15 January 2025

🧭Business Intelligence: Perspectives (Part XXIII: In between the Many Destinations)

Business Intelligence Series
Business Intelligence Series

In too many cases the development of queries, respectively reports or data visualizations (aka artifacts) becomes a succession of drag & drops, formatting, (re)ordering things around, a bit of makeup, configuring a set of parameters, and the desired product is good to go! There seems nothing wrong with this approach as long as the outcomes meet users’ requirements, though it also gives the impression that’s all what the process is about. 

Given a set of data entities, usually there are at least as many perspectives into the data as entities’ number. Further perspectives can be found in exceptions and gaps in data, process variations, and the further aspects that can influence an artifact’s logic. All these aspects increase the overall complexity of the artifact, respectively of the development process. One guideline in handling all this is to keep the process in focus, and this starts with requirements’ elicitation and ends with the quality assurance and actual use.

Sometimes, the two words, the processes and their projection into the data and (data) models don’t reflect the reality adequately and one needs to compromise, at least until the gaps are better addressed. Process redesign, data harmonization and further steps need to be upon case considered in multiple iterations that should converge to optimal solutions, at least in theory. 

Therefore, in the development process there should be a continuous exploration of the various aspects until an optimum solution is reached. Often, there can be a couple of competing forces that can pull the solution in two or more directions  and then compromising is necessary. Especially as part of continuous improvement initiatives there’s the tendency of optimizing locally processes in the detriment of the overall process, with all the consequences resulting from this. 

Unfortunately, many of the problems existing in organizations are ill-posed and misunderstood to the degree that in extremis more effort is wasted than the actual benefits. Optimization is a process of putting in balance all the important aspects, respectively of answering with agility to the changing nature of the business and environment. Ignoring the changing nature of the problems and their contexts is a recipe for failure on the long term. 

This implies that people in particular and organizations in general need to become and  remain aware of the micro and macro changes occurring in organizations. Continuous learning is the key to cope with change. Organizations must learn to compromise and focus on what’s important, achievable and/or probable. Identifying, defining and following the value should be in an organization’s ADN. It also requires pragmatism (as opposed to idealism). Upon case, it may even require to say “no”, at least until the changes in the landscape offer a reevaluation of the various aspects.

One requires a lot from organizations when addressing optimization topics, especially when misalignment or important constraints or challenges may exist. Unfortunately, process related problems don’t always admit linear solutions. The nonlinear aspects are reflected especially when changing the scale, perspective or translating the issues or solutions from one are area to another.

There are probably answers available in the afferent literature or in the approaches followed by other organizations. Reinventing the wheel is part of the game, though invention may require explorations outside of the optimal paths. Conversely, an organization that knows itself has more chances to cope with the challenges and opportunities altogether. 

A lot from what organizations do in a consistent manner looks occasionally like inertia, self-occupation, suboptimal or random behavior, in opposition to being self-driven, self-aware, or in self-control. It’s also true that these are ideal qualities or aspects of what organizations should become in time. 

14 January 2025

🧭Business Intelligence: Perspectives (Part XXII: Queries' Complexity)

Business Intelligence Series
Business Intelligence Series

Independently whether standalone or encapsulated in database objects, the queries written can become complex in time, respectively difficult to comprehend and maintain. One can reduce the cognitive load by identifying the aspects that enable one’s intuition - order, similarity and origin being probably the most important aspects that help coping with the inherent complexity. 

One should start with the table having the lowest level of detail, usually a transaction table that forms the backbone of a certain feature. For example, for Purchase Orders this could be upon case the distribution or line level. If Invoices are added to the logic, and there could be multiple invoice line for a record from the former logic, then this becomes the new level of detail. Further on, if General Ledger lines are added, more likely this becomes the lowest level of detail, and so on.

This approach allows to keep a consistent way of building the queries while enabling to validate the record count, making sure that no duplicates are added to the logic. Conversely, one can start also from the table with the lowest level of details, and add tables successively based on their level of detail, though the database engine may generate upon case a suboptimal plan. In addition, checking the cardinality may involve writing a second query. 

