How to enhance processing

I need to select info from table mseg , bkpf. ( anyway I am more familiar with HR module )
The link (told by my functional guy) is via
bkpf-awkey = mseg-mblnr + mseg-mjhar 
and company code.
Then with the doc no from bkpf to retrieve bseg.
The process is very slow.
I would appreciate any tips for enhanceing the process, is this the only link?

As you have defined the link between the MSEG and BKPF table ...the information is part of primary key of the table so it should not make much difference with using any other index.
MSEG (Key)
MBLNR+MJAHR
BKPF (Key)
BUKRSBELNRGJAHR
AWKEY = BELNR & BUKRS & GJAHR.
I would suggest to fetch the data from MSEG into internal table for the filtered range and use the FOR ALL ENTRIES to get data from BKPF and BSEG tables.
example ---
select MBLNR MJAHR into table itab from mseg
where {filters)
select awkey belnr bukrs gjahr into table itab1 from bkpf
for all entries in itab
where belnr = itab-mblnr
and gjahr = itab-mjahr.
later you cane select from bseg.

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