Aaron Bertrand

Best approaches for running totals – updated for SQL Server 2012

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Erin Stellato is a Principal Consultant with SQLskills and a Microsoft Data Platform MVP.

Erin’s Posts

I see a lot of advice out there that says something along the lines of, "Change your cursor to a set-based operation; that will make it faster." While that can often be the case, it's not always true. One use case I see where a cursor repeatedly outperforms the typical set-based approach is the calculation of running totals. This is because the set-based approach usually has to look at some portion of the underlying data more than one time, which can be an exponentially bad thing as the data gets larger; whereas a cursor – as painful as it might sound – can step through each row/value exactly once.

These are our basic options in most common versions of SQL Server. In SQL Server 2012, however, there have been several enhancements made to windowing functions and the OVER clause, mostly stemming from several great suggestions submitted by fellow MVP Itzik Ben-Gan (here is one of his suggestions). In fact Itzik has a new MS-Press book that covers all of these enhancements in much greater detail, entitled, "Microsoft SQL Server 2012 High-Performance T-SQL Using Window Functions."

So naturally, I was curious; would the new windowing functionality make the cursor and self-join techniques obsolete? Would they be easier to code? Would they be faster in any (never mind all) cases? What other approaches might be valid?

The Setup

To do some testing, let's set up a database:

USE [master];
GO
IF DB_ID('RunningTotals') IS NOT NULL
BEGIN
	ALTER DATABASE RunningTotals SET SINGLE_USER WITH ROLLBACK IMMEDIATE;
	DROP DATABASE RunningTotals;
END
GO
CREATE DATABASE RunningTotals;
GO
USE RunningTotals;
GO
SET NOCOUNT ON;
GO

And then fill a table with 10,000 rows that we can use to perform some running totals against. Nothing too complicated, just a summary table with a row for each date and a number representing how many speeding tickets were issued. I haven't had a speeding ticket in a couple of years, so I don't know why this was my subconscious choice for a simplistic data model, but there it is.

CREATE TABLE dbo.SpeedingTickets
(
	[Date]      DATE NOT NULL,
	TicketCount INT
);
GO
 
ALTER TABLE dbo.SpeedingTickets ADD CONSTRAINT pk PRIMARY KEY CLUSTERED ([Date]);
GO
 
;WITH x(d,h) AS
(
	SELECT TOP (250)
		ROW_NUMBER() OVER (ORDER BY [object_id]),
		CONVERT(INT, RIGHT([object_id], 2))
	FROM sys.all_objects
	ORDER BY [object_id]
)
INSERT dbo.SpeedingTickets([Date], TicketCount)
SELECT TOP (10000)
	d = DATEADD(DAY, x2.d + ((x.d-1)*250), '19831231'),
	x2.h
FROM x CROSS JOIN x AS x2
ORDER BY d;
GO
 
SELECT [Date], TicketCount
	FROM dbo.SpeedingTickets
	ORDER BY [Date];
GO

Abridged results:

So again, 10,000 rows of pretty simple data – small INT values and a series of dates from 1984 through May of 2011.

The Approaches

Now my assignment is relatively simple and typical of many applications: return a resultset that has all 10,000 dates, along with the cumulative total of all speeding tickets up to and including that date. Most people would first try something like this (we'll call this the "inner join" method):

SELECT
	st1.[Date],
	st1.TicketCount,
	RunningTotal = SUM(st2.TicketCount)
FROM
	dbo.SpeedingTickets AS st1
INNER JOIN
	dbo.SpeedingTickets AS st2
	ON st2.[Date] <= st1.[Date]
GROUP BY st1.[Date], st1.TicketCount
ORDER BY st1.[Date];

…and be shocked to discover that it takes nearly 10 seconds to run. Let's quickly examine why by viewing the graphical execution plan, using SQL Sentry Plan Explorer:

The big fat arrows should give an immediate indication of what is going on: the nested loop reads one row for the first aggregation, two rows for the second, three rows for the third, and on and on through the entire set of 10,000 rows. This means we should see roughly ((10000 * (10000 + 1)) / 2) rows processed once the entire set is traversed, and that seems to match with the number of rows shown in the plan.

