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It depends on the configuration of your clusters.
Copier selects from the source cluster and inserts into the target cluster.
If you insert from one shard into several it is better to run copier on the source.
If you insert from several shards into one it is better to run copier on the target.
Otherwise it doesn't matter much.
altinityknowledgebase/content/en/altinity-kb-setup-and-maintenance/altinity-kb-data-migration/_index.md
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but clickhouse doc says (emphasis on me):
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