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Showing content from https://learn.microsoft.com/en-us/azure/azure-sql/database/transact-sql-tsql-differences-sql-server below:

T-SQL Differences Between SQL Server and Azure SQL Database - Azure SQL Database

When migrating your database from SQL Server to Azure SQL Database, you might discover that your SQL Server databases require some re-engineering before they can be migrated. This article provides guidance to assist you in both performing this re-engineering and understanding the underlying reasons why the re-engineering is necessary. To detect incompatibilities and migrate databases to Azure SQL Database, use Azure Data Migration Service.

Overview

Most Transact-SQL (T-SQL) features that applications use are fully supported in both Microsoft SQL Server and Azure SQL Database. For example, the core SQL components such as data types, operators, string, arithmetic, logical, and cursor functions work identically in SQL Server and SQL Database. There are, however, a few T-SQL differences in DDL (data definition language) and DML (data manipulation language) elements resulting in T-SQL statements and queries that are only partially supported (which we discuss later in this article).

In addition, there are some features and syntax that isn't supported at all because Azure SQL Database is designed to isolate features from dependencies on the system databases and the operating system. As such, most instance-level features aren't supported in SQL Database. T-SQL statements and options aren't available if they configure instance-level options, operating system components, or specify file system configuration. When such capabilities are required, an appropriate alternative is often available in some other way from SQL Database or from another Azure feature or service.

For example, high availability is built into Azure SQL Database. T-SQL statements related to availability groups aren't supported by SQL Database, and the dynamic management views related to Always On Availability Groups are also not supported.

For a list of the features that are supported and unsupported by SQL Database, see Features comparison: Azure SQL Database and Azure SQL Managed Instance. This page supplements that article, and focuses on T-SQL statements.

T-SQL syntax statements with partial differences

The core DDL statements are available, but DDL statement extensions related to unsupported features, such as file placement on disk, aren't supported.

T-SQL syntax not supported in Azure SQL Database

In addition to T-SQL statements related to the unsupported features described in Features comparison: Azure SQL Database and Azure SQL Managed Instance, the following statements and groups of statements aren't supported. As such, if your database to be migrated is using any of the following features, re-engineer your application to eliminate these T-SQL features and statements.

Full T-SQL reference

For more information about T-SQL grammar, usage, and examples, see Transact-SQL reference (Database Engine).

About the "Applies to" tags

The T-SQL reference includes articles related to all recent SQL Server versions. Below the article title there's an icon bar, listing MSSQL platforms, and indicating applicability. For example, availability groups were introduced in SQL Server 2012. The CREATE AVAILABILITY GROUP article indicates that the statement applies to SQL Server (starting with 2012). The statement doesn't apply to SQL Server 2008, SQL Server 2008 R2, Azure SQL Database, Azure Synapse Analytics, or Parallel Data Warehouse.

In some cases, the general subject of an article can be used in a product, but there are minor differences between products. The differences are indicated at midpoints in the article as appropriate. For example, the CREATE TRIGGER article is available in SQL Database. But the ALL SERVER option for server-level triggers, indicates that server-level triggers can't be used in SQL Database. Use database-level triggers instead.


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