Historical STOXX Europe 50 Index Intraday Data (DTX)

Historical Intraday STOXX Europe 50 Index Futures Data

Contract Specs:

STOXX Europe 50 (DTX)
Exchange: EUREX
Sector: Index
Tick Size: 1
Tick Value: 10 EUR
BPV: 10
Denomination: EUR
Decimal Place: 0

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1998 Jun 22 Current Download
Intraday: 1998 Jun 22 Current Download
Tick – Trades Only: 1998 Jun 22 Current Download
Tick – Level 1: 1998 Jun 22 Current Download

STOXX Europe 50 Facts

The STOXX Europe 50 is a stock index of European stocks designed by STOXX Ltd and introduced in February 1998.

The index covers 50 stocks from 18 European countries: Austria, Belgium, Czech Republic, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kingdom. The index is weighted quarterly according to free-float market capitalization with components capped at a maximum of 10% and is reviewed annually in September.

Sources: Wikipedia

Historical Intraday STOXX Europe 50 Index Futures Data – Format Details

Portara provides historical STOXX Europe 50 intraday futures to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

STOXX Europe 50 Index futures data can be split into three main headings:

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

You can purchase historical STOXX Index futures data as individual contracts or in a continuous form.

Continuous STOXX 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 standard STOXX Europe 50 daily futures 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 STOXX Europe 50 intraday futures 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 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.

STOXX Europe 50 tick data can be purchased in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the 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 STOXX trades only data compared 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 futures data, along with compression, roll and custom formatting features on CQG deep history databases. 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 STOXX Europe 50 historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical STOXX Europe 50 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.