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Restoring Multiple Differential Backups

Kenneth Fisher crashes his own T-SQL Tuesday party:

This has led to the belief (or at least I believe this is one of the causes) that you can only restore a single differential backup. And up until the last few weeks I’d believed that myself. So, to set up a fairly simple test. I’m going to take a backup, create a table, and make some changes with differential backups in between the changes.

Check it out.  I don’t really see a good case for restoring multiple differentials (because each differential has the complete set of changes since the last full backup, so the differential at X+t is a proper subset of X+2t if your goal is to restore back to X+2t), but having multiple differentials, absolutely.