For a finite set and open sets for , the setsform a basis of a topology for the product topology. The empty set intersection is . Each basic open set is a cylinder set; all coordinates outside are free. Arbitrary open sets are unions of these basic tests and need not themselves depend on one fixed finite collection of coordinates.[ref]
Point-Set Topology, Chapter 2: Continuous functions. Proposition 2.2.1, Definition 2.2.2 and Remark 2.2.8: finite-coordinate basis and general open subsets
Why finitely many? Any topology making the projection maps continuous must contain their preimages of open sets, and hence finite set intersections of those preimages. Taking arbitrary unions supplies exactly the product topology. Intersecting two basic cylinder sets still restricts only the finite union of their coordinate sets.
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