Defining indexes on sort columns can yield dramatic performance results
The right index can dramatically improve SQL Server's sort performance. Defining a clustered index on a sort column, for example, forces the database to store data in sorted order, letting you retrieve data without additional sorting. Note that SQL Server 7.0 and earlier releases let you create indexes only in ascending order, so if your query requires data in descending order, you'll probably have to perform additional sorting and use internal worktables to get data in the right order. However, SQL Server 2000 lets you create indexes in ascending or descending order.
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