Note that running the query without parallelism (using the OPTION (MAXDOP 1) query hint) makes the plan shape a little simpler, but does not help at all in either execution time or I/O; as shown in the plan, duration actually almost doubles, and reads only decrease by a very small percentage. Comparing to the previous plan:

There are plenty of other approaches that people have tried to get efficient running totals. One example is the "subquery method" which just uses a correlated subquery in much the same way as the inner join method described above:

SELECT
	[Date],
	TicketCount,
	RunningTotal = TicketCount + COALESCE(
	(
		SELECT SUM(TicketCount)
			FROM dbo.SpeedingTickets AS s
			WHERE s.[Date] < o.[Date]), 0
	)
FROM dbo.SpeedingTickets AS o
ORDER BY [Date];

Comparing those two plans:

So while the subquery method appears to have a more efficient overall plan, it is worse where it matters: duration and I/O. We can see what contributes to this by digging into the plans a little deeper. By moving to the Top Operations tab, we can see that in the inner join method, the clustered index seek is executed 10,000 times, and all other operations are only executed a few times. However, several operations are executed 9,999 or 10,000 times in the subquery method:

So, the subquery approach seems to be worse, not better. The next method we'll try, I'll call the "quirky update" method. This is not exactly guaranteed to work, and I would never recommend it for production code, but I'm including it for completeness. Basically the quirky update takes advantage of the fact that during an update you can redirect assignment and math so that the variable increments behind the scenes as each row is updated.

DECLARE @st TABLE
(
	[Date] DATE PRIMARY KEY,
	TicketCount INT,
	RunningTotal INT
);
 
DECLARE @RunningTotal INT = 0;
 
INSERT @st([Date], TicketCount, RunningTotal)
	SELECT [Date], TicketCount, RunningTotal = 0
	FROM dbo.SpeedingTickets
	ORDER BY [Date];
 
UPDATE @st
	SET @RunningTotal = RunningTotal = @RunningTotal + TicketCount
	FROM @st;
 
SELECT [Date], TicketCount, RunningTotal
	FROM @st
	ORDER BY [Date];

I'll re-state that I don't believe this approach is safe for production, regardless of the testimony you'll hear from people indicating that it "never fails." Unless behavior is documented and guaranteed, I try to stay away from assumptions based on observed behavior. You never know when some change to the optimizer's decision path (based on a statistics change, data change, service pack, trace flag, query hint, what have you) will drastically alter the plan and potentially lead to a different order. If you really like this unintuitive approach, you can make yourself feel a little better by using the query option FORCE ORDER (and this will try to use an ordered scan of the PK, since that's the only eligible index on the table variable):

UPDATE @st
	SET @RunningTotal = RunningTotal = @RunningTotal + TicketCount
	FROM @st
	OPTION (FORCE ORDER);

For a little more confidence at a slightly higher I/O cost, you can bring the original table back into play, and ensure that the PK on the base table is used:

UPDATE st
	SET @RunningTotal = st.RunningTotal = @RunningTotal + t.TicketCount
	FROM dbo.SpeedingTickets AS t WITH (INDEX = pk)
	INNER JOIN @st AS st
	ON t.[Date] = st.[Date]
	OPTION (FORCE ORDER);

Personally I don't think it's that much more guaranteed, since the SET part of the operation could potentially influence the optimizer independent of the rest of the query. Again, I'm not recommending this approach, I'm just including the comparison for completeness. Here is the plan from this query:

Based on the number of executions we see in the Top Operations tab (I'll spare you the screen shot; it's 1 for every operation), it is clear that even if we perform a join in order to feel better about ordering, the quirky update allows the running totals to be calculated in a single pass of the data. Comparing it to the previous queries, it is much more efficient, even though it first dumps data into a table variable and is separated out into multiple operations:

This brings us to a "recursive CTE" method. This method uses the date value, and relies on the assumption that there are no gaps. Since we populated this data above, we know that it is a fully contiguous series, but in a lot of scenarios you can't make that assumption. So, while I've included it for completeness, this approach isn't always going to be valid. In any case, this uses a recursive CTE with the first (known) date in the table as the anchor, and the recursive portion determined by adding one day (adding the MAXRECURSION option since we know exactly how many rows we have):

;WITH x AS
(
	SELECT [Date], TicketCount, RunningTotal = TicketCount
		FROM dbo.SpeedingTickets
		WHERE [Date] = '19840101'
	UNION ALL
	SELECT y.[Date], y.TicketCount, x.RunningTotal + y.TicketCount
		FROM x INNER JOIN dbo.SpeedingTickets AS y
		ON y.[Date] = DATEADD(DAY, 1, x.[Date])
)
SELECT [Date], TicketCount, RunningTotal
	FROM x
	ORDER BY [Date]
	OPTION (MAXRECURSION 10000);

This query works about as efficiently as the quirky update method. We can compare it against the subquery and inner join methods:

Like the quirky update method, I would not recommend this CTE approach in production unless you can absolutely guarantee that your key column has no gaps. If you may have gaps in your data, you can construct something similar using ROW_NUMBER(), but it is not going to be any more efficient than the self-join method above.

