Hi There, i would put it all in one fact table too, i'd consider clustering / partitioning it the other way though, i.e. DateKey, CustomerKey.

If most of the data warehouse queries include the datekey as well as the CustomerKey then this will generally be a better way of doing it. I'm assuming your loading your data in on daily increments? If you have the CustomerKey first then the index will be constantly re-shuffling around on the disk, where as putting the datekey first will make it all nice and contiguous, you'll get better scan speeds from that too. You should have a quick read of this http://msdn.microsoft.com/en-us/library/dd425070(v=sql.100).aspx too it really does help with this sort of thing.

What version / edition of SQL are you using?

Bob.