Hum... there could be issues with the way the table is indexed. Or, if it is coming from a view rather than a table, there could be issues with the query itself. But, then again you should have the same problem in SSMS. If you have a DBA or someone experienced working with the database you are in, I'd have them look and see if they notice anything odd when you are running the query in Tableau. If it is a live connection, perhaps change it to an extract, and see what that does?