Sorting Large data by column in datagrid

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I have 1 million records in my inbuilt mendix database. I am trying to sort it in column by column basis. I have added sort order to each column. But I am not able to sort it. I get error. This is the error I get Failed to fetch Error: Failed to fetch. Can this be solved in any way? 
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1 answers
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Setting an index on the columns you use for sorting should help...

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