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 |
---|---|
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 |
---|---|
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
CME DataMine URL: https://datamine.new.cmegroup.com/cme/api/v2/download
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 |
---|---|---|---|
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:
spread possible value:
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.
From the new DataMine, 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. The bucket region must continue to be in AWS US East
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}" ] } ] }
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:
Log in to the new CME DataMine site.
If normal logon, proceed to testing the SFTP site authentication. If using Key File, follow steps a and b below:
Generate a SFTP public-private key pair using a key pair generator.
Provide the public key to CME Group for entitlement.
Name | Value |
---|---|
Host name | |
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.
File Download Interface
Navigate to My Account > My Data.
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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