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Setting up Cross Database Queries in Azure SQL Database

A question that I answer what seems like all the time is how to run cross-database queries against Azure SQL Database. So rather than answering those questions repeatedly I figured I should blog my response up so from here on out I can just forward the link to this blog on to my customers and others interested.

Most people I talk to still think that cross-database queries in Azure SQL DB aren’t possible. But thanks to a new feature called “Elastic Query”, we can issue cross database queries. There’s actually a few different types of cross database queries that you can run. Just keep in mind that the Elastic Query feature is currently in preview so there are some limitations to be aware of.

1. Horizontal queries (in preview): Horizontal elastic queries are queries that are executed across a set of databases featuring the same schema. The data is partitioned across the many different databases and the (horizontal) queries issued are routed to the correct database based on a shard map. This technique is commonly referred to as “sharding”. You can read more about horizontal partitioning in Azure SQL Database here. An elastic query can be executed across many different databases that share the exact same schema but contain different data. The diagram below represents a horizontal elastic query.

2. Vertical queries (in preview): A vertical elastic query is a query that is executed across databases that contain different schemas and different data sets. An elastic query can be executed across any two Azure SQL Database instances. This is actually really easy to set up and that what this blog post is about! The diagram below represents a query being issued against tables that exist in separate Azure SQL Database instances that contain different schemas.


3. TSQL queries from Azure SQL Database to Azure SQL Data Warehouse (planned feature): This feature is not yet available but basically you’ll be able to issue queries from Azure SQL Database to Azure SQL Data Warehouse. I don’t have an ETA on this feature, but this will be very cool!


Setting up Vertical Elastic Queries in Azure SQL Database

In this blog post, we’re going to set up an Elastic Query that queries different tables in two different Azure SQL Database instance (#2 in the list above). In my example, I have two SQL DBs that are on the same server (which you can see in the diagram below), but they could very well be on separate servers. That part doesn’t matter.


The databases contain tables from the AdventureWorksLT database. Sqldustyeq1 has the following tables has the Product and SalesOrder related tables while sqldustyeq2 has the Customer and Address related tables, as you can see below.


In this example, we’re going to set up elastic queries to query the Customer and Address tables on sqldustyeq2 from the sqldustyeq1 database.

To set this up, there’s basically four steps:

1. Create a Master Key

The Master Key is used to protect the Database Scoped Credential:

CREATE MASTER KEY ENCRYPTION BY PASSWORD = ‘<your password goes here>’;

2. Create a Database Scoped Credential

The database scoped credential contains the credentials used to connect to your external data source. The user name and password should be for an account that has access to the tables in the external database.

SECRET = ‘<password for user name>’;

3. Create an External Data Source

CREATE EXTERNAL DATA SOURCE <external data source name> WITH
LOCATION = ‘<server i.e. myserver.database.windows.net’,
DATABASE_NAME = ‘<name of your database>’,
CREDENTIAL = <credential name you used in the previous step>
) ;

4. Create an External Table

The Create External Table statement specifies the external table you want to query. In my case, I created external tables for SalesLT.Address, SalesLT.Customer, and SalesLT.CustomerAddress. Here’s the Create External Table Statement for the SalesLT.Address table:

CREATE EXTERNAL TABLE [SalesLT].[CustomerAddress](
[CustomerID] [int] NOT NULL,
[AddressID] [int] NOT NULL,
[AddressType] [dbo].[Name] NOT NULL,
[rowguid] [uniqueidentifier] NOT NULL,
[ModifiedDate] [datetime] NOT NULL,
DATA_SOURCE = <external data source name you used in Step 3>

After creating the external tables, you should see the tables listed under the External Tables folder in SSMS.


So now that we’ve done that, we’re ready to start running some cross database queries!

Querying External Tables

There’s basically two ways to query external tables in Azure SQL Database.

1. Write a Select statement (duh!)

First of all, you can write a basic select statement using the external table just like you would any other physical table.

Select distinct count(s.SalesOrderID) as OrderCount,
etc.CustomerID as ExternalTableCustomerID

From SalesLT.SalesOrderHeader s
inner join SalesLT.Customer etc
on s.CustomerID = etc.CustomerID
Where etc.CustomerID = 29568
Group By etc.CustomerID
Order by 1 DESC

2. Use sp_execute_remote to execute the SQL statement or external stored procedure.

And secondly, you can use sp_execute_remote to execute TSQL or stored procedures on the remote database.

Executing an external stored procedure:

exec sp_execute_remote
N’sqldustyeqtest.sqldustyeq2′, — This is the external data source name…
N’get_CustomerCount’ — This is the external procedure…

Executing a TSQL statement:

exec sp_execute_remote
N’sqldustyeqtest.sqldustyeq2′, — This is the external data source name…
N’Select distinct count(etc.CustomerID) as CustomerCount
From SalesLT.Customer etc’ — This is the TSQL statement

And just like that, you’re executing cross-database queries from one Azure SQL Database to another.

One of the really nice things about the external queries is that filter predicates can be pushed down to the remote data source. So when you’re running your external queries, try to use filter predicates that can be pushed down to the remote data source. In the screenshot below, you can see the Where clause has been pushed down to the remote data source.



The documentation on Elastic Query is pretty good, so if you have further questions, start here: https://docs.microsoft.com/en-us/azure/sql-database/sql-database-elastic-query-overview

Here’s some information on the pre-requisites for vertical queries: https://docs.microsoft.com/en-us/azure/sql-database/sql-database-elastic-query-vertical-partitioning

Thoughts and Feedback?

I hope you found this useful. Let me know if you’ve played around with Elastic Query in Azure SQL Database and what you learned. I’d love to hear about it!

SQL with Dustin Ryan

I've been working in the business intelligence field since 2008 and I've loved every second of it! Whether I'm modelling a data warehouse, overcoming some tricky ETL problems, designing an SSAS cube or Tabular model or coming up with just the right Power BI solution, I'm happy to be doing what I do.

Working as a Business Intelligence Consultant for Pragmatic Works has allowed me to gain a large amount of experience in a very short amount of time. Working with many different clients in industries such as transportation, energy, finance, telecommunications, healthcare and more has allowed me to grow immensely in both professional and personal capacities. I've also worked as an author, contributor, and technical editor on several SQL Server related books.

You can find me speaking at events such as Code Camps, SQL Saturdays, SQL Rally, PASS Summit or on-line webinars. I also blog at SQLDusty.com and www.BIDN.com


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