For your reporting needs, you may want to display values from a Lookup Table exactly in the order they are saved in PWA.
Within PWA, this setting is controlled using “Display order for lookup table” option on Edit Lookup Table Page.
However, this sort order is not available in Reporting Database. Following query uses Published (and reporting) schema to get this information. This is tested on Project Server 2013 on premises.
SELECT [MemberValue] , tmv .LT_VALUE_SORT_INDEX
FROM [MSPLT_Target Market_OlapView] tm
inner join pub .MSP_LOOKUP_TABLE_VALUES tmv
on tm.LookupMemberUID = tmv.LT_STRUCT_UID
order by LT_VALUE_SORT_INDEX
Replace “Target market” with your Lookup Table name in the above query.