ObjectContext, Entities and loading performance

I am writing a RIA service, which is also exposed using SOAP. One of its methods needs to read data from a very big table.

At the beginning I was doing something like:

public IQueryable<MyItem> GetMyItems()
{
    return this.ObjectContext.MyItems.Where(x => x.StartDate >= start && x.EndDate <= end);
}

But then I stopped because I was worried about the performance.

As far as I understand MyItemsis fully loaded and "Where" just filters the elements that were loaded at the first access of the property MyItems. Because MyItemswill have really lots of rows, I don't think this is the right approach.

I tried to google a bit the question but no interesting results came up.

So, I was thinking I could create a new instance of the context inside the GetMyItems method and load MyItems selectively. Something like:

 public IQueryable<MyItems> GetMyItems(string Username, DateTime Start, DateTime End)
    {
        using (MyEntities ctx = new MyEntities ())
        {
            var objQuery = ctx.CreateQuery<MyItems>(
                "SELECT * FROM MyItems WHERE Username = @Username AND Timestamp >= @Start AND Timestamp <= @End",
                new ObjectParameter("@Username", Username),
                new ObjectParameter("@Start", Start),
                new ObjectParameter("@End", End));

            return objQuery.AsQueryable();
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    }

But I am not sure at all this is the correct way to do it.

Could you please assist me and point out the right approach to do this?

Thanks in advance, Cheers, Gianluca.

As far as I understand MyItemsis fully loaded and "Where" just filters the elements that were loaded at the first access of the property MyItems.

No. That's entirely wrong. Don't fix "performance problems" until you actually have them. The code you already have is likely to perform better than the code you propose replacing it with. It certainly won't behave in the way you describe. But don't take my word for it. Use the performance profiler. Use SQL Profiler. And test!