One should try to keep the tables belonging to the same entity together, when possible (e.g. Purchase Order vs. Vendor information). This approach allows to reduce the volume of work required to manage, review, test and understand the query later. If the blocks are too big, then occasionally it makes sense to bring pieces of logic into CTEs (Common Table Expressions), or much better into views that allow to better encapsulate and partition the logic.

CTEs allow to split the logic into logical steps, allowing occasionally to troubleshoot the logic on pieces though one should keep a balance between maintainability and detail. In extremis, people may create unnecessarily an additional CTE for each join. The longer and the more fragmented a query, the more difficult it becomes to troubleshoot and even understand. Readability can be better achieved though indentation, by keeping things together that belong together, respectively partitioning the logic in logical blocks that derive from the model. 

Keeping things together should be applied also to the other elements. For example, the join constraints should be limited only to the fields participating in the join (and, if possible, all the other constraints should be brought in the WHERE clause). Bringing the join constraints in the WHERE clause, an approach used in the past, decreases query readability no matter how well the WHERE clause is structured, and occasionally can lead to constraints’ duplication or worse, to missing pieces of logic. 

The order of the attributes should follow a logic that makes sense. One approach is to start from the tables with lowest cardinality that identify entities uniquely and move to the attributes that have a higher level of detail. However, not all attributes are equally important, and thus one might have to compromise and create multiple groups of data coming from different levels. 

One should keep in mind that the more random the order of the attributes is, the more difficult it becomes to validate the data as one needs to jump multiple times either in the query or in the mask. Ideally one should find a balance between the two perspectives. Having an intuitive logic of how the attributes are listed increases queries’ readability, maintainability and troubleshooting. The more random attributes’ listing, the higher the effort for the same. 

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06 January 2025

💎🏭SQL Reloaded: Microsoft Fabric's SQL Databases (Part VII: Things That Don't Work) [new feature]

Microsoft does relatively a good job in documenting what doesn't work in Microsoft Fabric's SQL Databases. There's a good overview available already in the documentation, though beyond this the current post lists my finding while testing the previously written code on this blog,

USE Database

The standard syntax allows to change via USE the database context to the specified database or database snapshot. Unfortunately, this syntax doesn't seem to be supported currently and unfortunately many scripts seem to abuse of it. Thus, the following line of code throws an error:

-- changing the context
USE master;
GO
USE tempdb;

"Msg 40508, Level 16, State 1, Line 1, USE statement is not supported to switch between databases. Use a new connection to connect to a different database"

However, one can use the 3-part naming convention to reference the various objects:

-- sys metadata - retrieving the database files

SELECT *
FROM tempdb.sys.database_files dbf
ORDER BY name;

Even if the tempdb is not listed in the sys.databases table, it's still available for querying, which can prove helpful for troubleshooting. 

DBCC commands 

The documentation warns that some DBCC commands won't work, though in some cases there are also alternatives. For example:

-- clearing the procedure cache via DBCC
DBCC FREEPROCCACHE;
Output:
"Msg 2571, Level 14, State 9, Line 1, User '<user>' does not have permission to run DBCC freeproccache."

Alternatively, one can use the following command, which seems to work:

-- clearing the procedure cash via ALTER
ALTER DATABASE SCOPED CONFIGURATION CLEAR PROCEDURE_CACHE;

CHECKDB, which checks the logical and physical integrity of all the objects in the specified database, can't be used as well:
 
-- Checking the logical and physical integrity of a database
DBCC CHECKDB();
Output:
"Msg 916, Level 14, State 2, Line 1, The server principal "..." is not able to access the database "..." under the current security context."
The same error message is received for CHECKTABLE, utility which checks the integrity of all the pages and structures that make up the table (or indexed view):

-- checking a table's integrity
DBCC CHECKTABLE ('SalesLT.Address');
Output:
"Msg 916, Level 14, State 2, Line 2, The server principal "..." is not able to access the database "..." under the current security context."
A similar error messages is received for SQLPERF, which provides transaction log space usage statistics for all databases:

-- retrieving the LOGSPACE information for all databases
DBCC SQLPERF (LOGSPACE);
Output: 
"Msg 297, Level 16, State 10, Line 1, The user does not have permission to perform this action."
There are however DBCC commands like SHOW_STATISTICS or SHRINKDATABASE which do work. 
 
