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UNION vs. UNION ALL in SQL Server

Sometimes there is a need to combine data from multiple tables or views into one comprehensive dataset. This may be for like tables within the same database or maybe there is a need to combine like data across databases or even across servers. I have read about the UNION and UNION ALL commands, but how do these work and how do they differ?

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Question of the Day

An Unusual Identity

What values are returned when I run this code?

CREATE TABLE dbo.IdentityTest2
(
     id NUMERIC(10,0) IDENTITY(10,10) PRIMARY KEY,
     somevalue VARCHAR(20)
)
GO
INSERT dbo.IdentityTest2
(
    somevalue
)
VALUES
( 'Steve')
, ('Bill')
GO
SELECT top 10
 id
 FROM dbo.IdentityTest2

See possible answers