If you just want the SalesOrderID that match your criteria:
SELECT SalesOrderID
FROM SalesOrders a
LEFT JOIN ProductList b ON a.ProductID = b.ProductID
GROUP BY SalesOrderID
HAVING COUNT(CASE WHEN b.ProductID IS NULL THEN 1 END) = 0;
If you want every line in that sales order to appear, you can put the above code into a CTE and then INNER JOIN it back the the SalesOrder table (ON SalesOrderID).
My thought question: Have you ever been told that your query runs too fast?
My advice:
INDEXing a poor-performing query is like putting sugar on cat food. Yeah, it probably tastes better but are you sure you want to eat it?
The path of least resistance can be a slippery slope. Take care that fixing your fixes of fixes doesn't snowball and end up costing you more than fixing the root cause would have in the first place.
Need to UNPIVOT? Why not CROSS APPLY VALUES instead?[/url]
Since random numbers are too important to be left to chance, let's generate some![/url]
Learn to understand recursive CTEs by example.[/url]
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