Suppose that for $i\in I$, $X_i$ are topological spaces and $U_i$ is an ultrafilter over $X_i$. Consider the space $\Pi_i X_i$ with the product topology.
I want to know when, if ever, it is possible to construct an ultrafilter $U$ over $\Pi_i X_i$ such that for every open $\Pi_i A_i \subseteq \Pi_i X_i$:
- $\Pi_i A_i \in U$ iff $A_i\in U_i$ for every $i$.
In fact, it is possible to construct an ultrafilter $U$ such that the condition $\prod_{i \in I} A_i \in U$ iff $A_i \in U_i$ for every $i$ holds for all $(A_i)_{i \in I} \in \prod_{i \in I} P(X_i)$ - regardless of whether or not $\prod_i A_i$ is open. Here is an outline of how you would construct it - let me know if you need help in filling in any of the details.