Effective Wednesday, November 6, 2024, CME Group is directing all Benchmark Dataset CME DataMine customers to switch their delivery mechanisms to a new platform. Clients receiving the data from the File Browser/UI, API, SFTP, and S3 will be required to make updates to continue receiving their data. Clients will have until Tuesday, December 31, 2024, to make this change or their data access will be cut off.

Benchmark data Includes the following products:

CME Group Volatility Index (CVOL) End of Day
CME Group Volatility Index (CVOL) Intra Day
CME Term SOFR
CME Term SOFR Constituent Files
CME Term SOFR Daily Returns
Livestock Price Indices
Repo Funds Rate (RFR) - Euro
Repo Funds Rate (RFR) - JBOND
Repo Funds Rate (RFR) - Sterling

Contents

Client System Impacts

File Download REST API

Clients may continue to download files over the CME DataMine REST API using existing CME DataMine Basic Auth API ID. The criteria and file id information will all remain the same, along with the data contents. The only change to the file download API will be the URL and Endpoints changing to the following:

Endpoint

CME DataMine URL: https://datamine.new.cmegroup.com/cme/api/v2/download
List API: Available in November 2024

Examples

Authentication is required to access example data.

File Download API Criteria

Name

Description

Required

Type

fid

File IDs are available from the Order History page under My Account.

The fid format is: yyyymmdd-dataset_exch_symbol_foi_spread-venue, these fid values will remain the same.

foi possible value:

fut
opt

spread possible value:

0 for outright
1 for spread

Example: 20240107-bbo_xcme_sp_fut_0-rth

Yes

String

A list of File IDs (fid) is now available.

S3 Transfer

S3 will continue to be a supported delivery destination and requires slight authorization modifications to continue using this service.

From the new DateMine, navigate to Settings > Data Delivery Destinations > Add Delivery Destination to set up a new delivery location.
Input the bucket name, optional subfolder name, and optional nickname for the destination.

Note: the bucket region must continue to be in AWS US East 1.

Once saved, paste the below policy into the S3 Bucket Policy section of the AWS account to start receiving files.
Test the configuration by selecting Test Connection to ensure the details are input correctly. Please update the {bucketName} and/or update "*" or {subPath} to reflect the target AWS bucket.

S3 Policy

{
	"Version": "2012-10-17",
	"Statement": [
		{
			"Sid": "AllowS3Access",
			"Effect": "Allow",
			"Principal": {
				"AWS": "arn:aws:iam::905418243502:root"
			},
			"Action": [
				"s3:PutObject",
				"s3:ListBucket"
			],
			"Resource": [
                "arn:aws:s3:::{bucket_name}/*",
                "arn:aws:s3:::{bucket_name}"
			]
		}
	]
}