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Is there any possibility to join Sharepoint 2010 internal data sources (like lists) in "out-of-the-box" Sharepoint 2010 tools or SPD without using programming tools?

"Join" and "merge" queries exist creating "Linked Data Source" (by "Link Data Source Wizard") but when I try to use it for lists and go yo "Query" tab, all options are disabled and it is written there:

  • "Query options are availablefor Database Connections only"

Why?
And if it is impossible to configure joins, then why does it permit to add lists to a linked Data Source?
And what does it mean?

Should I prefer external data sources over internal ones?
Why cannot list joins and merges be configured?

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You can absolutely create joined views, but there's no way to do what you would think of as a real "join". What you end up with, even if you just add a Joined Subview with the ribbon options, is a sort of filtering of the items in the second list based on the current value of a column (or columns) in the first list.

I create DVWPs all the time with two or more DataSources in an AggregateDataSource which allow me to build complex and sophisticated displays by customing the XSL. I have lots of posts on my blog that show you various possibilities. http://sympmarc.com

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