CME DataMine Dataset Delivery Migration

CME DataMine Dataset Delivery Migration

By October 23, 2025, all CME DataMine customers need to switch their dataset 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.  

Impacted products include:

Futures and Options Products

  • AIR Futures

  • Asian Gold Spot

  • Bantix QuickVol Datasets

  • BrokerTec Analytics

  • BrokerTec European Repo

  • BrokerTec U.S. Treasuries

  • CME CF Crypto Currency Rates

  • EBS NDF

  • EBS Spot FX

  • EBS Ultra Binary

  • Eligible Collateral

  • Eris PAI

  • Fixing Prices

  • FX Options Vol Converter

  • GovPX Treasury End of Day

  • GovPX U.S. Treasury

  • Liquidity Tool Datasets

  • Margin Data

  • OTC Interest Rate Swaps VOI

  • OTC IRS Curves

  • Premium FX

  • Registrar

  • RepoPX

  • SPAN Risk Parameter Files

  • TFS-ICAP FX Options

Cash Products

  • Block Trades

  • Daily Bulletin

  • End of Market Summary - Basic

  • End of Market Summary - Basic Plus

  • End of Market Summary - Premium

  • End of Market Summary - Premium Plus

  • End of Market Summary - Standard

  • Market Depth FIX

  • Market Depth RLC

  • MBO FIX

  • PCAP

  • RLC-SecDef

  • SecDef

  • Time and Sales

  • Top-of-Book 

  • Volume and Open Interest

Contents

Revision History

Date

Description

Date

Description

Tuesday, October 21, 2025

Updated the File Download REST API content to include endpoint changes.

Monday, July 21, 2025

Updated impacted products and associated Key Events and Dates.

Monday, July 7, 2025

Included futures and options dataset migration details throughout this topic.

Thursday, May 1, 2025

Removed SFTPGo Web Client section.

Tuesday, April 1, 2025

Updated customer migration date for Benchmark datasets to Monday, April 21, 2025.

Wednesday, February 12, 2025

Updated SFTP logon content.

Thursday, January 29, 2025

Enhanced description of SFTP section.

Monday, January 13, 2025

Updates to Introduction, Endpoint, and SFTP sections.

Monday, November 4, 2024

Initial publication of this pending client impact topic.

Key Events and Dates

Date

Milestone

Date

Milestone

Wednesday, November 6, 2024

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

Monday, April 21, 2025

Cut off for switching CME DataMine Benchmark dataset delivery mechanism for 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

Monday, July 7, 2025

Availability to switch CME DataMine futures and options dataset delivery mechanism to new platform.

Wednesday, July 23, 2025

Availability to switch CME DataMine dataset delivery mechanism to new platform for remaining products.

Wednesday, October 8, 2025

Cut off for switching CME DataMine futures and options dataset delivery mechanism for the following products:

  • Block Trades

  • Daily Bulletin

  • End of Market Summary - Basic

  • End of Market Summary - Basic Plus

  • End of Market Summary - Premium

  • End of Market Summary - Premium Plus

  • End of Market Summary - Standard

  • Market Depth FIX

  • Market Depth RLC

  • MBO FIX

  • PCAP

  • RLC-SecDef

  • SecDef

  • Time and Sales

  • Top-of-Book 

  • Volume and Open Interest

Thursday, October 23, 2025

Cut off for switching CME DataMine dataset delivery mechanism for the following products:

  • AIR Futures

  • Asian Gold Spot

  • Bantix QuickVol Datasets

  • BrokerTec Analytics

  • BrokerTec European Repo

  • BrokerTec U.S. Treasuries

  • CME CF Crypto Currency Rates

  • EBS NDF

  • EBS Spot FX

  • EBS Ultra Binary

  • Eligible Collateral

  • Eris PAI

  • Fixing Prices

  • FX Options Vol Converter

  • GovPX Treasury End of Day

  • GovPX U.S. Treasury

  • Liquidity Tool Datasets

  • Margin Data

  • OTC Interest Rate Swaps VOI

  • OTC IRS Curves

  • Premium FX

  • Registrar

  • RepoPX

  • SPAN Risk Parameter Files

  • TFS-ICAP FX Options

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 will remain the same, along with the data contents. The main change to the file download API will be the URL and Endpoints changing to the following:

New 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

Endpoints No Longer Supported

Newly released functionality on the DataMine V2 endpoint is designed to mimic the user experience and data delivery of the V1 Batch endpoint. This new V2 API functionality delivers a merged CSV file containing daily End-of-Day (EOD) files.

How it Works and File Availability
Similar to the V1 Batch endpoint, this process generates three distinct files daily. Retrieving each file requires a separate API call to the V2 endpoint.
To ensure the complete dataset is compiled, the merged files may be available up to 15 minutes past their typical target times.
Files will typically be available at the following times (all times are Central Time - CT):

  • E (Early): 5:45 PM CT

  • P (Preliminary): 9:45 PM CT

  • F (Final): 9:45 AM CT (on the next trade date)

Sample API Calls
Detailed sample API calls for this new V2 endpoint are available in a reference file.

These samples are tailored for two different subscription types:

  • Single Exchange Licenses (e.g., NYMEX only)

  • All CME Group Exchange Subscriptions

Please use the API call that corresponds to your current license type.

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 for download. Users can also access the full File API documentation.

DataMine List API is available. This API pairs well with the File Download API for querying a list of entitled files, or querying which files have been made available for a given date. Users can also access the full List API documentation.

S3 Transfer

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

Users can access the full S3 Transfer documentation.

  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.

Users can access the full SFTP documentation.

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.

Files begin populating in the SFTP folder within 24 hours of initial connection. To push data to the server prior to that, go to the CME DataMine marketplace, navigate to your Account-->My Data tab, or the dataset listing, and click Download for the date range intended.

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.

Users can access the full Email File Sharing documentation.

Contact Information

For assistance, see CME DataMine Support Contacts

 




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