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 Monday, March 31, 2025, 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
• 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

Key Events and Dates

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

• 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

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 DateMine, 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.
   

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

   

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 Expand source

   {
   	"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}"
   			]
   		}
   	]
   }

    
   
   
   
   
   

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

SFTP

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.