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Amazon Redshift
Database Developer Guide (API Version 2012-12-01)

Define Primary Key and Foreign Key Constraints

Define primary key and foreign key constraints between tables wherever appropriate. Even though they are informational only, the query optimizer uses those constraints to generate more efficient query plans.

Do not define primary key and foreign key constraints unless your application enforces the constraints. Amazon Redshift does not enforce unique, primary-key, and foreign-key constraints.

See Defining Constraints for additional information about how Amazon Redshift uses constraints.