Optimize a complex PostgreSQL Query - sql

Question

I am attempting to make a complex SQL join on several tables: as shown below. I have included an image of the dB schema also.
Consider table_1 -
e_id name
1 a
2 b
3 c
4 d
and table_2 -
e_id date
1 1/1/2019
1 1/1/2020
2 2/1/2019
4 2/1/2019
The issue here is performance. From the tables 2 - 4 we only want the most recent entry for a given e_id but because these tables contain historical data (~ >3.5M rows) it's quite slow. I've attached an example of how we're currently trying to achieve this but it only includes one join of 'table_1' with 'table_x'. We group by e_id and get the max date for it. The other way we've thought about doing this is creating a Materialized View and pulling data from that and refreshing it after some period of time. Any improvements welcome.
from fds.region as rg
inner join (
select e_id, name, p_id
from fds.table_1
where sec_type = 'S' AND active_flag = 1
) as table_1 on table_1.e_id = rg.e_id
inner join fds.table_2 table_2 on table_2.e_id = rg.e_id
inner join fds.sec sec on sec.p_id = table_1.p_id
inner join fds.entity ent on ent.int_entity_id = sec.int_entity_id
inner join (
SELECT int_1.e_id, int_1.date, int_1.int_price
FROM fds.table_4 int_1
INNER JOIN (
SELECT e_id, MAX(date) date
FROM fds.table_2
GROUP BY e_id
) int_2 ON int_1.e_id = int_2.fsym_id AND int_1.date = int_2.date
) as table_4 on table_4.e_id = rg.e_id
where rg.region_str like '%US' and ent.sec_type = 'P'
order by table_2.int_price
limit 500;

Answer 1

You can simplify this logic:
(
SELECT int_1.e_id, int_1.date, int_1.int_price
FROM fds.table_4 int_1
INNER JOIN (
SELECT e_id, MAX(date) date
FROM fds.table_2
GROUP BY e_id
) int_2 ON int_1.e_id = int_2.fsym_id AND int_1.date = int_2.date
) as table_4
To:
(SELECT DISTINCT ON (int_1.e_id) int_1.*
FROM fds.table_4 int_1
ORDER BY int_1.e_id, int_1.date DESC
) table_4
This can take advantage of an index on fds.table_4(e_id, date desc) -- and might be wicked fast with such an index.
You also want appropriate indexes for the joins and filtering. However, it is hard to be more specific without an execution plan.