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Data virtualization with Azure SQL Managed Instance

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Applies to: Azure SQL Managed Instance

The data virtualization feature of Azure SQL Managed Instance allows you to execute Transact-SQL (T-SQL) queries on files storing data in common data formats in Azure Data Lake Storage Gen2 or Azure Blob Storage, and combine it with locally stored relational data using joins. This way you can transparently access external data (in read-only mode) while keeping it in its original format and location - also known as data virtualization.

Overview

Data virtualization provides two ways of querying files intended for different sets of scenarios:

  • OPENROWSET syntax – optimized for ad hoc querying of files. Typically used to quickly explore the content and the structure of a new set of files.
  • CREATE EXTERNAL TABLE syntax – optimized for repetitive querying of files using identical syntax as if data were stored locally in the database. External tables require several preparation steps compared to the OPENROWSET syntax, but allow for more control over data access. External tables are typically used for analytical workloads and reporting.

In either case, an external data source must be created using the CREATE EXTERNAL DATA SOURCE T-SQL syntax, as demonstrated in this article.

Also available is CREATE EXTERNAL TABLE AS SELECT syntax for Azure SQL Managed Instance, for exporting the results of a T-SQL SELECT statement into the Parquet or CSV files in Azure Blob Storage or Azure Data Lake Storage (ADLS) Gen 2 and creating an external table on top of those files.

File formats

Parquet and delimited text (CSV) file formats are directly supported. The JSON file format is indirectly supported by specifying the CSV file format where queries return every document as a separate row. You can parse rows further using JSON_VALUE and OPENJSON.

Storage types

Files can be stored in Azure Data Lake Storage Gen2 or Azure Blob Storage. To query files, you need to provide the location in a specific format and use the location type prefix corresponding to the type of external source and endpoint/protocol, such as the following examples:

--Blob Storage endpoint
abs://<container>@<storage_account>.blob.core.windows.net/<path>/<file_name>.parquet

--Data Lake endpoint
adls://<container>@<storage_account>.dfs.core.windows.net/<path>/<file_name>.parquet

Important

The provided Location type prefix is used to choose the optimal protocol for communication and to leverage any advanced capabilities offered by the particular storage type. Using the generic https:// prefix is disabled. Always use endpoint-specific prefixes.

Get started

If you're new to data virtualization and want to quickly test functionality, start by querying public data sets available in Azure Open Datasets, like the Bing COVID-19 dataset allowing anonymous access.

Use the following endpoints to query the Bing COVID-19 data sets:

  • Parquet: abs://public@pandemicdatalake.blob.core.windows.net/curated/covid-19/bing_covid-19_data/latest/bing_covid-19_data.parquet
  • CSV: abs://public@pandemicdatalake.blob.core.windows.net/curated/covid-19/bing_covid-19_data/latest/bing_covid-19_data.csv

For a quick start, run this simple T-SQL query to get first insights into the data set. This query uses OPENROWSET to query a file stored in a publicly available storage account:

--Quick query on a file stored in a publicly available storage account:
SELECT TOP 10 *
FROM OPENROWSET(
 BULK 'abs://public@pandemicdatalake.blob.core.windows.net/curated/covid-19/bing_covid-19_data/latest/bing_covid-19_data.parquet',
 FORMAT = 'parquet'
) AS filerows

You can continue data set exploration by appending WHERE, GROUP BY and other clauses based on the result set of the first query.

If the first query fails on your managed instance, that instance likely has restricted access to Azure storage accounts, and you should talk to your networking expert to enable access before you can proceed with querying.

Once you get familiar with querying public data sets, consider switching to nonpublic data sets that require providing credentials, granting access rights and configuring firewall rules. In many real-world scenarios you will operate primarily with private data sets.

Access to nonpublic storage accounts

A user that is logged into a managed instance must be authorized to access and query files stored in a nonpublic storage account. Authorization steps depend on how the managed instance authenticates to the storage. The type of authentication and any related parameters are not provided directly with each query. They are encapsulated in the database scoped credential object stored in the user database. The credential is used by the database to access the storage account anytime the query executes. Azure SQL Managed Instance supports the following authentication types:

A managed identity is a feature of Microsoft Entra ID (formerly Azure Active Directory) that provides Azure services - like Azure SQL Managed Instance - with an identity managed in Microsoft Entra ID. This identity can be used to authorize requests for data access in nonpublic storage accounts. Services like Azure SQL Managed Instance have a system-assigned managed identity, and can also have one or more user-assigned managed identities. You can use either system-assigned managed identities or user-assigned managed identities for data virtualization with Azure SQL Managed Instance.

