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Bulk Inserts and Foreign Keys

Reitse Eskens ran into a non-trusted foreign key issue when running SAP Data Services:

Now, the foreign key is enabled, but it’s not trusted. The errorlog will not show you this. There’s no mention of the foreign key losing it’s trust. It’s just… gone. I checked the default extended events as well, no mention there.

Read on to understand why this is a bad thing and two options to prevent it.