Azure SQL Database Elastic Query
Querying across cloud databases is supported in Azure through elastic queries (in preview). You can read more about that here, but I thought a good talking point would be to briefly compare to elastic query to PolyBase. You can read about PolyBase here.
Note: At the righting of this blog post, an Azure Data Warehouse could not serve as a "principal" in an elastic query, but it can be the "secondary".
These two Azure features have similar setup. They both require ...
Polybase is about linking to unstructured data, not another database. That is truly the short version of the matter. On both principal servers shown above the t-sql syntax is the same SELECT ColumnName FROM externalSchemaName.TableName. It is not evident what feature you are using: Elastic Query or PolyBase. Although you can JOIN an internal and external table together, this might fall under the heading "I can, but I won't". It really depends on the size of your tables. I personally do not feel that UNION ALL poses the same performance risk.
Conclusion: All said, elastic query is really a nice Azure feature which can solve data migration problems and an easy sharing of reference data. It surely is not a replacement for ETL -- all things in moderation, my friend! There remains a solid need for SSIS or ADFv2. For every Azure offering there is an appropriate implementation place.
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