SQL Server for Data Scientists

April 2018 ยท 8 minute read

SQL is not the sexiest language on the block and many/most data scientists I know prefer to stick to R and/or Python. Some common complains I hear about SQL are:

However, since SQL was designed to work with and process data, I think that every data scientist should have at least a basic understanding of how to write queries efficiently. While I am no expert in SQL myself, maybe you still find something interesting that can help you in your work.

There are a lot of SQL flavors out there, but in this post I will focus on Microsoft’s T-SQL. It should be easy enough to translate T-SQL to your SQL flavor of choice.


Before we get started, I would recommend you download SQL Server Management Studio or VS Code with the MSSQL extension. Another cross-platform option is SQL Operations Studio, which offers a VS Code style look and feel. To follow along, you will need access to a SQL Server instance. If you don’t you can either:

Once you are connected to a SQL Server instance, you are ready to go on:

Creating a database and a table

First, let’s create a database and a table:


-- select database to use for current connection:
USE test_db

CREATE TABLE test_table
  last_name VARCHAR(50) NOT NULL,
  first_name VARCHAR(50),
  age INT

You can access the online help for a specific command by highlighting a command and pressing F1.

Database schemas

A schema is basically a namespace in a database and is also closely tied to permission settings. The default schema is [dbo] and is specified immediately after the database name:

FROM [server_name].[test_db].[dbo].[test_table]

This is the fully qualified name of a table, starting with the server [server_name], then the database [test_db], followed by the schema [dbo] and the table [test_table] at the very end. Most of the time you will probably not bother to write the fully qualified name, especially if you use the default [dbo] schema, since no explicit schema implies [dbo].

Loading data

Now wer are going to add some data to our table:

INSERT INTO dbo.test_table (id, last_name, first_name, age)  
VALUES ('1', 'Phu', 'Winnie', NULL),  
       ('2', 'Pan', 'Peter', '17')

Importing data from one SQL Server into another is also easy. You can either write a query:

INSERT INTO [your_schema_here].[your_table_here]
   FROM [source_server].[source_database].[source_schema].[your_table_here]

or use ‘SQL Server Import and Export Data’ tool, which is pretty much self-explanatory to use.

Manipulating data

There are only a couple of commands that cover probably 99% of all cases you are going to encounter:

-- * selects all columns
FROM [test_db].[dbo].[test_table]

-- select specific columns by name
FROM [test_db].[dbo].[test_table]

Note: SQL is NOT case sensitive, so LAST_NAME, last_name and Last_Name and every other variation is seen as the same variable.

Some names are reserved key words and need to be put in square brackets if you want to use them as table or column names, like so: [test_db].[dbo].[test_table].

The following commands always need to be specified in this order: WHERE > GROUP BY > HAVING > ORDER BY. The number on the right side of the statement specifies the order in which the statement is going to be processed by the database engine:

SELECT *                            -- 5
FROM test_table                     -- 1
WHERE id = '1' AND id = '2'         -- 2: filter rows
GROUP BY id, last_name, first_name  -- 3: group rows
HAVING COUNT(last_name) = 1         -- 4: filter groups
ORDER BY id, last_name              -- 6
OFFSET 2 ROWS                       -- 7: ORDER BY is obligatory before OFFSET!
FETCH NEXT 10 ROWS ONLY             -- 7

Since the ORDER BY is the last statement to be executed, you can already use a column alias and columns defined in the SELECT statement.

Temporary tables and Common Table Expressions

There are basically two ways to work with temporary data in SQL:

  1. Create temporary tables or
  2. use common table expressions, aka CTEs

Creating a temporary table is easy, all you need to do is add into #temp_table_name to your select statement like so:

-- without sub-select:
INTO #temp_table
FROM dbo.test_table

-- with sub-select:
INTO #temp_table 
    SELECT *
    FROM dbo.test_table

Personally, I prefer the option with sub-select as it is easier to see that data is written to a temporary table. As you can see, all you need to do to create a temporary table is prefix your table with one hashtag #. This temporary table is available as long as the current connection from the current user is open. You can also create a temp table using two hashtags ##. This temp table is available to any user by any connection and is only deleted if all open connections are closed.

