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In response to "I don't know what you mean by 'selects the subset'. Right now, I am selecting the whole table into a file and sorting the file." by GregW

SELECT * FROM table LIMIT 40000000,60000000 ORDER BY whatever. What is your requirement for sorting?

ie: what are you trying to accomplish? SQL stores things in an unordered nature so sorting should be happening at query time. If the sorting is taking too long you should be using an index on whatever it is you are querying to speed up the sorting

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