Install and configure Polybase on Azure SQL Server - Could not find stored procedure 'sp_configure'

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I am trying to setup a PolyBase (external) table with data in

  • Azure SQL Server database hosted on a Azure SQL Server (setup through the portal)
  • Azure Blob storage (CSV data)

SQL Server version:

Microsoft SQL Azure (RTM) - 12.0.2000.8   Nov  2 2018 21:17:06

The motive is to run some queries joining the two datasources.

Does Azure SQL Servers come with PolyBase setup? I have no idea how to enable "polybase query service for external data" from the azure console referred in these docs

when I try to run these config steps through the SQL Server Management Studio to enable polybase and setup connectivity:

exec sp_configure @configname = 'polybase enabled', @configvalue = 1;

I get an error

Could not find stored procedure 'sp_configure'

Also running this query

 SELECT SERVERPROPERTY ('IsPolyBaseInstalled') AS IsPolyBaseInstalled;  

Returns - 0

However, I am able to run these queries and create a External Data Source

CREATE MASTER KEY ENCRYPTION BY PASSWORD = 'password';  

CREATE DATABASE SCOPED CREDENTIAL AzureStorage
WITH IDENTITY = 'user', Secret = 'SecretKey';

CREATE EXTERNAL DATA SOURCE AzureStorage with (  
  TYPE = BLOB_STORAGE,
  LOCATION ='wasbs://[email protected]',  
  CREDENTIAL = AzureStorage  
); 

And when I try to create a new external file

CREATE EXTERNAL FILE FORMAT taxifileformat  
WITH (  
    FORMAT_TYPE = DELIMITEDTEXT,   
    FORMAT_OPTIONS (FIELD_TERMINATOR =',')  
);  

I get error

Incorrect syntax near 'EXTERNAL'

My questions are:

  1. Does Azure SQL Server have polybase enabled? If not, how do I enable them?

  2. What might be the issue with creating an external format which I plan to use to create the external table?

Thank you !

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On BEST ANSWER

Polybase is not supported on Azure SQL Database. It is one of the most voted features users want to see on Azure SQL Database in the future. If you want to vote for this feature please vote here.

sp_configure is not available on Azure SQL Database also. Use ALTER DATABASE SCOPED CCONFIGURATION instead to configure Azure SQL Database.

Azure SQL Data Warehouse seems to be a better option for you if you need Polybase, as mentioned on the comments of your question.