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Data Types and CONCAT_WS

Koen Verbeeck hits a concatenation issue:

I was writing some dynamic SQL that generates some SQL statements to load my facts and dimensions into a data warehouse. Some of those SQL statements can become very long, for example if a dimension has a lot of columns. When debugging, I noticed a couple of statements failing with various errors. Turns out, they were truncated after 4000 characters. What was going on?

Read on to see what happened.