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 |
* 3 months of history provided, for full history a historical license is required.
2. Files’ location on the website
Component Information, Factsheet Information, Historical Data, Composition Lists, Review / Rebalancing Files, Reference Data 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 index symbol*. Choosing time frame of requested data and pressing GO will provide you with data on monthly basis in zip file.
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.
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
Resources (Methodology, Rulebooks, Dissemination) |
https://www.stoxx.com/rulebooks |
https://www.stoxx.com/index-regulations |
https://www.stoxx.com/country-classification |
https://www.stoxx.com/sector-classification-icb |
https://www.stoxx.com/market-consultations |
https://www.stoxx.com/withholding-taxes |
https://www.stoxx.com/exchange-traded-products |
https://www.stoxx.com/document/Resources/Technical Documentation/Index_Files_Guide.pdf |
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/otherinformation/indexreview/STOXXIndexReviewCalendar_YYYYMMDD.csv |
Daily Reports (Components, Open & Close Composition) |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/components/components_P###_xxxxx.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/components/components_P###_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Composition_Files/closecomposition_xxxxx.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Composition_Files/closecomposition_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Composition_Files/opencomposition_xxxxx.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/Composition_Files/opencomposition_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/document/Indices/Current/Composition_Files/close_xxxxx.csv |
Daily Reports (Corporate Actions) |
---|
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/corporateactionsforecast/CAForecast_xxxxx.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/corporateactionsforecast/CAForecast_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/corporateactionsforecast/CCAForecast_P###_xxxxx.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/otherinformation/corporateactionsforecast/CCAForecast_P###_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/corporateactions/corporateactions_xxxxx.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/corporateactions/corporateactions_xxxxx_YYYYMMDD.csv |
Daily Reports (End of the day data) |
---|
https://www.stoxx.com/document/Indices/Current/Change_Files/curr.txt |
https://www.stoxx.com/document/Indices/Current/Change_Files/curr.csv |
https://www.stoxx.com/document/Indices/Current/Change_Files/index_divisors.txt |
https://www.stoxx.com/document/Indices/Current/Change_Files/index_divisors.csv |
https://www.stoxx.com/document/Indices/Current/Change_Files/index_divisors_europe.txt |
https://www.stoxx.com/document/Indices/Current/Change_Files/index_divisors_europe.csv |
Historical Data (Index Values, Cost to Borrow, Leverage & Short, Dividend Points) |
---|
https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Current/HistoricalData/h_xxxxx.txt |
https://www.stoxx.com/document/stoxxnet/Documents/Indices/Current/HistoricalData/h_xxxxx_ls.txt |
https://www.stoxx.com/document/Indices/Current/Change_Files/xxxxx.txt |
https://www.stoxx.com/document/stoxxnet/Documents/Indices/Current/HistoricalData/h_ctb_xxxxx.txt |
Monthly & Quarterly Reports (Review Calendar, Review Files, Pre-Selection Lists, Selection Lists) |
---|
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/Reviews/YYYY/QX/qr_P###_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/Reviews/YYYY/Month/mn_P###_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/STOXXSelectionList/YYYY/Month/psl_P###_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/STOXXSelectionList/YYYY/Month/sl_P###_xxxxx_YYYYMMDD.csv |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/Reviews/YYYY/QX/qr_xxxxx_YYYYMMDD.csv* |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/Reviews/YYYY/QX/qr_xxxxx_P000_YYYYMMDD.csv* |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/Reviews/YYYY/Month/mn_xxxxx_YYYYMMDD.csv* |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/Reviews/YYYY/Month/mn_xxxxx_P000_YYYYMMDD.csv* |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/SelectionList/YYYY/Month/psl_xxxxx_YYYYMM.xlsx* |
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/SelectionList/YYYY/Month/sl_xxxxx_YYYYMM.xlsx* |
Non-restricted Data (Factsheets, Components, Selection Lists) |
---|
https://www.stoxx.com/documents/stoxxnet/Documents/Reports/SelectionList/YYYY/Month/slpublic_xxxxx_YYYYMMDD.pdf |
https://www.stoxx.com/document/Bookmarks/CurrentFactsheets/XXXXX.pdf |
https://www.stoxx.com/document/Indices/Factsheets/YYYY/Month/XXXXX.pdf |
https://www.stoxx.com/document/Bookmarks/CurrentComponents/XXXXX.pdf |
https://www.stoxx.com/document/Indices/Factsheets_Components/YYYY/Month/XXXXX.pdf |
Description |
---|
xxxxx - index symbol, XXXXX - index symbol (uppercase)
YYYYMMDD - file publication date
YYYY - year, QX - quarter, Month - month (first letter capital)
P### - third-party data license identifier)
* reports published before 1/11/2023
6. Downloading files with SFTP
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.
Whitelisting requirements, Folder Structure and Download script are available in the iSFTP Technical Guide
All updates on the IT infrastructure can be found on https://www.stoxx.com/systems-it
7. Notification Subscription
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 Preferences.
- Click on Submit button.
Notification Preferences
Subscription Categories | Notification Preferences |
---|---|
Index Region and Index Type | Publication of index composition change due to review or corporate action |
STOXX General Website and Events Information | |
Market Consultation | Publication of market consultation and results of market consultation |
Vendor Notification | New index dissemination, index decommissioning |
STOXX Resources | |
Monthly Reports | Publication of monthly reports |
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 and preliminary free float |
Dissemination | Publication of index value correction, index suspension, resume or termination |
STOXX Index Data | |
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 |