-- current query optimization statistics
DBCC SHOW_STATISTICS('SalesLT.Address','PK_Address_AddressID');
Output:
Name Updated Rows Rows Sampled Steps Density Average key length String Index Filter Expression Unfiltered Rows Persisted Sample Percent
PK_Address_AddressID Dec 21 2024 3:02AM 450 450 197 1 4 NO 450 0

SHRINKDATABASE shrinks the size of the data and log files in the specified database:

-- shrinking database
DBCC SHRINKDATABASE([AdventureWorks01-...]) WITH NO_INFOMSGS;

Update 29-Jan-2025: According to an answer from Ask the Expert session on Fabric Database [3], Microsoft seems to be working in bringing more DBCC features to SQL databases.

Happy coding!

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References:
[1] Microsoft Learn (2024) SQL Server: USE <database> [link]
[2] Microsoft Learn (2024) Database console commands [link]
[3] Microsoft Reactor (2025) Ask The Expert - Fabric Edition - Fabric Databases [link]

💎🏭SQL Reloaded: Microsoft Fabric's SQL Databases (Part VI: Index Usage Analysis) [new feature]

There are several system dynamic management views (DMV) available in SQL Server, Azure SQL Server and now in SQL databases that allow to gather more information about indexes' fragmentation and usage. Let's look at the most important information available based on the indexes create in the previous posts. As the data were probably purged from the views, it's needed to run first the select queries based on the SalesLT.Product from the previous post. This step is important, otherwise the DMVs might return no records!

One starting point is to use the sys.dm_db_index_physical_stats DMV to look at the indexes' size and fragmentation information for a given table (or view). The table is used usually as starting point for analyzing indexes' fragmentation and then defragment the indexes with high fragmentation.

-- sys metadata - index & data size and fragmentation information for the data and indexes of the specified table or view
SELECT --db_name() db_name
--, object_name(IND.object_id) table_name
 IND.name index_name
, IND.type_desc
, IPS.page_count
, IPS.record_count
, IPS.index_level
, Cast(IPS.avg_fragmentation_in_percent as decimal(10,2)) avg_fragmentation_perc
, Cast(IPS.avg_page_space_used_in_percent as decimal(10,2)) space_used_perc
--, IPS.*
FROM sys.indexes IND
     CROSS APPLY sys.dm_db_index_physical_stats(DB_ID(), IND.object_id, IND.index_id, NULL, 'DETAILED') IPS
WHERE IND.object_id = OBJECT_ID(N'SalesLT.Product');
Output:
index_name type_desc page_count record_count index_level avg_fragmentation_perc space_used_perc
PK_Product_ProductID CLUSTERED 101 295 0 0.99 87.90
PK_Product_ProductID CLUSTERED 1 101 1 0.00 16.20
AK_Product_rowguid NONCLUSTERED 2 295 0 50.00 74.69
AK_Product_rowguid NONCLUSTERED 1 2 1 0.00 0.59
AK_Product_ProductNumber NONCLUSTERED 2 295 0 50.00 85.79
AK_Product_ProductNumber NONCLUSTERED 1 2 1 0.00 0.49
AK_Product_Name NONCLUSTERED 3 295 0 33.33 87.32
AK_Product_Name NONCLUSTERED 1 3 1 0.00 1.67
IX_SalesLT_Product_Color NONCLUSTERED 1 295 0 0.00 79.24
IX_SalesLT_Product_Color_Size NONCLUSTERED 1 295 0 0.00 94.12
IX_SalesLT_Product_ListPrice_IC NONCLUSTERED 4 295 0 0.00 86.60
IX_SalesLT_Product_ListPrice_IC NONCLUSTERED 1 4 1 0.00 1.01

In a second step one can look at the sys.dm_db_index_usage_stats DMV which provides the counts of the different types of index operations and the time each type of operation was last performed:

