Hi @Rohit Kulkarni ,
Have you created a database scoped credential created for a shared access signature and created an external data source pointing to an Azure storage account before accessing data in a CSV file?
Please refer to bulk access to data in Azure Blob storage and Configure PolyBase to access external data in Azure Blob Storage which might help.
In addition, it seems there is something wrong with the OPENROWSET statement in your query. Please refer to OPENROWSET Syntax for more details.
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