Let me preface this what what I'd like to accomplish and see if this is inline with the expectation of using Azure SQL DB.
Currently I use a couple Virtual Machines in Azure that use a linked server to execute some stored procedures to hit a database outside of Azure (the external database is in AWS)
I'd like to move to use the Azure SQL Server to query an external database but I'm not seeing documentation around setting up an external data source that's just a SQL DB – only elastic within your own Azure network. Is this outside the scope of the product?
Best Answer
Currently Azure SQL Database only allows to query other Azure SQL Databases or Azure SQL Data Warehouse databases by using elastic queries. Linked servers are not supported on Azure SQL Database. Currently is not possible to query SQL Server instances or other RDBMS from Azure SQL Database.
The new PaaS product named Azure Managed Instance allows to create linked servers but for a limited number of targets. Supported targets: SQL Server and SQL Database. Not supported targets: files, Analysis Services, and other RDBMS. For more information, please read this blog.