How to fetch millions of records quickly from Sql Server?
Absolutly unclear, what the issue here is and what you expect? Depending on the average size per row there have to be some GB of data from storage to engine to network to client and I guess the client do something with the data; of course this takes some time.
Tried with index concept & views.
Views are predefined queries and have no effect on performance improvement. And if you query all rows & column data, then an index don't have an effect.
Is really Microsoft Azure supports XP_CMDSHELL?
Which MS Azure SQL solution, there aree many? E.g. SQL Azure don't support XP_CMDSHELL.
Or is there anything alternate?
To achieve what in detail?