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How to use this website

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-itFor 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:

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

 

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:

 

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

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

 

 

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

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

 

 

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

File Type File Name Pattern Example for Equity Index* Example for Bond Index**
Historical Data h_symbol.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_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

 

 

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 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

 

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

  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 news?


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 Services.
  5. Click on Submit button.