From SQL Server 2019, you can use the fourth option – CUSTOM which allows you to define what does „relevant query“ mean. For that purpose, you can use three parameters. A query will be captured by Query Store if it is executed at least EXECUTION_COUNT times or if for its compilation SQL Server used at least TOTAL_COMPILE_CPU_TIME_MS or the entire query execution used at least TOTAL_EXECUTION_CPU_TIME_MS CPU. All three parameters are evaluated within a period defined by using the fourth parameter – STALE_CAPTURE_POLICY_THRESHOLD with a default value of 1 hour.
You cannot define exceptions, i.e. queries that you do not want to see captured by Query Store, such as system queries or queries related to Query Store itself, you can just filter them out when you write queries against Query Store’s catalog views.
As mentioned earlier, in this post, I will go in details for the ALL option. This is default option in SQL Server 2019, and the decision to change from ALL to AUTO was a good one. However, the lack of documentation for this option can lead to mistrust and misunderstandings. Defaults are important for the feature’s newcomers; they will use defaults until they learn and test enough to probably choose better options for their workload.
There’s a lot of depth in this post, and Milos wraps up with a few rules of thumb.