Futures and Options on Futures on RDW
Comprehensive product and instrument reference data for 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
Contents
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 */
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