Today, we experienced performance issues with few databases that are hosted on one of our most critical production SQL Server. Upon reviewing the query execution plan and querying index related dynamic management views (DMVs), I noticed the problem is related with potential missing indexes on columns. The index related dynamic management views (DMVs) I queried are as follow:

• sys.dm_db_missing_index_details — Returns detailed information about missing indexes, including the table, columns used in equality operations, columns used in inequality operations, and columns used in include operations.
• sys.dm_db_missing_index_group_stats — Returns information about groups of missing indexes, which SQL Server updates with each query execution (not based on query compilation or recompilation).
• sys.dm_db_missing_index_groups — Returns information about missing indexes contained in a missing index group.

Using these dynamic management views (DMVs), I wrote the following query, which returns the list of possible missing indexes for all SQL Server user databases. The results are ordered by index advantage that helps you to identify how beneficial each index would be, if we create them on the table.

SELECT CAST(SERVERPROPERTY('ServerName') AS [nvarchar](256)) AS [SQLServer]
	,db.[database_id] AS [DatabaseID]
	,db.[name] AS [DatabaseName]
	,id.[object_id] AS [ObjectID]
	,id.[statement] AS [FullyQualifiedObjectName]
	,id.[equality_columns] AS [EqualityColumns]
	,id.[inequality_columns] AS [InEqualityColumns]
	,id.[included_columns] AS [IncludedColumns]
	,gs.[unique_compiles] AS [UniqueCompiles]
	,gs.[user_seeks] AS [UserSeeks]
	,gs.[user_scans] AS [UserScans]
	,gs.[last_user_seek] AS [LastUserSeekTime]
	,gs.[last_user_scan] AS [LastUserScanTime]
	,gs.[avg_total_user_cost] AS [AvgTotalUserCost]
	,gs.[avg_user_impact] AS [AvgUserImpact]
	,gs.[system_seeks] AS [SystemSeeks]
	,gs.[system_scans] AS [SystemScans]
	,gs.[last_system_seek] AS [LastSystemSeekTime]
	,gs.[last_system_scan] AS [LastSystemScanTime]
	,gs.[avg_total_system_cost] AS [AvgTotalSystemCost]
	,gs.[avg_system_impact] AS [AvgSystemImpact]
	,gs.[user_seeks] * gs.[avg_total_user_cost] * (gs.[avg_user_impact] * 0.01) AS [IndexAdvantage]
	,'CREATE INDEX [Missing_IXNC_' + OBJECT_NAME(id.[object_id], db.[database_id]) + '_' + REPLACE(REPLACE(REPLACE(ISNULL(id.[equality_columns], ''), ', ', '_'), '[', ''), ']', '') + CASE 
		WHEN id.[equality_columns] IS NOT NULL
			AND id.[inequality_columns] IS NOT NULL
			THEN '_'
		ELSE ''
		END + REPLACE(REPLACE(REPLACE(ISNULL(id.[inequality_columns], ''), ', ', '_'), '[', ''), ']', '') + '_' + LEFT(CAST(NEWID() AS [nvarchar](64)), 5) + ']' + ' ON ' + id.[statement] + ' (' + ISNULL(id.[equality_columns], '') + CASE 
		WHEN id.[equality_columns] IS NOT NULL
			AND id.[inequality_columns] IS NOT NULL
			THEN ','
		ELSE ''
		END + ISNULL(id.[inequality_columns], '') + ')' + ISNULL(' INCLUDE (' + id.[included_columns] + ')', '') AS [ProposedIndex]
	,CAST(CURRENT_TIMESTAMP AS [smalldatetime]) AS [CollectionDate]
FROM [sys].[dm_db_missing_index_group_stats] gs WITH (NOLOCK)
INNER JOIN [sys].[dm_db_missing_index_groups] ig WITH (NOLOCK)
	ON gs.[group_handle] = ig.[index_group_handle]
INNER JOIN [sys].[dm_db_missing_index_details] id WITH (NOLOCK)
	ON ig.[index_handle] = id.[index_handle]
INNER JOIN [sys].[databases] db WITH (NOLOCK)
	ON db.[database_id] = id.[database_id]
WHERE id.[database_id] > 4 -- Remove this to see for entire instance
ORDER BY [IndexAdvantage] DESC
OPTION (RECOMPILE);

Obviously these missing indexes are the ones that the SQL Server optimizer identified during query compilation, and these missing index recommendations are specific recommendation targeting a specific query.  Consider submitting your workload and the proposed index to the Database Tuning Advisor for further evaluation that include partitioning, choice of clustered versus non-clustered index, and so on.

For more information about Database Tuning Advisor, see Start and Use the Database Engine Tuning Advisor and Tutorial: Database Engine Tuning Advisor.