And then we have the "cursor" approach:

DECLARE @st TABLE
(
	[Date]       DATE PRIMARY KEY,
	TicketCount  INT,
	RunningTotal INT
);
 
DECLARE
	@Date         DATE,
	@TicketCount  INT,
	@RunningTotal INT = 0;
 
DECLARE c CURSOR
    LOCAL STATIC FORWARD_ONLY READ_ONLY
    FOR
	SELECT [Date], TicketCount
	  FROM dbo.SpeedingTickets
	  ORDER BY [Date];
 
OPEN c;
 
FETCH NEXT FROM c INTO @Date, @TicketCount;
 
WHILE @@FETCH_STATUS = 0
BEGIN
	SET @RunningTotal = @RunningTotal + @TicketCount;
 
	INSERT @st([Date], TicketCount,  RunningTotal)
		SELECT @Date, @TicketCount, @RunningTotal;
 
	FETCH NEXT FROM c INTO @Date, @TicketCount;
END
 
CLOSE c;
DEALLOCATE c;
 
SELECT [Date], TicketCount, RunningTotal
	FROM @st
	ORDER BY [Date];

…which is a lot more code, but contrary to what popular opinion might suggest, returns in 1 second. We can see why from some of the plan details above: most of the other approaches end up reading the same data over and over again, whereas the cursor approach reads every row once and keeps the running total in a variable instead of calculating the sum over and over again. We can see this by looking at the statements captured by generating an actual plan in Plan Explorer:

We can see that over 20,000 statements have been collected, but if we sort by Estimated or Actual Rows descending, we find that there are only two operations that handle more than one row. Which is a far cry from a few of the above methods that cause exponential reads due to reading the same previous rows over and over again for each new row.

Now, let's take a look at the new windowing enhancements in SQL Server 2012. In particular, we can now calculate SUM OVER() and specify a set of rows relative to the current row. So, for example:

SELECT
	[Date],
	TicketCount,
	SUM(TicketCount) OVER (ORDER BY [Date] RANGE UNBOUNDED PRECEDING)
FROM dbo.SpeedingTickets
ORDER BY [Date];
 
SELECT
	[Date],
	TicketCount,
	SUM(TicketCount) OVER (ORDER BY [Date] ROWS UNBOUNDED PRECEDING)
FROM dbo.SpeedingTickets
ORDER BY [Date];

These two queries happen to give the same answer, with correct running totals. But do they work exactly the same? The plans suggest that they don't. The version with ROWS has an additional operator, a 10,000-row sequence project:

And that's about the extent of the difference in the graphical plan. But if you look a little closer at actual runtime metrics, you see minor differences in duration and CPU, and a huge difference in reads. Why is this? Well, this is because RANGE uses an on-disk spool, while ROWS uses an in-memory spool. With small sets the difference is probably negligible, but the cost of the on-disk spool can certainly become more apparent as sets get larger. I don't want to spoil the ending, but you might suspect that one of these solutions will perform better than the other in a more thorough test.

As an aside, the following version of the query yields the same results, but works like the slower RANGE version above:

SELECT
	[Date],
	TicketCount,
	SUM(TicketCount) OVER (ORDER BY [Date])
FROM dbo.SpeedingTickets
ORDER BY [Date];

So as you're playing with the new windowing functions, you'll want to keep little tidbits like this in mind: the abbreviated version of a query, or the one that you happen to have written first, is not necessarily the one you want to push to production.

The Actual Tests

In order to conduct fair tests, I created a stored procedure for each approach, and measured the results by capturing statements on a server where I was already monitoring with SQL Sentry (if you are not using our tool, you can collect SQL:BatchCompleted events in a similar way using SQL Server Profiler).

By "fair tests" I mean that, for example, the quirky update method requires an actual update to static data, which means changing the underlying schema or using a temp table / table variable. So I structured the stored procedures to each create their own table variable, and either store the results there, or store the raw data there and then update the result. The other issue I wanted to eliminate was returning the data to the client – so the procedures each have a debug parameter specifying whether to return no results (the default), top/bottom 5, or all. In the performance tests I set it to return no results, but of course validated each to ensure that they were returning the right results.

