The DataMine Machine Learning Service is an Automated Machine Learning platform that uses CME Group data and other public data to build machine learning models for financial instruments such as equities, indices, commodities, currencies, and cryptoassets. The goal with DataMine Machine Learning Service is to enable anyone to derive meaningful data-driven insights for procurement, trading and risk management. The platform comes pre-loaded with a set of example models, and users can also build their own models; no coding or data science expertise required.

Automated Machine Learning

Automated Machine Learning is a technology that streamlines and accelerates the processes and workflow typically required to utilize machine learning. This involves the automation of data pre-processing, model creation, parameter adaptation, and model updates. Historically this process requires a team of Data Scientists and takes weeks or even months to implement. With Machine Learning Service, non-technical users can build and leverage machine learning models.

DataMine Machine Learning

DataMine Machine Learning Service is a machine learning tool that allows users to build their own machine learning models. Once built, data is ingested automatically every day to update the models and generate daily signals for different timeframes specified by the user. Model signals are converted into strategies and then backtested and evaluated across a variety of performance metrics, allowing users to evaluate and compare different data, models and strategies.

Contents

1 FAQ

Resources

DataMine Machine Learning Service can be used to build machine learning models for the following CME Group Products:

1.1 Energy

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used
WTI Rolling Futures Index	CRFCL	CL	03.Jan.2011	Monthly Contracts (12 months)
Natural Gas Rolling Futures Index	CRFNG	NG	03.Jan.2011	Monthly Contracts (12 months)
NY Harbor ULSD Rolling Future	CRFHO	HO	03.Jan.2011	Monthly Contracts (12 months)
RBOB Rolling Future	CRFRB	RB	03.Jan.2011	Monthly Contracts (12 months)

1.2 Metals

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used
Gold Rolling Future	CRFGC	GC	03.Jan.2011	Monthly Contracts (12 months)
Silver Rolling Future	CRFSI	SI	03.Jan.2011	Monthly Contracts (12 months)
Copper Rolling Future	CRFHG	HG	03.Jan.2011	Monthly Contracts (12 months)
Platinum Rolling Future	CRFPL	PL	03.Jan.2011	Monthly Contracts (Jan, Apr, Jul, Oct)

1.3 Interest Rates & Treasury

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used
2Y Treasury Note Rolling Future	CRFZT	ZT	02.Jan.2004	Quarterly Contracts (Mar, Jun, Sep, Dec)
5Y Treasury Note Rolling Future	CRFZF	ZF	02.Jan.2004	Quarterly Contracts (Mar, Jun, Sep, Dec)
10Y Treasury Note Rolling Future	CRFZN	ZN	02.Jan.2004	Quarterly Contracts (Mar, Jun, Sep, Dec)
30Y Treasury Bond Rolling Future	CRFZB	ZB	02.Jan.2004	Quarterly Contracts (Mar, Jun, Sep, Dec)
Ultra Treasury Bond Rolling Future	CRFUB	UB	01.Mar.2010	Quarterly Contracts (Mar, Jun, Sep, Dec)
Fed Funds Rolling Future	CRFZQ	ZQ	02.Jan.2004	Monthly Contracts (12 months)
1M SOFR Rolling Future	CRFSR1	SR1	01.Jun.2018	Monthly Contracts (12 months)
3M SOFR Rolling Future	CRFSR3	SR3	01.Jun.2018	Quarterly Contracts (Mar, Jun, Sep, Dec)

1.4 Agriculture

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used
Chicago Wheat Rolling Future	CRFZW	ZW	02.Jan.2004	Monthly Contracts (Mar,May,Jul,Sep,Dec)
Corn Rolling Future	CRFZC	ZC	02.Jan.2004	Monthly Contracts (Mar,May,Jul,Sep,Dec)
Soybean Rolling Future	CRFZS	ZS	02.Jan.2004	Monthly Contracts (Jan,Mar,May,Jul,Aug,Sep,Nov)
Soybean Meal Rolling Future	CRFZM	ZM	02.Jan.2004	Monthly Contracts (Jan,Mar,May,Jul,Aug,Sep,Oct,Dec)
Soybean Oil Rolling Future	CRFZL	ZL	02.Jan.2004	Monthly Contracts (Jan,Mar,May,Jul,Aug,Sep,Oct,Dec)
Lean Hogs Rolling Future	CRFHE	HE	02.Jan.2004	Monthly Contracts (Feb,Apr,May,Jun,Jul,Aug,Oct,Dec)
Live Cattle Rolling Future	CRFLE	LE	02.Jan.2004	Monthly Contracts (Feb,Apr,Jun,Aug,Oct,Dec)
Feeder Cattle Rolling Future	CRFGF	GF	02.Jan.2004	Monthly Contracts (Jan,Mar,Apr,May,Aug,Sep,Oct,Nov)

1.5 Foreign Exchange

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used

Index	Ticker	Underlying Future (Globex Code)	Start Date	Contracts Used
EUR/USD Rolling Future	CRF6E	6E	02.Jan.2004	Quarterly Contracts (Mar, Jun, Sep, Dec)
GBP/USD Rolling Future	CRF6B	6B	02.Jan.2004	Quarterly Contracts (Mar, Jun, Sep, Dec)
JPY/USD Rolling Future	CRF6J	6J	02.Jan.2004	Quarterly Contracts (Mar, Jun, Sep, Dec)
AUD/USD Rolling Future	CRF6A	6A	02.Jan.2004	Quarterly Contracts (Mar, Jun, Sep, Dec)

FAQ

[Top]