SELECT DISTINCT MarketID
  FROM (
    SELECT a.UserID, a.MarketID, a.CompID, a.Request, a.Price, Volume1 = 
      CASE 
        WHEN a.Request = 1 THEN SUM(a.Volume)
        ELSE SUM(a.Volume/(a.Price-1))
      END,
      b.Volume AS Volume2
    FROM table1 a INNER JOIN table2 b
      ON  a.UserID = b.UserID
      AND a.MarketID = b.MarketID
      AND a.CompID = b.CompID
      AND a.Request = b.Request
      AND a.Price = b.Price
    WHERE a.UserID = @UserID
      AND a.Volume > 0
      AND b.Volume > 0
    GROUP BY a.UserID, a.MarketID, a.CompID, a.Request, a.Price, b.Volume) AS dt1
  WHERE dt1.Volume1 <> dt1.Volume2

|--Stream Aggregate(GROUP BY:([a].[MarketID]))
  |--Filter(WHERE:([Expr1004]<>[b].[Volume]))
    |--Compute Scalar(DEFINE:([Expr1004]=If ([a].[Request]=1) then ...
      |--Stream Aggregate(GROUP BY:([a].[MarketID], ...
        |--Sort(ORDER BY:([a].[MarketID] ASC, ...
          |--Nested Loops(Inner Join, OUTER REFERENCES:([a].[MarketID]...
            |--Clustered Index Seek(OBJECT:..
            |--Clustered Index Seek(OBJECT:..

SELECT DISTINCT a.MarketID
(	SELECT UserID, MarketID, CompID, Request, Price,
		Volume = CASE 	WHEN a.Request = 1 THEN SUM(a.Volume)
				ELSE SUM(a.Volume/(a.Price-1)) END
	FROM table1
	WHERE Volume > 0
	GROUP BY UserID, MarketID, CompID, Request, Price ) a
INNER JOIN table2 b
	ON  a.UserID = b.UserID
	AND a.MarketID = b.MarketID
	AND a.CompID = b.CompID
	AND a.Request = b.Request
	AND a.Price = b.Price
WHERE
	a.Volume <> b.Volume

SELECT DISTINCT MarketID
	   FROM (
    		  SELECT  UserID
			, MarketID
			, CompID
			, Request
			, Price
			, CASE WHEN a.Request = 1 
			       THEN SUM(a.Volume) 
			       ELSE SUM(a.Volume/(a.Price-1)) 
			  END AS Volume 
		     FROM Table 1
		    WHERE a.UserID = @UserID
		      AND a.Volume > 0
		 GROUP BY a.UserID, a.MarketID, a.CompID, a.Request, a.Price, b.Volume) AS a
    INNER JOIN table2 b
      ON  a.UserID = b.UserID
      AND a.MarketID = b.MarketID
      AND a.CompID = b.CompID
      AND a.Request = b.Request
      AND a.Price = b.Price
    WHERE b.Volume > 0
      AND a.Volume <> b.Volume

SELECT DISTINCT MarketID
	   FROM (
    		  SELECT  UserID
			, MarketID
			, CompID
			, Request
			, Price
			, CASE WHEN a.Request = 1 
			       THEN SUM(Volume) 
			       ELSE SUM(Volume/(Price-1)) 
			  END AS Volume 
		     FROM [Table 1]
		    WHERE UserID = @UserID
		      AND Volume > 0
		 GROUP BY UserID, MarketID, CompID, Request, Price ) AS a
    INNER JOIN table2 b
      ON  a.UserID = b.UserID
      AND a.MarketID = b.MarketID
      AND a.CompID = b.CompID
      AND a.Request = b.Request
      AND a.Price = b.Price
    WHERE b.Volume > 0
      AND a.Volume <> b.Volume

  |--Stream Aggregate(GROUP BY:([a].[MarketID]))
       |--Nested Loops(Inner Join, ...
            |--Compute Scalar(DEFINE:([Expr1003]=...
            |    |--Stream Aggregate(GROUP BY:...
            |         |--Sort(ORDER BY:([a].[MarketID] ASC, ...
            |              |--Clustered Index Seek(OBJECT: :::
            |--Clustered Index Seek(OBJECT:...

quote:

---

Originally posted by Lumbago

Nah, hehe...I only have about 20 rows in the table so I seriously doubt there will be any noticeable difference as it is now. But as my awareness of properly formated DML/indexes have increased quite drastically lately I try to make the queries as efficient as possible.

---