Can we built a Cross database query for Insert, Update and Delete between SQL Server and Azure SQL DB and vice versa?
Azure SQL Database – Cross Database Query with SQL Server
azure-sql-databasedatabase-designquerysql server
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Best Answer
No. In fact, a traditional cross database query isn't possible. You can set up a mechanism for querying between two Azure SQL Databases, but it's not the traditional mechanism. I have a blog post on how that works and there are links there to the documentation. However, even with that, you can't combine it to a query with on-premises SQL Server.