The stored procedures are all modeled this way (I've attached a script that creates the database and the stored procedures, so I'm just including a template here for brevity):

CREATE PROCEDURE [dbo].[RunningTotals_]
	@debug TINYINT = 0
	-- @debug = 1 : show top/bottom 3
	-- @debug = 2 : show all 50k
AS
BEGIN
	SET NOCOUNT ON;
 
	DECLARE @st TABLE
	(
		[Date] DATE PRIMARY KEY,
		TicketCount INT,
		RunningTotal INT
	);
 
	INSERT @st([Date], TicketCount, RunningTotal)
            -- one of seven approaches used to populate @t
 
	IF @debug = 1 -- show top 3 and last 3 to verify results
	BEGIN
		;WITH d AS
		(
			SELECT [Date], TicketCount, RunningTotal,
				rn = ROW_NUMBER() OVER (ORDER BY [Date])
				FROM @st
		)
		SELECT [Date], TicketCount, RunningTotal
			FROM d
			WHERE rn < 4 OR rn > 9997
			ORDER BY [Date];
	END
 
	IF @debug = 2 -- show all
	BEGIN
		SELECT [Date], TicketCount, RunningTotal
			FROM @st
			ORDER BY [Date];
	END
END
GO

And I called them in a batch as follows:

EXEC dbo.RunningTotals_DateCTE @debug = 0;
GO
EXEC dbo.RunningTotals_Cursor @debug = 0;
GO
EXEC dbo.RunningTotals_Subquery @debug = 0;
GO
EXEC dbo.RunningTotals_InnerJoin @debug = 0;
GO
EXEC dbo.RunningTotals_QuirkyUpdate @debug = 0;
GO
EXEC dbo.RunningTotals_Windowed_Range @debug = 0;
GO
EXEC dbo.RunningTotals_Windowed_Rows @debug = 0;
GO

I quickly realized that some of these calls were not appearing in Top SQL because the default threshold is 5 seconds. I changed that to 100 milliseconds (something you don't ever want to do on a production system!) as follows:

I will repeat: this behavior is not condoned for production systems!

I still found that one of the commands above was not getting caught by the Top SQL threshold; it was the Windowed_Rows version. So I added the following to that batch only:

EXEC dbo.RunningTotals_Windowed_Rows @debug = 0;
WAITFOR DELAY '00:00:01';
GO

And now I was getting all 7 rows returned in Top SQL. Here they are ordered by CPU usage descending:

You can see the extra second I added to the Windowed_Rows batch; it wasn't getting caught by the Top SQL threshold because it completed in only 40 milliseconds! This is clearly our best performer and, if we have SQL Server 2012 available, it should be the method we use. The cursor is not half-bad, either, given either the performance or other issues with the remaining solutions. Plotting the duration on a graph is pretty meaningless – two high points and five indistinguishable low points. But if I/O is your bottleneck, you might find the visualization of reads interesting:

Conclusion

From these results we can draw a few conclusions:

  1. Windowed aggregates in SQL Server 2012 make performance issues with running totals computations (and many other next row(s) / previous row(s) problems) alarmingly more efficient. When I saw the low number of reads I thought for sure there was some kind of mistake, that I must have forgotten to actually perform any work. But no, you get the same number of reads if your stored procedure just performs an ordinary SELECT from the SpeedingTickets table. (Feel free to test this yourself with STATISTICS IO.)
  2. The issues I pointed out earlier about RANGE vs. ROWS yield slightly different runtimes (duration difference of about 6x – remember to ignore the second I added with WAITFOR), but read differences are astronomical due to the on-disk spool. If your windowed aggregate can be solved using ROWS, avoid RANGE, but you should test that both give the same result (or at least that ROWS gives the right answer). You should also note that if you are using a similar query and you don't specify RANGE nor ROWS, the plan will operate as if you had specified RANGE).
  3. The subquery and inner join methods are relatively abysmal. 35 seconds to a minute to generate these running totals? And this was on a single, skinny table without returning results to the client. These comparisons can be used to show people why a purely set-based solution is not always the best answer.
  4. Of the faster approaches, assuming you are not yet ready for SQL Server 2012, and assuming you discard both the quirky update method (unsupported) and the CTE date method (can't guarantee a contiguous sequence), only the cursor performs acceptably. It has the highest duration of the "faster" solutions, but the least amount of reads.

I hope these tests help give a better appreciation for the windowing enhancements that Microsoft has added to SQL Server 2012. Please be sure to thank Itzik if you see him online or in person, since he was the driving force behind these changes. In addition, I hope this helps open some minds out there that a cursor may not always be the evil and dreaded solution it is often depicted to be.

(As an addendum, I did test the CLR function offered by Pavel Pawlowski, and the performance characteristics were nearly identical to the SQL Server 2012 solution using ROWS. Reads were identical, CPU was 78 vs. 47, and overall duration was 73 instead of 40. So if you won't be moving to SQL Server 2012 in the near future, you may want to add Pavel's solution to your tests.)

Attachments: RunningTotals_Demo.sql.zip (2kb)