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Hello,
Thank you for posting your question.
To further dive deep on the specifics of the slow execution of this stored procedure, I would ask that you open a support case and include the output of:
SHOW PROCEDURE sp_name
Reference: https://docs.aws.amazon.com/redshift/latest/dg/r_SHOW_PROCEDURE.html
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Row by row processing is not ideal in Redshift or really any MPP database. Can you provide sample code and maybe we can help you convert it into a set based approach?