultimo) Closing Data underlying_xxxx_ultimo_YYYYMMDD.csv N/A underlying_srfilp_ultimo_20200229.csv
Composition List Closing Data underlying_xxxx.csv N/A underlying_sx5bpi.csv
Corporate Actions corporateactions_xxxx.csv corporateactions_sxp1bast.csv N/A
Corporate Actions forecast CAForecast_xxxx.csv CAForecast_bkxe.csv N/A
ESG Report esg_report_xxxx.csv esg_report_sx5e.csv stoxx_bond_index_family_esg_reports.csv
Future Composition List xxxx_BA_BCR.csv N/A srfilp_BA_BCR.csv
Future Constituent List xxxx_BCR.csv N/A srfilp_BCR.csv
Historical Components Change historical_components_xxxx.csv historical_components_sx5e.csv N/A
Index Analytics IA_xxxx.csv N/A IA_srfilp.csv
Index Analytics (Ultimo) IA_xxxx_ultimo_YYYYMMDD.csv N/A IA_srfilp_ultimo_20200229.csv
Intraday 1200 intraday_underlying_xxxx.csv N/A intraday_underlying_sx5bpi.csv
Pre-Selection List psl_xxxx_YYYYMM.xls psl_sx5e_202003.xls N/A
Selection List sl_xxxx_YYYYMM.xls sl_sx5e_202003.xls N/A
Weightings weights_matrix_xxxx.csv weights_matrix_sx5e.csv N/A

 

 

The folder "components-files" contains the following files:

File Type File Name Pattern Example for Equity Index* Example for Bond Index**
Components components_P000_xxxx.csv components_P000_sxp1bast.csv N/A
Components components_P001_xxxx.csv components_P001_sxp1bast.csv N/A

 

 

The folder "composition-files" contains the following files:

File Type File Name Pattern Example for Equity Index* Example for Bond Index**
Close Composition closecomposition_xxxx.csv closecomposition_sxp1base.csv N/A
Open Composition opencomposition_xxxx.csv opencomposition_sxp1base.csv N/A

 

 

The folder "corporate-files" contains the following files:

File Type File Name Pattern Example for Equity Index* Example for Bond Index**
Corporate Actions forecast CCAForecast_P000_xxxx.csv CCAForecast_P000_bkxe.csv N/A
Corporate Actions forecast CCAForecast_P001_xxxx.csv CCAForecast_P001_bkxe.csv N/A

 

 

The folder "historical-files" contains the following files:

File Type File Name Pattern Example for Equity Index* Example for Bond Index**
Historical Data h_xxxx.txt h_sx5e.txt h_sx5bpi.txt

 

 

The folder “review-files” will contain the following files:

File Type File Name Pattern Example for Equity Index* Example for Bond Index**
Monthly Review File mn_xxxx_YYYYMMDD.csv mn_saxeunp_20211214.csv | .xls N/A
Monthly Review File mn_xxxx_P000_YYYYMMDD.csv mn_saxeunp_P000_20211214.csv | .xls N/A
Quarterly Review File qr_xxxx_YYYYMMDD.csv qr_sx5e_20211215.csv | .xls N/A
Quarterly Review File qr_xxxx_P000_YYYYMMDD.csv qr_sx5e_P000_20211215.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

*** xxxx index symbol

 

The folder "_common-files" is for files which are not index-specific.
It is provided to all customers who have subscribed to iSFTP access and it contains the following files:

File Type File Name Pattern
Corporate Actions Forecast ca_forecast.txt | .xls
Cost to Borrow cost_to_borrow.txt
  cost_to_borrow_forecast.txt
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
Index Values stoxx_index_values.txt
Index Values and Divisors stoxx_index_divisors.txt | .xls
  stoxx_index_divisors_europe.txt | .xls
Mergers & Takeovers Forecast mergers_takeovers.xls
Preliminary Free-Floats preliminaryfloats_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/opencomposition_sx5e.csv C:\Downloads\file.csv

 


 

7. 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.

 

 

8. Notification Subscription


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 you would like to know about, Areas of Interest, and Notification Preferences.
  5. Click on Submit button.

 

8.1 Notification Preferences

 

Subscription Categories Notification Preferences
Market Consultation Publication of market consultation and results of market consultation
Vendor Notification New index dissemination, index decommissioning
Index Update Publication of index composition change due to review or corporate action
Systems & IT Publication of technical information related to files and system changes
Methodology Publication of methodology changes
Selection Lists Publication of selection lists
Periodic Reviews Publication of review reports
Dissemination Publication of index value correction, index suspension, resume or termination
Corporate Actions and Dividend Alerts Publication of index adjustment due to corporate action correction, corporate actions adjustment, dividend adjustment
Daily Index Data Publication of composition lists, index values and divisors for European indices, divisor adjustment, daily component changes, week's forecast due to corporate actions, index data publication information
Factsheet Update Alert Publication of factsheets
General Information from Index Team Other non-categorized notifications
Real Time Dissemination Data Dissemination problem with Stock Exchange Data