-- sys metadata - counts of different types of index operations and the time each type of operation was last performed.
SELECT -- db_name() db_name
--, object_name(IND.object_id) table_name
 IND.name
, IND.type_desc
, IUS.user_seeks 
, IUS.user_scans
, IUS.user_lookups 
, IUS.user_updates
, IUS.last_user_seek
, IUS.last_user_scan 
, IUS.last_user_lookup
, IUS.last_user_update
FROM sys.dm_db_index_usage_stats IUS
     JOIN sys.indexes IND
       ON IUS.index_id = IND.index_id
WHERE IND.object_id = OBJECT_ID(N'SalesLT.Product');
Output:
name type_desc user_seeks user_scans user_lookups user_updates last_user_seek last_user_scan last_user_lookup
PK_Product_ProductID CLUSTERED 0 10 15 0 2025-01-06T14:23:54 2025-01-06T14:23:54
IX_SalesLT_Product_Color_Size NONCLUSTERED 11 0 0 0 2025-01-06T14:23:54
IX_SalesLT_Product_ListPrice_IC NONCLUSTERED 8 0 0 0 2025-01-06T13:38:03

Finally, it might be useful to look also at the sys.dm_db_index_operational_stats DMV which returns the current lower-level I/O, locking, latching, and access method activity for each partition of a table or index in the database (see the documentation for the full list of attrbutes):

-- sys metadata - index operations stats
SELECT -- db_name() db_name
--, object_name(IND.object_id) table_name
 IND.name index_name
, IND.type_desc
, IOS.range_scan_count
, IOS.singleton_lookup_count
, IOS.leaf_insert_count
, IOS.leaf_delete_count
, IOS.leaf_update_count
, IOS.nonleaf_insert_count
, IOS.nonleaf_delete_count
, IOS.nonleaf_update_count
FROM sys.indexes IND
     CROSS APPLY sys.dm_db_index_operational_stats(DB_ID(), IND.object_id, IND.index_id, NULL) IOS
WHERE IND.object_id = OBJECT_ID(N'SalesLT.Product')
 AND IOS.range_scan_count<>0
ORDER BY IND.name;
Output:
index_name type_desc range_scan_count singleton_lookup_count leaf_insert_count leaf_delete_count leaf_update_count nonleaf_insert_count nonleaf_delete_count nonleaf_update_count
IX_SalesLT_Product_Color_Size NONCLUSTERED 11 0 0 0 0 0 0 0
IX_SalesLT_Product_ListPrice_IC NONCLUSTERED 8 0 0 0 0 0 0 0
PK_Product_ProductID CLUSTERED 10 64 0 0 0 0 0 0

For more information on these DMVs check the documentation.

Happy coding!

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References:
[1] Microsoft Learn (2024) SQL Server: sys.dm_db_index_physical_stats [link]
[2] Microsoft Learn (2024) SQL Server: sys.dm_db_index_usage_stats [link]
[3] Microsoft Learn (2024) SQL Server: sys.dm_db_index_operational_stats [link]

04 January 2025

💎🏭SQL Reloaded: Microsoft Fabric's SQL Databases (Part V: Manual Index Maintenance) [new feature]

Indexes' maintenance in Microsoft Fabric's SQL databases is supposed to happen automatically in the background via automatic tuning options feature, though the whole functionality is still in its early phases, and therefore many questions regarding the whole process may arise. Probably the most important question is whether indexes can still be created, respectively maintained manually. That's useful for temporary or even periodic workloads, where maybe organizations might still want to maintain indexes manually. 

