Historical Euro Stoxx Banks Futures Data (ESB)

Historical Intraday Euro Stoxx Banks Data (ESB)

Contract Specs:

Euro Stoxx Banks (ESB)
Exchange: EUREX
Sector: Index
Tick Size: 0.1
Tick Value: 5 EUR
BPV: 50
Denomination: EUR
Decimal Place: 1

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 2001 Mar 19 Current Download
Intraday: 2001 Mar 19 Current Download
Tick – Trades Only: 2001 Mar 19 Current Download
Tick – Level 1: 2001 Mar 19 Current Download

Euro Stoxx Banks Facts

The EURO STOXX Banks Index is a sub index of the EURO STOXX Index.

Companies on the Euro STOXX Banks are categorised based on their primary source of revenue. There are four levels of classification ranging from broad to very detailed: 11 industries are broken down into 20 supersectors, 45 sectors and 173 subsectors.

Sources: Financial Times, Qontigo

Historical Euro Stoxx Banks Futures Data – Format Details

Portara provides historical Euro Stoxx Banks intraday data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Euro Stoxx Banks futures can be split into three main headings:

  • Daily futures data – which includes either the last price or the settlement
  • Intraday futures data – which includes trade volume
  • Tick data – which can include the bid, ask and settle

You can purchase historical Euro Stoxx Banks data as individual contracts or in a continuous form.

Continuous futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each futures contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

Portara’s daily Euro Stoxx Banks data is made up of five data points – open, high, low, last-price and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

Portara’s intraday Euro Stoxx Banks data is supplied as default in 1-minute bar. However, you may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract historical daily data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom daily data between only between the custom session markers you choose.

Portara provides tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the Euro Stoxx Banks sample data above. Our default format timestamp is to the millisecond. Tick data includes price, the trade volume, and other trade indicators such as bid, ask, trade and settle.

Remember to compare the file size of trades only data to level 1 tick data as they can vary by factors of 10 to 100 fold. If you have questions simply email us and one of our technicians will guide you.

Updates

All of our historical data is updated on a daily basis four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your Euro Stoxx Banks data, along with compression, roll and custom formatting features on CQG deep history databases. Our historical data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical Euro Stoxx Banks futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.