Question

I’m checking all the queries that I run and this is what I see as suggested missed index (for example)

CREATE NONCLUSTERED INDEX [<Name of Missing Index, sysname,>]
ON [dbo].[MBLPosition] ([DeviceKey])
INCLUDE ([PositionKey])
GO

Tables DDL look like so(not full)

CREATE TABLE [dbo].[MBLPosition](
    [PositionKey] [int] IDENTITY(1,1) NOT NULL,
    [PositionGKey] [uniqueidentifier] NOT NULL,
    [DeviceKey] [int] NOT NULL,
CONSTRAINT [PK_MBLPosition] PRIMARY KEY CLUSTERED ([PositionKey] ASC)

ALTER TABLE [dbo].[MBLPosition]  WITH CHECK ADD  CONSTRAINT [FK_MBLPosition_MBLDevice_DeviceKey] FOREIGN KEY([DeviceKey])
REFERENCES [dbo].[MBLDevice] ([DeviceKey])
GO

ALTER TABLE [dbo].[MBLPosition] CHECK CONSTRAINT [FK_MBLPosition_MBLDevice_DeviceKey]
GO

I thought that all FK’s already indexes. No? And what does it mean INCLUDE ([PositionKey])
?

Answer 1

And what does it mean INCLUDE ([PositionKey]) ?

This question is indeed the key to the answer. You can add columns to your index to improve performance:

An index with included nonkey columns can significantly improve query performance when all columns in the query are included in the index either as key or nonkey columns.

If you run a lot of queries that look like this

select PositionKey from MBLPosition where DeviceKey = @key

your query wouldn’t need to touch the table at all – it will be a quick index lookup.