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In the example below, we're connecting to a Teradata database and reading a retail customer file containing 1500 records but the process is database independent. The Sample In-DB configuration is the important piece to the solution. Select 'Percent' in the dropdown and sample 100%. Check the 'Sample records based on order' checkbox and select the field(s) want to sort and what order you want the data sorted (Asending/Descending).
If you decide to stream your data out as some point, you have the option of sorting your data in the Data Stream Out tool as well.
If you attach a Browse In-DB tool to your Sample In-DB, set the 'Browse first N records' to 0. This will display all records in the order you specified. At the time of this writing, any value other than 0 may not display results in the proper sort order (solution pending).
Attached workflow was created using Alteryx Designer v10.1. This workflow will need to be configured to your specific database environment and logon creditials to work properly.