does mysql and/or postgres have small btrees in the leafs of the btree? Say I am using an index over multiple columns, then that would be a nice feature to have.
Or is the key in the index only a delimiter separated thing?
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Not sure about Postgres, but no, MySQL doesn't use nested B-Trees. I believe multi-column indexes are just treated like the two values are concatenated. Here's a good article about the MySQL B-tree implementation.