The tests made below are based on the SalesLT.Product from AdventureWorkds database available in Microsoft Fabric. The target was to create several indexes that could be used for the various testing purposes. Each set of the below scripts was run 5-10 times until records appeared in the sys.dm_db_missing_index_details table for each test case (see further below):

-- batch 1: filter on single column (to be run 5-10 times)
SELECT *
FROM SalesLT.Product 
WHERE Color = 'Red'

SELECT *
FROM SalesLT.Product 
WHERE Color = 'Black'

SELECT *
FROM SalesLT.Product 
WHERE Color = 'White'

-- batch 2: filter on two columns (to be run 5-10 times)
SELECT *
FROM SalesLT.Product 
WHERE Color = 'Red'
  AND Size = '58'

SELECT *
FROM SalesLT.Product 
WHERE Color = 'Black'
  AND Size = '58'

SELECT *
FROM SalesLT.Product 
WHERE Color = 'White'
     AND Size = '58'

-- batch 3: filter with column selection (to be run 5-10 times)
SELECT ProductNumber, Name, Color, ListPrice
FROM SalesLT.Product 
WHERE ListPrice BETWEEN 50 AND 55

SELECT ProductNumber, Name, Color, ListPrice
FROM SalesLT.Product 
WHERE ListPrice BETWEEN 100 and 105

Once the scripts run, one can look at the records created in the above considered dynamic management view:

-- sys metadata -  missing indexes
SELECT MID.statement AS table_name
, MID.equality_columns
, MID.inequality_columns
, MID.included_columns
--, MIG.index_group_handle
--, MIG.index_handle
FROM sys.dm_db_missing_index_details MID 
    JOIN sys.dm_db_missing_index_groups MIG 
     ON MID.index_handle =  MIG.index_handle
ORDER BY MIG.index_group_handle
, MIG.index_handle
Output:
table_name equality_columns inequality_columns included_columns
[AdventureWorks01-...].[SalesLT].[Product] [Color]
[AdventureWorks01-...].[SalesLT].[Product] [Color], [Size]
[AdventureWorks01-...].[SalesLT].[Product] [ListPrice] [Name], [ProductNumber], [Color]

The next step is to create one of the indexes (please note that database's name must be replaced accordingly or used only the 2-part naming convention - schema & table name ):

-- create index on Color
CREATE INDEX IX_SalesLT_Product_Color 
ON [AdventureWorks01-...].[SalesLT].[Product] (Color);

Once the script was run, all the records related to the SalesLT.Product disappeared from the dynamic management view. Therefore, it might be a good idea to take a snapshot with view's data before creating any indexes manually. Probably the same behavior should be expected when the indexes are created by the system.

-- create index on Color & Size
CREATE INDEX IX_SalesLT_Product_Color_Size
ON [SalesLT].[Product] (Color, Size);

-- create index on ListPrice with included columns
CREATE INDEX IX_SalesLT_Product_ListPrice_IC
ON [SalesLT].[Product] (ListPrice) INCLUDE(ProductNumber, Name, Color);

One can use the following query based on the meta.vIndexes (created in a previous post) to look at the indexes created:

-- sys metadata - index columns
SELECt IND.db_name
, IND.schema_name
, IND.table_name
, IND.index_name
, IND.index_type
, IND.principal_type
, IND.auto_created
FROM meta.vIndexes IND
WHERE IND.schema_name = 'SalesLT'
  AND IND.table_name = 'Product'
  AND IND.index_name IN ('IX_SalesLT_Product_Color ','IX_SalesLT_Product_Color_Size'
,'IX_SalesLT_Product_ListPrice_IC')
ORDER BY IND.table_name
, IND.index_name
Output:
db_name schema_name table_name index_name index_type principal_type auto_created
AdventureWorks01-... SalesLT Product IX_SalesLT_Product_Color NONCLUSTERED S False
AdventureWorks01-... SalesLT Product IX_SalesLT_Product_Color_Size NONCLUSTERED S False
AdventureWorks01-... SalesLT Product IX_SalesLT_Product_ListPrice_IC NONCLUSTERED S False

After this model can be created further indexes as needed. It's always a good idea to take a "copy" of the indexes created (or keep a history of the scripts run for indexes' maintenance). This best practice is now more important, when the system can drop indexes as it considers fit. 

Don't forget to clean up the changes made if the indexes aren't needed anymore:

-- cleaning after
DROP INDEX IF EXISTS SalesLT.IX_SalesLT_Product_Color;
DROP INDEX IF EXISTS SalesLT.IX_SalesLT_Product_Color_Size;
DROP INDEX IF EXISTS SalesLT.IX_SalesLT_Product_ListPrice_IC;

So, after these tests, the standard syntax for index's maintenance seems to work also on SQL databases, with all the implications deriving from this (e.g. porting of scripts, database objects, etc.)

