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CME DataMine Dataset Delivery Migration

CME DataMine Dataset Delivery Migration

By Monday, April 21, 2025, all Benchmark Dataset CME DataMine customers need to switch their delivery mechanisms to a new platform to continue data access. Clients receiving the data from the File Browser/UI, API, SFTP, and S3 will be required to make updates, as described in this topic, to continue receiving their data.  

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

  • CME Group Petroleum Index Value

  • CME Group Petroleum Intraday Index 

  • Livestock Price Indices 

  • Repo Funds Rate (RFR) - Euro

  • Repo Funds Rate (RFR) - JBOND

  • Repo Funds Rate (RFR) - Sterling

Contents

Revision History

Date

Description

Date

Description

May 1, 2025

Removed SFTPGo Web Client section.

April 1, 2025

Updated customer migration date to Monday, April 21, 2025.

February 12, 2025

Updated SFTP logon content.

January 29, 2025

Enhanced description of SFTP section.

January 13, 2025

Updates to Introduction, Endpoint, and SFTP sections.

November 4, 2024

Initial publication of this pending client impact topic.

Key Events and Dates

Date

Milestone

Date

Milestone

November 6, 2024

Availability to switch CME DataMine dataset delivery mechanism to new platform.

April 21, 2025

Cut off for switching CME DataMine dataset delivery mechanism.

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

Examples

Authentication is required to access example data.

  • https://datamine.new.cmegroup.com/cme/api/v2/download?fid=20240923-SOFRT_TermRate_Fixings_0_CSV

  • https://datamine.new.cmegroup.com/cme/api/v2/download?fid=20240919-LVSTOCK_BOX_BEEF_9_0

File Download API Criteria

Name

Description

Required

Type

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) are available here. 

S3 Transfer

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

  1. From the new DataMine, navigate to Settings > Data Delivery Destinations > Add Delivery Destination to set up a new delivery location.

  2. Input the bucket name, optional subfolder name, and optional nickname for the destination. The bucket region must continue to be in AWS US East

  3. 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": "AllowForeignS3Access", "Effect": "Allow", "Principal": { "AWS": [ "arn:aws:iam::905418243502:role/venus-cmeprod-airflow-ecs-AirflowTaskRoleWithUserSe-VzZmh3EcAysc", "arn:aws:iam::905418243502:role/dhx-managed-s3-access-role-cmeprod" ] }, "Action": [ "s3:ListBucket", "s3:GetBucketLocation", "s3:PutObject" ], "Resource": [ "arn:aws:s3:::{bucket_name}/*", "arn:aws:s3:::{bucket_name}" ] } ] }

     


  4.  Paste and save the above statement into your bucket policy and save the changes. Set up to transfer data is enabled.

SFTP

SFTP will continue being a supported delivery destination. Authentication can continue to either use Normal Login (CME API ID + CME API Password) or a Key File. The file format remains the same, but the folder organization and paths have some modifications.

Folder structure example:

/Data Category/Dataset/Year/Month/Day/Files

Directory path example:

/TERM_SOFR/TERM_SOFR_DAILY/2025/01/23/SOFRT_TermRate_Fixings_20250123.CSV”

To use the new service, please follow the below prerequisites:

  1. Log in to the new CME DataMine site.

  2. If normal logon, proceed to testing the SFTP site authentication. If using Key File, follow steps a and b below:

    1. Generate a SFTP public-private key pair using a key pair generator.

    2. Provide the public key to CME Group for entitlement.

Name

Value

Name

Value

Host name

sftp.cmeprod.datahex.rozettatech.com

Port

22

Protocol

SFTP

Logon Type

Normal Logon* or Key File

Username

CME API ID* or Your CME Group associated email

Password / Key File

CME API Password* or Key file path

Username / Password corresponds to the authentication type in that users either enter a Key File (email + Key file) or perform a Normal Logon (API ID + API Password).

For entitling your SFTP Public Key, please provide the file / string to dataplatforms.product@cmegroup.com and expect a 24 hour turnaround time.

Input Information Example

Set Logon Type>Key file to allow input of your key file path.

sftp-file-transfer-input-info.png

File Download Interface

  1. Navigate to My Account > My Data.

  2. Under the Access Data column select Download.

Email File Sharing

A newly supported delivery offering is available to receive files pushed via email. To select, navigate to Settings > Data Delivery Destinations.

Contact Information

For assistance, see CME DataMine Support Contacts.

 

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