The following code will mine security data from seclists.org/rss/bugtraq.rss
You can easily add regular expressions to extract further data from the feed. However this particular rss feed only gives a shortened version of the original email, you need to parse the html to get access to all the data.
This blog includes:
Scripts mainly in Python with a few in R covering NLP, Pandas, Matplotlib and others. See the home page for links to some of the scripts. Also includes some explanations of basic data science terminology.