Historical Swiss Market Index Futures Data (SW)

Historical Intraday Swiss Market Index Futures Data

Contract Specs:

Swiss Market Index (SW)
Exchange: EUREX
Sector: Index
Tick Size: 1
Tick Value: 10 CHF
BPV: 10
Denomination: CHF
Decimal Place: 0

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1990 Nov 09 Current Download
Intraday: 1994 Apr 14 Current Download
Tick – Trades Only: 1994 Mar 3 Current Download
Tick – Level 1: 1994 Mar 31 Current Download

Swiss Market Index Facts

The Swiss Market Index was created on June 30 1988. The index covers an estimated 80% of Switzerland’s total market-cap but consists of only 20 companies.

Listed below are the 20 Companies included in the Swiss Market Index:

  • Nestlé SA
  • Novarts International AG
  • Roche Holding AG
  • Zurich Insurance Group AG
  • USB Group AG
  • ABB Ltd
  • Compagnie Financière Richemont SA
  • Lonza Group AG
  • Sika AG
  • Alcon Inc
  • Givaudan SA
  • Holcim Limited
  • Swisscom AG
  • Credit Suisse Group AG
  • Partners Group Holding AG
  • Swiss Reinsurance Company Ltd
  • Geberit AG
  • SGS SA
  • Swiss Life Holding AG
  • Logitech International SA

Sources: Six-Group, Wikipedia

Historical Intraday Swiss Market Futures Data – Format Details

Portara provides historical Swiss Market intraday futures for CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Swiss Market futures data can be split into three main headings:

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

You can purchase historical Swiss Market futures data as individual contracts or in a continuous form.

Continuous Swiss Market data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each Swiss Market 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 Swiss Market 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 Swiss Market 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 Swiss Market 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 Swiss Market daily futures data between only between the custom session markers you choose.

Portara provides Swiss Market tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the Swiss Market tick data samples above. Our default format timestamp is to the millisecond. Swiss Market 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 Swiss Market trades only data to Swiss Market 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 Swiss Market futures data, along with compression, roll and custom formatting features on CQG deep history databases. Swiss Market 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 Swiss Market historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical 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.