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The Core of a Window Function’s Execution Plan

Grant Fritchey lays it out:

I showed the missing index suggestion (and let’s remember, they’re just suggestions) just for completion and to show I’m not hiding anything. Potentially, adding an index could speed up the query. However, that doesn’t affect what we’re going to talk about within this plan.

Logically, what’s happening here?

Click through for this overview, as well as a very helpful comment from Hugo Kornelis on what the Segment operator does.