Cross Database Query in Azure SQL Database

You can't query across databases in Azure SQL Database... or can you? Let's check. I've created two new databases on an existing server: I've created two tables on each respective database: CREATE TABLE dbo.DB1Table ( ID INT IDENTITY(1, 1) NOT NULL PRIMARY KEY, Val VARCHAR(50) ); CREATE TABLE dbo.DB2Table ( ID INT IDENTITY(1, 1) NOT NULL PRIMARY KEY, Val VARCHAR(50) ); Now, let's query the DB2 table from the DB1 database: SELECT * FROM DB2.dbo.DB2Table AS dt; And here's the lovely error message: Msg 40515, Level 15, State 1, Line 35 Reference to database and/or server name in 'DB2.dbo.DB2Table' is not supported in this version of SQL Server. So, like I said, you can't do three part name cross-database queries in Azure SQL Database... oh wait, that's not quite what I said…
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Loading Data into Azure SQL Data Warehouse

Azure, Data Science
Ouch. Let's start with the level set. I'm not an ETL expert. In fact, I haven't done any professional ETL work for several years. My skills are, at best, rusty. With this in mind, I knew I'd have a hard time extracting data from a local database in order to move it up to Azure SQL Data Warehouse. I expected to be fumbling and slow and to constantly feel more than a little stupid as I made one mistake after another. All of this came to pass. Yet... OMG! THAT WAS DIFFICULT! Here's how I started. I defined a bcp command for the tables I was interested in. I ensured it was working correctly, then wrote a little PowerShell script so I could supply a list of tables and get…
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