Faulty HMC5883?

I just received a HMC5883 Magnetometer module. I wired up correctly, installed the Adafruit_HMC5883_U library.
Once I powered it up, the thing gets really hot, hot enough to burn my finger. When I run the demo code, in the serial monitor, it just displays “HMC5883 Magnetometer Test” and nothing happens. but once I unplugged the module, it displays

Sensor: HMC5883
Driver Ver: 1
Unique ID: 12345
Max Value: 800.00 uT
Min Value: -800.00 uT
Resolution: 0.20 uT

On this module, it has a DRDY pin, I believe it means data ready? I look at quite a few tutorials, none of them mention this pin, when should it be wired to?

Also when I run I2C scanner, it reports no I2C device found. Can I safely assume that the module is bad?

Which Arduino board are you using ? Could you give links and photos ? A link to the product that you bought, if possible with a schematic. A link to the Adafruit library that you used. A photo to show how you have connected it.

It should not get hot at all. After it got hot, you can assume the sensor is broken.