@Saha, Sanjay (NIHILENT)
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Extended Events in Azure SQL Database are designed to be lightweight and impose minimal overhead on the database system. This makes them an efficient choice for continuous monitoring. The amount of overhead will depend on the specific events being captured and the workload on the database at the time.
Extended Events is a lightweight performance monitoring feature that enables users to collect data to monitor and troubleshoot problems. By using Extended Events, you can see details of the database engine internal operations that are relevant for performance monitoring and troubleshooting purposes.
If you are concerned about the potential overhead of Extended Events, you can use the "ring buffer" target to limit the amount of data that is captured. This can help to reduce the impact on performance while still providing valuable information about the events occurring within the database.
Please refer to the below links for more help:
https://learn.microsoft.com/en-us/sql/relational-databases/extended-events/quick-start-extended-events-in-sql-server?view=sql-server-ver16
https://techcommunity.microsoft.com/blog/azuresqlblog/improving-extended-events-in-azure-sql/3980918
https://learn.microsoft.com/en-us/azure/azure-sql/database/xevent-code-ring-buffer?view=azuresql&tabs=sqldb
https://learn.microsoft.com/en-us/sql/relational-databases/extended-events/targets-for-extended-events-in-sql-server?view=sql-server-ver16
https://www.learnthecontent.com/exam/azure/database-administrator/dp-300-administering-microsoft-azure-sql-solutions/s/Monitor-by-using-Extended-Events
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