Clustered columnstore index is the default for creating tables in Azure SQL Data Warehouse. The ORDER specification defaults to COMPOUND keys. Sorting will always be ascending order. If no ORDER clause is specified, columnstore will not be sorted. Due to the ordering process, a table with ordered clustered columnstore index may experience longer data loading times than non-ordered clustered columnstore indexes. If you need more tempdb space while loading data, you can decrease the amount of data per insert.
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