The database server does not use PDQ to process correlated subqueries. Only one thread at a time can execute a correlated subquery. While one thread executes a correlated subquery, other threads that request to execute the subquery are blocked until the first one completes.
For uncorrelated subqueries, only the first thread that makes the request actually executes the subquery. Other threads simply use the results of the subquery and can do so in parallel.
As a consequence, it is strongly recommended that, whenever possible, you use joins rather than subqueries to build queries so that the queries can take advantage of PDQ.
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