Happy coding!

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01 January 2025

💎🏭SQL Reloaded: Microsoft Fabric's SQL Databases (Part IV: Automatic Tuning Options) [new feature]

Automatic tuning in SQL databases, respectively in SQL Azure datsbases, is a fully managed performance service that uses built-in intelligence to continuously monitor queries executed and automatically improve their performance [1]. At least in SQL databases the target is to fully automate indexes' maintenance by providing automated tuning, verification of performance gains, rollback and self-correction, respectively tuning history. The future sounds promising, though the question is what's already available. 

The documentation references several objects made available already for this feature. sys.database_automatic_tuning_options returns the tuning options available for the database:

-- SQL databases - automatic tuning options
SELECT ATO.name
, ATO.desired_state
, ATO.desired_state_desc
, ATO.actual_state
, ATO.actual_state_desc
, ATO.reason
, ATO.reason_desc
FROM sys.database_automatic_tuning_options ATO
ORDER BY ATO.name
Output:
name desired_state desired_state_desc actual_state actual_state_desc reason reason_desc
CREATE_INDEX 2 DEFAULT 1 ON 3 INHERITED_FROM_SERVER
DROP_INDEX 2 DEFAULT 1 ON 3 INHERITED_FROM_SERVER
FORCE_LAST_GOOD_PLAN 2 DEFAULT 1 ON 3 INHERITED_FROM_SERVER
MAINTAIN_INDEX 2 DEFAULT 0 OFF 3 INHERITED_FROM_SERVER

For further information see the automatic tuning options in the documentation [2], respectively [1] for an overview of the feature. 

There's a sys.database_automatic_tuning_mode and a sys.database_automatic_tuning_configurations, though on the SQL database instance only the first has records.

-- SQL databases - automatic tuning mode
SELECT ATM.desired_state
, ATM.desired_state_desc
, ATM.actual_state
, ATM.actual_state_desc
FROM sys.database_automatic_tuning_mode ATM
Output:
desired_state desired_state_desc actual_state actual_state_desc
1 INHERIT 3 AUTO

Attempting to modify the above settings at database level via the ALTER DATABASE leads to the following error message: 

-- disabling database properties
ALTER DATABASE [AdventureWorks01]
SET AUTOMATIC_TUNING ( FORCE_LAST_GOOD_PLAN = OFF);
Output:
"Msg 16202, Level 16, State 162, Line 1, Keyword or statement option 'SET' is not supported on the 'Microsoft Fabric' platform."
At least for the moment there seems to be no features available to change these settings. 

The automatic index tab report trom the Performance Dashboard for SQL database shows the history and status of automatically created indexes [5]. See Home toolbar in the Query Editor window >> Performance summary >> Automatic indexes. 

What it's not clear is how the database engine balances between index coverage and performance. How long does it take until the engine identifies the first missing index scenario and index's creation, respectively between the drop of an unused index and reoccurrence of the same scenario that lead to index's creation. Moreover, what happens with index fragmentation? The documentation doesn't seem to provide the answers that probably only the hand-on experience can provide. Even if AI-based features are used in indexes' maintenance, it's still hard to grasp what lies beyond the various features. 

Are DBAs comfortable enough to relinquish control over index maintenence? It will be interesting to see their feedback. Probably, more control over what the engine does is needed, as sometimes it's enough to have 2-3 major exceptions for a solution to become not feasible. Usually the devil lies in details. 

Migrating from SQL Server or Azure SQL to SQL databases requires some degree of reengineering, probably with more effort and redesign for the first scenario, given the functionality gap. 

Taking a look at the indexes already available in AdventureWorks database, there seem no new indexes created since database's creation (see the definition of the referenced object):

-- sys metadata - index columns
SELECt IND.db_name
, IND.schema_name
, IND.table_name
, IND.index_name
, IND.index_type
, IND.principal_type
, IND.auto_created
FROM meta.vIndexes IND
WHERE IND.schema_name = 'SalesLT'
  AND IND.auto_created = 1
ORDER BY IND.table_name
, IND.index_name

Stay tuned! More tests on the way... 

