I\'m getting my first exposure to data warehousing, and I’m wondering is it necessary to have foreign key constraints between facts and dimensions. Are there any major downs
I think in theory, you need that. But it depends on how you separate your data over database. If all of them in the same database, foreign key can help you because setting foreign key will help the database do selecting faster based on the indexing. If you share tables over many database, you need to check it on your application level
You can have your database check it for you but it can be slow. And generally, in data warehouse, we don't care about redundancy or integrity. We already have a lot of data and a few integrity and redundancy will not affect the general aggregate data