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Is there a database that supported arrays of foreign keys?

Of the major databases, only Oracle and PostgreSQL have array extensions and neither support FKs as array elements.

I'm curious how people think this feature should work? ON DELETE SET NULL, ON DELETE CASCADE, something else?

I would love it if the would remove the key from the array.

We use it in Palantir, that is a proprietary overlay on top of Spark. It supports this feature reasonably fine.