The Azure storage administrator must first grant permissions to the managed identity to access the data. Grant permissions to the system-assigned managed identity of the managed instance the same way permissions are granted to any other Microsoft Entra user. For example:

  1. In the Azure portal, in the Access Control (IAM) page of a storage account, select Add role assignment.
  2. Choose the Storage Blob Data Reader built-in Azure RBAC role. This provides read access to the managed identity for the necessary Azure Blob Storage containers.
    • Instead of granting the managed identity the Storage Blob Data Reader Azure RBAC role, you can also grant more granular permissions on a subset of files. All users who need access to Read individual files some data in this container also must have Execute permission on all parent folders up to the root (the container). Learn more about how to set ACLs in Azure Data Lake Storage Gen2.
  3. On the next page, select Assign access to Managed identity. + Select members, and under the Managed identity drop-down list, select the desired managed identity. For more information, see Assign Azure roles using the Azure portal.
  4. Then, creating the database scoped credential for managed identity authentication is simple. Note in the following example that 'Managed Identity' is a hard-coded string.
-- Optional: Create MASTER KEY if it doesn't exist in the database:
-- CREATE MASTER KEY ENCRYPTION BY PASSWORD = '<Some Very Strong Password Here>'
GO
CREATE DATABASE SCOPED CREDENTIAL MyCredential
WITH IDENTITY = 'Managed Identity'

External data source

An external data source is an abstraction that enables easy referencing of a file location across multiple queries. To query public locations, all you need to specify while creating an external data source is the file location:

CREATE EXTERNAL DATA SOURCE MyExternalDataSource
WITH (
    LOCATION = 'abs://public@pandemicdatalake.blob.core.windows.net/curated/covid-19/bing_covid-19_data/latest'
)

When accessing nonpublic storage accounts, along with the location, you also need to reference a database scoped credential with encapsulated authentication parameters. The following script creates an external data source pointing to the file path, and referencing a database-scoped credential.

--Create external data source pointing to the file path, and referencing database-scoped credential:
CREATE EXTERNAL DATA SOURCE MyPrivateExternalDataSource
WITH (
    LOCATION = 'abs://public@pandemicdatalake.blob.core.windows.net/curated/covid-19/bing_covid-19_data/latest'
        CREDENTIAL = [MyCredential];
)

Query data sources using OPENROWSET

The OPENROWSET syntax enables instant ad hoc querying while only creating the minimal number of database objects necessary.

OPENROWSET only requires creating the external data source (and possibly the credential) as opposed to the external table approach, which requires an external file format and the external table itself.

The DATA_SOURCE parameter value is automatically prepended to the BULK parameter to form the full path to the file.

When using OPENROWSET provide the format of the file, such as the following example, which queries a single file:

SELECT TOP 10 *
FROM OPENROWSET(
 BULK 'bing_covid-19_data.parquet',
 DATA_SOURCE = 'MyExternalDataSource',
 FORMAT = 'parquet'
) AS filerows;

Query multiple files and folders

The OPENROWSET command also allows querying multiple files or folders by using wildcards in the BULK path.

The following example uses the NYC yellow taxi trip records open data set.

First, create the external data source:

--Create the data source first:
CREATE EXTERNAL DATA SOURCE NYCTaxiExternalDataSource
WITH (LOCATION = 'abs://nyctlc@azureopendatastorage.blob.core.windows.net');

Now we can query all files with .parquet extension in folders. For example, here we'll query only those files matching a name pattern:

--Query all files with .parquet extension in folders matching name pattern:
SELECT TOP 10 *
FROM OPENROWSET(
 BULK 'yellow/puYear=*/puMonth=*/*.parquet',
 DATA_SOURCE = 'NYCTaxiExternalDataSource',
 FORMAT = 'parquet'
) AS filerows;

When querying multiple files or folders, all files accessed with the single OPENROWSET must have the same structure (such as the same number of columns and data types). Folders can't be traversed recursively.

Schema inference

Automatic schema inference helps you quickly write queries and explore data when you don't know file schemas. Schema inference only works with parquet files.

While convenient, inferred data types might be larger than the actual data types because there might be enough information in the source files to ensure the appropriate data type is used. This can lead to poor query performance. For example, parquet files don't contain metadata about maximum character column length, so the instance infers it as varchar(8000).

