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Using Filtered Indexes

Monica Rathbun fills us in on filtered indexes:

What is a filtered index?
Simply it’s an index with a where clause. It is an optimized non clustered index that can be narrowed down in scope to better fit a subset of data. Example being date ranges, years, non NULLs or specific product types.

I wish filtered indexes were better than they are because they can solve some interesting problems but get stuck on parameterized queries.