Happy coding! 

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References:
[1] Microsoft Learn (2024) Automatic tuning [link]
[2] Microsoft Learn (2024) Performance Dashboard for SQL database in Microsoft Fabric [link]
[3] Microsoft Learn (2024) ALTER DATABASE SET options (Transact-SQL) [link]
[4] Microsoft Learn (2024) Enable automatic tuning in the Azure portal to monitor queries and improve workload performance [link]

💎🏭SQL Reloaded: SQL Server Metadata (Part I: Indexes Overview)

There are scenarios in which it's useful to gather information about the available indexes and their definition as a primary step for troubleshooting or index maintenance. Moreover, it's useful to take a baseline of the defined indexes and update it accordingly when indexes change. A minimum of information can be gathered in Excel files or similar repositories, though for the same can be used also metadata tools, at least when they're easy to use and the associated costs aren't neglectable. 

Usually, there are two levels at which the information is needed - at index, respectively at column level. Sometimes it's useful to have an independent query for each level of detail, though in data warehouses and similar use cases it's useful to provide a model on top of the metadata, at least to improve query's maintainability.

The first view encapsulates the logic needed to export the data and it's based on the sys.indexes, sys.objects, sys.schemas and sys.database_principals system objects. 

-- create schema for metadata
CREATE SCHEMA meta;

-- clean after
DROP VIEW IF EXISTS meta.vIndexes

-- create views
CREATE OR ALTER VIEW meta.vIndexes
AS
-- sys metadata - indexes
SELECT OBJ.schema_id
, IND.object_id 
, IND.index_id 
, SCH.name schema_name
, OBJ.name table_name
, IND.name index_name
, IND.type_desc index_type
, IND.is_primary_key
, IND.is_unique_constraint
, IND.fill_factor
, IND.has_filter
, IND.auto_created
, IND.is_unique is_unique_index
, DBP.type principal_type
, DBP.type_desc principal_type_desc
--, INC.*
FROM sys.indexes IND WITH (NOLOCK)
     JOIN sys.objects OBJ WITH (NOLOCK)
       ON IND.object_id = OBJ.object_id
          JOIN sys.schemas SCH WITH (NOLOCK)
            ON OBJ.schema_id = SCH.schema_id
               JOIN sys.database_principals DBP
                 ON SCH.principal_id = DBP.principal_id 
WHERE DBP.type IN ('S', 'E')

Upon case, the needed information can be exported via a query like the one below:

-- sys metadata - index columns
SELECt IND.db_name
, IND.schema_name
, IND.table_name
, IND.index_name
, IND.index_type
, IND.principal_type
FROM meta.vIndexes IND
WHERE IND.schema_name = 'SalesLT'
  AND IND.table_name IN ('Address', 'Customer')
ORDER BY IND.table_name
, IND.index_name

Output:

db_name schema_name table_name index_name index_type principal_type
AdventureWorks01... SalesLT Address AK_Address_rowguid NONCLUSTERED S
AdventureWorks01... SalesLT Address IX_Address_AddressLine1_AddressLine2_City_StateProvince_PostalCode_CountryRegion NONCLUSTERED S
AdventureWorks01... SalesLT Address IX_Address_StateProvince NONCLUSTERED S
AdventureWorks01... SalesLT Address PK_Address_AddressID CLUSTERED S
AdventureWorks01... SalesLT Customer AK_Customer_rowguid NONCLUSTERED S
AdventureWorks01... SalesLT Customer IX_Customer_EmailAddress NONCLUSTERED S
AdventureWorks01... SalesLT Customer PK_Customer_CustomerID CLUSTERED S

Similarly, on top of the above view can be built a similar object that provides also the column-related information by adding the sys.index_columns and sys.columns system object to the logic:

