Using UNION
s will speed things up, by containing each store table in its own subquery (preventing cross-joins between them).
The downside is redundancy in your query. But you can work around this by generating the union with code.
SELECT m.SKU, m.AltSKU, e.OrderLineItemID, e.SKU, e.Quantity, e.TransactionPrice, e.CreatedTime
FROM MasterSKU AS m
INNER JOIN eBayOrders_store1 AS e ON m.SKU = e.SKU
AND e.CreatedTime BETWEEN '2017-03-16 00:00:00' AND '2017-03-16 23:59:59'
WHERE m.AltSKU IS NOT NULL
UNION
SELECT m.SKU, m.AltSKU, e.OrderLineItemID, e.SKU, e.Quantity, e.TransactionPrice, e.CreatedTime
FROM MasterSKU AS m
INNER JOIN eBayOrders_store2 AS e ON m.SKU = e.SKU
AND e.CreatedTime BETWEEN '2017-03-16 00:00:00' AND '2017-03-16 23:59:59'
WHERE m.AltSKU IS NOT NULL
UNION
SELECT m.SKU, m.AltSKU, e.OrderLineItemID, e.SKU, e.Quantity, e.TransactionPrice, e.CreatedTime
FROM MasterSKU AS m
INNER JOIN eBayOrders_store3 AS e ON m.SKU = e.SKU
AND e.CreatedTime BETWEEN '2017-03-16 00:00:00' AND '2017-03-16 23:59:59'
WHERE m.AltSKU IS NOT NULL
UNION
SELECT m.SKU, m.AltSKU, e.OrderLineItemID, e.SKU, e.Quantity, e.TransactionPrice, e.CreatedTime
FROM MasterSKU AS m
INNER JOIN eBayOrders_store4 AS e ON m.SKU = e.SKU
AND e.CreatedTime BETWEEN '2017-03-16 00:00:00' AND '2017-03-16 23:59:59'
WHERE m.AltSKU IS NOT NULL;
You could simplify this by putting the UNION into a derived table, but this may negatively impact performance when you lose the key on e.SKU on the join:
SELECT m.SKU, m.AltSKU, e.OrderLineItemID, e.SKU, e.Quantity, e.TransactionPrice, e.CreatedTime
FROM MasterSKU AS m
INNER JOIN (
SELECT * FROM eBayOrders_store1 WHERE CreatedTime BETWEEN '2017-03-16 00:00:00' AND '2017-03-16 23:59:59'
UNION SELECT * FROM eBayOrders_store2 WHERE CreatedTime BETWEEN '2017-03-16 00:00:00' AND '2017-03-16 23:59:59'
UNION SELECT * FROM eBayOrders_store3 WHERE CreatedTime BETWEEN '2017-03-16 00:00:00' AND '2017-03-16 23:59:59'
UNION SELECT * FROM eBayOrders_store4 WHERE CreatedTime BETWEEN '2017-03-16 00:00:00' AND '2017-03-16 23:59:59'
) AS e ON m.SKU = e.SKU
WHERE m.AltSKU IS NOT NULL;