Package: datamine
CME DatamineOverviewCME Datamine is offered via a self-service cloud solution, where you can access more than
450 terabytes of historical data almost instantaneously, using some of the most flexible
data delivery methods available. Extensively back-test strategies using real benchmark
markets that date back as far as the 1970s, to help you gauge profitability and risk.This python package will support your rapid analysis by supplying a basic framework for
direct iteration with CME Datamine cloud system to accomplish the following tasks.Load your data item catalog which you have subscribedDownload your data items to your local machines from the cloudSpecific data items automatically structured into a Pandas dataframe from
your local copy.  This includes correct typing and other generic routines to support
your analysis needs.Examples of working with this data in Pandas via a collection of Ipyhon Notebook files.InstallationCondaThe easiest way to install this package is to do so in a
Python environment created withAnacondaor its minimalist alternativeMiniconda.
Once this environment is installed and activated, simply run this command:conda install -c cme_group dataminePyPiInstallation fromPyPipip install datamineFrom sourceTo install from source, clone this repository and executepip install .If you wish to install the package in writable mode for development, dopip install -e .Example usageThe following sections quickly outline some of the simple methods to access
CME Datamine data. For interactive use, we recommend the use of aJupyternotebook or theJupyterLabplatform.Load My Data Catalog ItemsmyDatamine = dm.DatamineCon(username='YOUR_CME_APP_ID', password='YOUR_CME_APP_PASSWORD', path='./data/')
#Get My Datamine Data Catalog
myDatamine.get_catalog(limit=1000)
# Review one of the data catalog items as supplied in dict format.  
myDatamine.data_catalog.popitem()Download Specific Data ProductsYou can request specific data products.  Current data products supported are as follows.
When requesting your data, you must specify thedatasettag or leave it blank will request
all items in your catalog.CME Data ProductsData Set NameData TypedatasetTagCME Time and SalesPriceTICKCME  Market Depth MBOPriceMBOCME CF Crypto CurrencyIndexCRYPTOCURRENCYBrokerTec Top of BookPriceNEXBROKERTECTOBBrokerTec Depth of BookPriceNEXBROKERTECDOBBrokerTec Full BookPriceNEXBROKERTECFOBEris PAIMarket AnalyticsERISSSTL INT SettlementsPriceSTLThird Party DataData Set NameData TypedatasetTagTellusLabsAlternative - AgsTELLUSLABSOrbital InsightAlternative - EnergyORBITALINSIGHTBantix TechnologiesMarket Analytics - OptionsBANTIXRS MetricsAlternative - MetalsRSMETRICS1 QbitMarket Analytics1QBITA complete list of data products can be reviewed onCME DatamineExample request for specific Data Sets using thedatasettag.myDatamine.get_catalog(dataset='CRYPTOCURRENCY', limit=1000)
myDatamine.get_catalog(dataset='TICK', limit=1000)
myDatamine.get_catalog(dataset='TELLUSLABS', limit=1000)
myDatamine.get_catalog(dataset='RSMETRICS', limit=1000)Use Bitcoin Information in AnalysisThe following example can be found in theLoad Datamine Data Locally Example NotebookmyDatamine.get_catalog(dataset='CRYPTOCURRENCY', limit=1000)
myDatamine.crypto_load()

#plot second interval index values for Bitcoin
indexValue = myDatamine.crypto_DF.loc[myDatamine.crypto_DF['symbol'] =='BRTI','mdEntryPx'].plot(figsize=[15,5]);
plt.title('Historical Bitcoin Intraday Reference Rate')
plt.xlabel('Date')
plt.ylabel('USD/BTC')
plt.style.use('fivethirtyeight')
plt.show()Questions and Comments?Please use the Issues feature.NoticeThe information herein has been complied by CME Group for general informational and education purposes only and does not constitute trading advice or the solicitation of purchases or sale of futures, options, or swaps. The views in this video reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. All examples discussed are hypothetical situations, used for explanation purposes only, and should not be considered investment advice of the results of actual market experience. Although every attempt has been made to ensure the accuracy of the information herein, CME Group and its affiliates assume no responsibility for any errors or omissions. All data is sourced by CME Group unless otherwise stated. All matters pertaining to rules and specification herein are made subject to and are superseded by official CME, CBOT, NYMEX, and COMEX rules. Current rules should be consulted in all cases concerning contact specifications.CME Group, the Globe Logo, CME, Globex, E-Mini, CME Direct, CME Datamine and Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange Inc.  CBOT is a trademark of the Board of Trade of the City of Chicago, Inc.  NYMEX is a trademark of New York Mercantile Exchange, Inc.  COMEX is a trademark of Commodity Exchange, Inc. All other trademarks are the property of their respective owners.