Use the sp_describe_first_results_set stored procedure to check the resulting data types of your query, such as the following example:

EXEC sp_describe_first_result_set N'
 SELECT
 vendorID, tpepPickupDateTime, passengerCount
 FROM
 OPENROWSET(
  BULK ''yellow/*/*/*.parquet'',
  DATA_SOURCE = ''NYCTaxiExternalDataSource'',
  FORMAT=''parquet''
 ) AS nyc';

Once you know the data types, you can then specify them using the WITH clause to improve performance:

SELECT TOP 100
 vendorID, tpepPickupDateTime, passengerCount
FROM
OPENROWSET(
 BULK 'yellow/*/*/*.parquet',
 DATA_SOURCE = 'NYCTaxiExternalDataSource',
 FORMAT='PARQUET'
 )
WITH (
vendorID varchar(4), -- we're using length of 4 instead of the inferred 8000
tpepPickupDateTime datetime2,
passengerCount int
) AS nyc;

Since the schema of CSV files can't be automatically determined, columns must be always specified using the WITH clause:

SELECT TOP 10 id, updated, confirmed, confirmed_change
FROM OPENROWSET(
 BULK 'bing_covid-19_data.csv',
 DATA_SOURCE = 'MyExternalDataSource',
 FORMAT = 'CSV',
 FIRSTROW = 2
)
WITH (
 id int,
 updated date,
 confirmed int,
 confirmed_change int
) AS filerows;

File metadata functions

When querying multiple files or folders, you can use filepath() and filename() functions to read file metadata and get part of the path or full path and name of the file that the row in the result set originates from:

--Query all files and project file path and file name information for each row:
SELECT TOP 10 filerows.filepath(1) as [Year_Folder], filerows.filepath(2) as [Month_Folder],
filerows.filename() as [File_name], filerows.filepath() as [Full_Path], *
FROM OPENROWSET(
 BULK 'yellow/puYear=*/puMonth=*/*.parquet',
 DATA_SOURCE = 'NYCTaxiExternalDataSource',
 FORMAT = 'parquet') AS filerows;
--List all paths:
SELECT DISTINCT filerows.filepath(1) as [Year_Folder], filerows.filepath(2) as [Month_Folder]
FROM OPENROWSET(
 BULK 'yellow/puYear=*/puMonth=*/*.parquet',
 DATA_SOURCE = 'NYCTaxiExternalDataSource',
 FORMAT = 'parquet') AS filerows;

When called without a parameter, the filepath() function returns the file path that the row originates from. When DATA_SOURCE is used in OPENROWSET, it returns the path relative to the DATA_SOURCE, otherwise it returns full file path.

When called with a parameter, it returns part of the path that matches the wildcard on the position specified in the parameter. For example, parameter value 1 would return part of the path that matches the first wildcard.

The filepath() function can also be used for filtering and aggregating rows:

SELECT
 r.filepath() AS filepath
 ,r.filepath(1) AS [year]
 ,r.filepath(2) AS [month]
 ,COUNT_BIG(*) AS [rows]
FROM OPENROWSET(
 BULK 'yellow/puYear=*/puMonth=*/*.parquet',
DATA_SOURCE = 'NYCTaxiExternalDataSource',
FORMAT = 'parquet'
 ) AS r
WHERE
 r.filepath(1) IN ('2017')
 AND r.filepath(2) IN ('10', '11', '12')
GROUP BY
 r.filepath()
 ,r.filepath(1)
 ,r.filepath(2)
ORDER BY
 filepath;

Create view on top of OPENROWSET

You can create and use views to wrap OPENROWSET queries so that you can easily reuse the underlying query:

CREATE VIEW TaxiRides AS
SELECT *
FROM OPENROWSET(
 BULK 'yellow/puYear=*/puMonth=*/*.parquet',
 DATA_SOURCE = 'NYCTaxiExternalDataSource',
 FORMAT = 'parquet'
) AS filerows

It's also convenient to add columns with the file location data to a view using the filepath() function for easier and more performant filtering. Using views can reduce the number of files and the amount of data the query on top of the view needs to read and process when filtered by any of those columns:

CREATE VIEW TaxiRides AS
SELECT *
 , filerows.filepath(1) AS [year]
 , filerows.filepath(2) AS [month]
FROM OPENROWSET(
 BULK 'yellow/puYear=*/puMonth=*/*.parquet',
 DATA_SOURCE = 'NYCTaxiExternalDataSource',
 FORMAT = 'parquet'
) AS filerows

Views also enable reporting and analytic tools like Power BI to consume results of OPENROWSET.

