Euro Stoxx 50 (STOXX50) Historical Data CSV Free Download

STOXX50 Historical Data — Timeframe Breakdown

M1, M5 and M15 contain the most recent 100,000 candles (the MetaTrader 5 terminal window). M30 and above carry the full broker history since July 2019.

CSV Columns Explained

How to Use the STOXX50 Data

1. Download the ZIP and extract the nine CSV files.
2. For MT5: import into the Strategy Tester or rebuild the US500 symbol history; match the exact symbol name your broker uses (US500, SPX500, SP500, USA500).
3. For Python: load with pandas, parse the Timestamp column, sort ascending and build features (returns, range, session flags).
4. Run a data-quality pass first: duplicate timestamps, OHLC violations and session gaps are the three checks that catch most bad imports.
5. Include spread and the overnight financing behavior when you interpret results — index CFDs are not futures.

import pandas as pd

df = pd.read_csv("STOXX50m_PERIOD_M30_OHLC.csv")
df["Timestamp"] = pd.to_datetime(df["Timestamp"])
df = df.sort_values("Timestamp").set_index("Timestamp")

df["range"] = df["High"] - df["Low"]
df["body"]  = (df["Close"] - df["Open"]).abs()
df["session"] = pd.cut(df.index.hour, bins=[-1, 7, 13, 21, 24],
                       labels=["Asia", "London", "NewYork", "LateNY"])

print(df.tail())
print(df[["range", "body", "TickVolume", "Spread"]].describe())

Also Known As

STOXX50 is listed under several broker names: EU50, ESTX50, EURO50, SX5E, Euro Stoxx 50 Index CFD. The dataset works with any of them — rename the symbol to match your MT5 Market Watch exactly.

STOXX50 Historical Data — FAQ

Is this the SX5E futures data or the cash index?

It is the broker CFD feed that tracks the Euro Stoxx 50 cash index during EU session hours. For cash-index strategy development this is the correct series — futures-specific roll data is a different product.

Does the data include dividends or is it a total-return series?

It is a price series, like the index itself. Total-return index data (which reinvests dividends) is not what CFD traders execute against, so the price series is the honest choice for backtesting.

How can I test EU-session-only strategies?

Filter the M30 or H1 file by timestamp to the EU cash session (09:00-17:30 CET). The dataset includes full session history since 2019 so you can measure open-range and close-auction behavior.

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