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INDEX ON iKeyField THEN cLastName, cFirstName TAG main
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By storing only iKeyField keys in the index, you'd do a binary search to find the key in the CDX, and then a second binary search to drill-down in the data for the THEN clause (which requires navigating the table in index order (over that key range) effectively, which you could do a second binary search on).

The THEN feature would add some slowness in updating keys, and it could be enabled or disabled with a SET THEN ON|OFF for bulk operations or when you know a hard REINDEX is coming, but if your goal is compactness or simplicity or if you have a read-only data set that you want in some particular viewing order within, it would speedup SQL queries which contain those order by fields, for example.