Azure SQL Database enables you to directly load files stored on Azure Blob Storage using the BULK INSERT T-SQL command and OPENROWSET function.
Loading content of files form Azure Blob Storage account into a table in SQL Database is now single command:
BULK INSERT Product FROM 'data/product.dat' WITH ( DATA_SOURCE = 'MyAzureBlobStorageAccount');
BULK INSERT is existing command in T-SQL language that enables you to load files from file system into a table. New DATA_SOURCE option enables you to reference Azure Blob Storage account.
You can also use OPENROWSET function to parse content of the file and execute any T-SQL query on returned rows:
SELECT Color, count(*) FROM OPENROWSET(BULK 'data/product.bcp', DATA_SOURCE = 'MyAzureBlobStorage', FORMATFILE='data/product.fmt', FORMATFILE_DATA_SOURCE = 'MyAzureBlobStorage') as data GROUP BY Color;
OPENROWSET function enables you to specify data sources where input file is placed, and data source where format file (the file that defines the structure of file) is placed.
If your file is placed on a public Azure Blob Storage account, you need to define EXTERNAL DATA SOURCE that points to that account:
CREATE EXTERNAL DATA SOURCE MyAzureBlobStorage WITH ( TYPE = BLOB_STORAGE, LOCATION = 'https://myazureblobstorage.blob.core.windows.net');
Once you define external data source, you can use the name of that source in BULK INSERT and OPENROWSET.
CREATE MASTER KEY ENCRYPTION BY PASSWORD = 'some strong password';
CREATE DATABASE SCOPED CREDENTIAL MyAzureBlobStorageCredential WITH IDENTITY = 'SHARED ACCESS SIGNATURE', SECRET = 'sv=2015-12-11&ss=b&srt=sco&sp=rwac&se=2017-02-01T00:55:34Z&st=2016-12-29T16:55:34Z&spr=https&sig=copyFromAzurePortal';
CREATE EXTERNAL DATA SOURCE MyAzureBlobStorage WITH ( TYPE = BLOB_STORAGE, LOCATION = 'https://myazureblobstorage.blob.core.windows.net', CREDENTIAL= MyAzureBlobStorageCredential);
You can find full example with some sample files on SQL Server GitHub account.