External tables

External tables encapsulate access to files making the querying experience almost identical to querying local relational data stored in user tables. Creating an external table requires the external data source and external file format objects to exist:

--Create external file format
CREATE EXTERNAL FILE FORMAT DemoFileFormat
WITH (
 FORMAT_TYPE=PARQUET
)
GO

--Create external table:
CREATE EXTERNAL TABLE tbl_TaxiRides(
 vendorID VARCHAR(100) COLLATE Latin1_General_BIN2,
 tpepPickupDateTime DATETIME2,
 tpepDropoffDateTime DATETIME2,
 passengerCount INT,
 tripDistance FLOAT,
 puLocationId VARCHAR(8000),
 doLocationId VARCHAR(8000),
 startLon FLOAT,
 startLat FLOAT,
 endLon FLOAT,
 endLat FLOAT,
 rateCodeId SMALLINT,
 storeAndFwdFlag VARCHAR(8000),
 paymentType VARCHAR(8000),
 fareAmount FLOAT,
 extra FLOAT,
 mtaTax FLOAT,
 improvementSurcharge VARCHAR(8000),
 tipAmount FLOAT,
 tollsAmount FLOAT,
 totalAmount FLOAT
)
WITH (
 LOCATION = 'yellow/puYear=*/puMonth=*/*.parquet',
 DATA_SOURCE = NYCTaxiExternalDataSource,
 FILE_FORMAT = DemoFileFormat
);
GO

Once the external table is created, you can query it just like any other table:

SELECT TOP 10 *
FROM tbl_TaxiRides;

Just like OPENROWSET, external tables allow querying multiple files and folders by using wildcards. Schema inference isn't supported with external tables.

Performance considerations

There's no hard limit to the number of files or the amount of data that can be queried, but query performance depends on the amount of data, data format, the way data is organized, and complexity of queries and joins.

Query partitioned data

Data is often organized in subfolders also called partitions. You can instruct managed instance to query only particular folders and files. Doing so reduces the number of files and the amount of data the query needs to read and process, resulting in better performance. This type of query optimization is known as partition pruning or partition elimination. You can eliminate partitions from query execution by using metadata function filepath() in the WHERE clause of the query.

The following sample query reads NYC Yellow Taxi data files only for the last three months of 2017:

SELECT
    r.filepath() AS filepath
    ,r.filepath(1) AS [year]
    ,r.filepath(2) AS [month]
    ,COUNT_BIG(*) AS [rows]
FROM OPENROWSET(
        BULK 'yellow/puYear=*/puMonth=*/*.parquet',
        DATA_SOURCE = 'NYCTaxiExternalDataSource',
        FORMAT = 'parquet'
    )
WITH (
    vendorID INT
) AS [r]
WHERE
    r.filepath(1) IN ('2017')
    AND r.filepath(2) IN ('10', '11', '12')
GROUP BY
    r.filepath()
    ,r.filepath(1)
    ,r.filepath(2)
ORDER BY
    filepath;

If your stored data isn't partitioned, consider partitioning it to improve query performance.

If you are using external tables, filepath() and filename() functions are supported but not in the WHERE clause. You can still filter by filename or filepath if you use them in computed columns. The following example demonstrates this:

CREATE EXTERNAL TABLE tbl_TaxiRides (
 vendorID VARCHAR(100) COLLATE Latin1_General_BIN2,
 tpepPickupDateTime DATETIME2,
 tpepDropoffDateTime DATETIME2,
 passengerCount INT,
 tripDistance FLOAT,
 puLocationId VARCHAR(8000),
 doLocationId VARCHAR(8000),
 startLon FLOAT,
 startLat FLOAT,
 endLon FLOAT,
 endLat FLOAT,
 rateCodeId SMALLINT,
 storeAndFwdFlag VARCHAR(8000),
 paymentType VARCHAR(8000),
 fareAmount FLOAT,
 extra FLOAT,
 mtaTax FLOAT,
 improvementSurcharge VARCHAR(8000),
 tipAmount FLOAT,
 tollsAmount FLOAT,
 totalAmount FLOAT,
 [Year]  AS CAST(filepath(1) AS INT), --use filepath() for partitioning
 [Month]  AS CAST(filepath(2) AS INT) --use filepath() for partitioning
)
WITH (
 LOCATION = 'yellow/puYear=*/puMonth=*/*.parquet',
 DATA_SOURCE = NYCTaxiExternalDataSource,
 FILE_FORMAT = DemoFileFormat
);
GO

SELECT *
      FROM tbl_TaxiRides
WHERE
      [year]=2017            
      AND [month] in (10,11,12);

If your stored data isn't partitioned, consider partitioning it to improve query performance.