Usually, you do not open and close connections very often (at least I do not) so you might want to drop your temp table on each re-run. You can do that like so:

-- drop table if it exists:
if object_id('tempdb..#temp_table') is not null 
	DROP table #temp_table

INTO #temp_table
FROM dbo.test_table

With a common-table expression you do not need to bother with cleaning up temp tables as a CTE is only available at run time of its query. So in a sense, a CTE is a temp table that is not persisted after the query finishes and thus you do not need to drop it. A major benefit in my opinion is also that CTEs allow you to structure your query in a more readable manner:

WITH name_of_CTE_1 
AS (
    SELECT *
    FROM dbo.test_table
name_of_CTE_2 as (
    SELECT *
    FROM dbo.test_table

FROM name_of_CTE_1 a
LEFT JOIN name_of_CTE_2 b on a.id = b.id


As you might have guessed, the UPDATE statement allows you to alter existing records in a table.

First, you specify the table you want to update, then you SET one or more columns you want to update followed by a WHERE the update should take place:

UPDATE [test_db].[dbo].[test_table]
SET first_name = 'Peter Wilfried', last_name = 'Paan'
WHERE last_name = 'Pan'

Some more useful commands

I found the following commands quite useful:

-- select unique rows
FROM some_table

-- counting
    -- count all rows
    -- count rows that are not NULL in col1
FROM some_table

-- Aggregation functions
    -- sum per group
    SUM(col1) OVER (PARTITION BY col2, col3) as SUM_COL1_GROUP
    -- rolling sum per group
    ,SUM(col1) over (partition by col2, col3 order by col4 rows between 30 preceding and 1 preceding)
    -- median per group
FROM some_table

-- Checking cases<>
       ,CASE col2 
            WHEN 'a' then 1
            WHEN 'b' then 2
            ELSE NULL
        END as col2_case
FROM some_table

-- Select top n values with ties
FROM some_table

Last but not least, I will quickly talk about data types.

Data types

SQL Server offers essentially 6 different data type categories:

  1. Exact numeric: int, numeric, etc
  2. Approximate numeric: float and real
  3. Character: char, varchar and nchar and nvarchar
  4. Date/time: date, time, datetime, etc
  5. Binary: varbinary, image, etc
  6. Other: xml, geography, etc

Choosing the right data type depends on your specific application and depending on your choice, you will need less or more storage space. One important point though when you work with characters:

Choose nchar or nvarchar to get Unicode characters!

To convert data from one type to another you can use:

-- Plain vanilla conversion from one format to another
-- Fails if CAST is not possible
CAST(column as DATATYPE)

-- Returns NULL if casting is not successful

-- Same as CAST, but additional options for DATES

-- Returns NULL if convert is not successful

Using our sample table:

      CAST([id] AS NUMERIC) as id                       -- Cast from char to numeric
      ,TRY_CAST([last_name] AS NUMERIC) as last_name     -- will return NULL
FROM [test_db].[dbo].[test_table]

Dealing with NULLs

NULL in SQL Server represents missing or unknown values. Any expression involving NULL will return NULL, such as ‘character’ + NULL = NULL. Note, that the empty string is NOT equal to NULL, it is known and it is empty:)

-- Return value if column is NULL
ISNULL(column, value)

-- Make NULL if column has value
NULLIF(column, value)

-- Find the first non-NULL column and return it (here: 'a')
COALESCE(NULL, 'a', 'b')

-- Combining functions:

That was a brief detour into data types.

I hope you found this short overview useful. I plan to cover working with (columnstore) indices and the SQL Server Machine Learning Library in another post.