Gathering the EUROX STOXX 50 Index and VSTOXX data
STOXX Limited publishes the historical daily end-of-day index prices on their website at http://www.stoxx.com/data/historical/historical_benchmark.html.
The "STOXX Europe 600 (all regions)" historical daily data can be obtained at http://www.stoxx.com/download/historical_values/hbrbcpe.txt under Benchmark Indices of the Historical Data category of the website. The EURO STOXX 50 Index can be found within this data file.
The VSTOXX historical daily data can be obtained at http://www.stoxx.com/download/historical_values/h_vstoxx.txt. The EURO STOXX 50 Volatility link is found under Strategy Indices of the Historical Data category of the website.
The Python module urllib can be used to interact with the web resources through the urlretrieve function to download data from an external source onto our local disk.
The following Python code lets us download the required data text files onto our destination directory defined by the data_folder variable...