Statistics

Collecting statistics on your external data is one of the most important things you can do for query optimization. The more the instance knows about your data, the faster it can execute queries. The SQL engine query optimizer is a cost-based optimizer. It compares the cost of various query plans, and then chooses the plan with the lowest cost. In most cases, it chooses the plan that executes the fastest.

Automatic creation of statistics

Azure SQL Managed Instance analyzes incoming user queries for missing statistics. If statistics are missing, the query optimizer automatically creates statistics on individual columns in the query predicate or join condition in order to improve cardinality estimates for the query plan. Automatic creation of statistics is done synchronously so you might incur slightly degraded query performance if your columns are missing statistics. The time to create statistics for a single column depends on the size of the files targeted.

OPENROWSET manual statistics

Single-column statistics for the OPENROWSET path can be created using the sys.sp_create_openrowset_statistics stored procedure, by passing the select query with a single column as a parameter:

EXEC sys.sp_create_openrowset_statistics N'
SELECT pickup_datetime
FROM OPENROWSET(
 BULK ''abs://public@pandemicdatalake.blob.core.windows.net/curated/covid-19/bing_covid-19_data/latest/*.parquet'',
 FORMAT = ''parquet'') AS filerows
';

By default, the instance uses 100% of the data provided in the dataset to create statistics. You can optionally specify the sample size as a percentage using the TABLESAMPLE options. To create single-column statistics for multiple columns, execute sys.sp_create_openrowset_statistics for each of the columns. You can't create multi-column statistics for the OPENROWSET path.

To update existing statistics, drop them first using the sys.sp_drop_openrowset_statistics stored procedure, and then recreate them using the sys.sp_create_openrowset_statistics:

EXEC sys.sp_drop_openrowset_statistics N'
SELECT pickup_datetime
FROM OPENROWSET(
 BULK ''abs://public@pandemicdatalake.blob.core.windows.net/curated/covid-19/bing_covid-19_data/latest/*.parquet'',
 FORMAT = ''parquet'') AS filerows
';

External table manual statistics

The syntax for creating statistics on external tables resembles the one used for ordinary user tables. To create statistics on a column, provide a name for the statistics object and the name of the column:

CREATE STATISTICS sVendor
ON tbl_TaxiRides (vendorID)
WITH FULLSCAN, NORECOMPUTE;

The WITH options are mandatory, and for the sample size, the allowed options are FULLSCAN and SAMPLE n percent.

  • To create single-column statistics for multiple columns, execute CREATE STATISTICS for each of the columns.
  • Multi-column statistics are not supported.

Troubleshoot

Issues with query execution are typically caused by managed instance not being able to access file location. The related error messages might report insufficient access rights, nonexisting location or file path, file being used by another process, or that directory cannot be listed. In most cases this indicates that access to files is blocked by network traffic control policies or due to lack of access rights. This is what should be checked:

  • Wrong or mistyped location path.
  • SAS key validity: it could be expired, containing a typo, starting with a question mark.
  • SAS key permissions allowed: Read at minimum, and List if wildcards are used.
  • Blocked inbound traffic on the storage account. Check Managing virtual network rules for Azure Storage for more details and make sure that access from managed instance VNet is allowed.
  • Outbound traffic blocked on the managed instance using storage endpoint policy. Allow outbound traffic to the storage account.
  • Managed Identity access rights: make sure the managed identity of the instance is granted access rights to the storage account.
  • Compatibility level of the database must be 130 or higher for data virtualization queries to work.

CREATE EXTERNAL TABLE AS SELECT (CETAS)

CREATE EXTERNAL TABLE AS SELECT (CETAS) allows you to export data from your SQL managed instance into an external storage account. You can use CETAS to create an external table on top of Parquet or CSV files Azure Blob storage or Azure Data Lake Storage (ADLS) Gen2. CETAS can also export, in parallel, the results of a T-SQL SELECT statement into the created external table. There is potential for data exfiltration risk with these capabilities, so CETAS is disabled by default for Azure SQL Managed Instance. To enable, see CREATE EXTERNAL TABLE AS SELECT (CETAS).

Limitations

Known issues

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