The Integration Service needs to query, sort, and compare values in the lookup condition columns. The index needs to include every column used in a lookup condition.
You can improve performance for the following types of lookups:
Cached lookups.
To improve performance, index the columns in the lookup ORDER BY statement. The session log contains the ORDER BY statement.
Uncached lookups.
To improve performance, index the columns in the lookup condition. The Integration Service issues a SELECT statement for each row that passes into the Lookup transformation.