I play much more World of Warcraft than I should but I'm not sure what kind of data mining you're referring to. I don't think Blizzard allows anything that can read the memory of the game while you're playing it. Are you maybe referring to the raid logs that people use? Those are just addons that write the raid combat log to an external file, and then someone in the raid runs a program that reads the log file and uploads it to www.warcraftlogs.com