Comprehensive product and instrument reference data for exchange-defined Futures, Options on Futures, and Combos is available on the Reference Data Warehouse in the following tables:

v_product_fno - all product reference data
v_instrument_fno - all instrument reference data
v_option_series_fno - Option series referential data, with attributes defined at the option series level
v_product_spec_fno - JSON attributes used to populate the product specification pages on cmegroup.com

User-defined instruments and combinations are not currently supported on RDW.

Contents

1 Schemas
- 1.1 Product Schema
- 1.2 Instrument Schema
- 1.3 Option Series Schema
- 1.4 Product Specifications Schema
2 Sample Queries

Schemas

Product Schema

Instrument Schema

Option Series Schema

Product Specifications Schema

Sample Queries

Query For All SOFR Products

SELECT * /*add specific fields or use star for all*/
FROM `/*insert project name */.cmeg_refdata_fno.v_product_fno` 
WHERE run_date="2023-06-12" and glbx_sym LIKE "SR3%" /* add query terms and run_date value to limit results */

Query For All SOFR Options Series

SELECT * /*add specific fields or use star for all*/
FROM `/*insert project name */.cmeg_refdata_fno.v_option_series_fno`
WHERE prod_guid="/*insert prod_guid value here*/" AND run_date="2023-06-12" /* add query terms and run_date value to limit results */

Query for SOFR Options Product Specifications

SELECT * /*add specific fields or use star for all*/
FROM `/*insert project name */.cmeg_refdata_fno.v_product_spec_fno`
WHERE prod_guid="/*insert prod_guid value here*/" AND run_date="2023-06-12" /* add query terms and run_date value to limit results */

CME Group Client Systems Wiki

Futures and Options on Futures on RDW