-- clean after
DROP VIEW IF EXISTS meta.vIndexColumns

-- create 
CREATE OR ALTER VIEW meta.vIndexColumns
AS
-- sys metadata - index columns
SELECT IND.db_id
, IND.schema_id
, INC.object_id 
, INC.index_id 
, INC.index_column_id
, INC.column_id
, IND.db_name
, IND.schema_name
, IND.table_name
, IND.index_name
, COL.name column_name
, INC.key_ordinal
, INC.partition_ordinal
, IND.index_type
, IND.is_primary_key
, IND.is_unique_constraint
, IND.fill_factor
, IND.has_filter
, IND.auto_created
, IND.is_unique_index
, INC.is_descending_key
, INC.is_included_column
, IND.principal_type
, IND.principal_type_desc
FROM sys.index_columns INC
     JOIN sys.columns COL WITH (NOLOCK)
       ON INC.object_id = COL.object_id 
      AND INC.column_id = COL.column_id 
     JOIN meta.vIndexes IND WITH (NOLOCK)
       ON INC.object_id = IND.object_id
      AND INC.index_id = IND.index_id

And, there's an example of the query based on this view:

-- sys metadata - index columns
SELECt INC.schema_name
, INC.table_name
, INC.index_name
, INC.column_name
, INC.key_ordinal
, INC.index_type
, INC.principal_type
FROM meta.vIndexColumns INC
WHERE INC.schema_name = 'SalesLT'
  AND INC.table_name IN ('Address', 'Customer')
ORDER BY INC.table_name
, INC.index_name
, INC.key_ordinal

Output:
schema_name table_name index_name column_name key_ordinal index_type principal_type
SalesLT Address AK_Address_rowguid rowguid 1 NONCLUSTERED S
SalesLT Address IX_Address_AddressLine1_AddressLine2_City_StateProvince_PostalCode_CountryRegion AddressLine1 1 NONCLUSTERED S
SalesLT Address IX_Address_AddressLine1_AddressLine2_City_StateProvince_PostalCode_CountryRegion AddressLine2 2 NONCLUSTERED S
SalesLT Address IX_Address_AddressLine1_AddressLine2_City_StateProvince_PostalCode_CountryRegion City 3 NONCLUSTERED S
SalesLT Address IX_Address_AddressLine1_AddressLine2_City_StateProvince_PostalCode_CountryRegion StateProvince 4 NONCLUSTERED S
SalesLT Address IX_Address_AddressLine1_AddressLine2_City_StateProvince_PostalCode_CountryRegion PostalCode 5 NONCLUSTERED S
SalesLT Address IX_Address_AddressLine1_AddressLine2_City_StateProvince_PostalCode_CountryRegion CountryRegion 6 NONCLUSTERED S
SalesLT Address IX_Address_StateProvince StateProvince 1 NONCLUSTERED S
SalesLT Address PK_Address_AddressID AddressID 1 CLUSTERED S
SalesLT Customer AK_Customer_rowguid rowguid 1 NONCLUSTERED S
SalesLT Customer IX_Customer_EmailAddress EmailAddress 1 NONCLUSTERED S
SalesLT Customer PK_Customer_CustomerID CustomerID 1 CLUSTERED S

Notes:
1) As a DBA it's useful to take a baseline of the indexes defined and reevaluate their usefulness over time. These are one of the checks that should be done when one becomes responsible for the administration of a database server, independently of the vendor.
2) The definitions of the views can be extended as needed, though one should try to keep the overall complexity to a minimum. 
3) There are voices against the use of NOLOCK. Feel free to change the objects accordingly!
4) It's useful to work in a dedicated schema (e.g. meta) and have a different naming convention that deviates slightly from one defined by Microsoft. This should make sure that no confusion with the system objects exists.
5) Azure SQL takes over many of the responsibilities for index maintenance. Even if indexes are managed automatically by the system, a baseline is still needed, at least to evaluate functionality's performance, respectively the changes that occurred in the environment. 
6) Except attributes which were added for specific functionality over time, the queries should work at least starting with SQL Server 2005 forward.
7) See also the notes on clustered vs nonclustered indexes.

Happy coding!

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