Guidelines for Connecting to Windows Azure SQL Database

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Microsoft Windows Azure SQL Database works with third-party applications, open source, and many familiar Microsoft applications, such as WCF Data Services, ODBC, and ADO.NET.

For solutions to common customer problems with Windows Azure SQL Database, SQL Server Data Tools, and SQL Server Management Studio, see Database Lifecycle Management.

The following is a list of general considerations that apply for any connection to Windows Azure SQL Database:

The Windows Azure SQL Database service is only available with TCP port 1433. To access a SQL Database database from your computer, ensure that your firewall allows outgoing TCP communication on TCP port 1433.
Before you can connect to your SQL Database server for the first time, you must use the Windows Azure Platform Management Portal to configure the SQL Database firewall. You will need to create a server-level firewall setting that enables connection attempts from your computer or Windows Azure to SQL Database server. Further, if you want to control access at the database level in your SQL Database server, you must create database-level firewall rules for the required databases. For more information, see Windows Azure SQL Database Firewall, How to: Configure the Server-Level Firewall Settings (Windows Azure SQL Database), and How to: Configure the Database-Level Firewall Settings (Windows Azure SQL Database).
Because some tools implement tabular data stream (TDS) differently, you may need to append the SQL Database server name to the login in the connection string using the <login>@<server> notation. In these cases, separate the login and SQL Database server name with the @ symbol. For example, if your login was named login1 and the fully qualified name of your SQL Database server is servername.database.windows.net, the username parameter of your connection string should be: login1@servername. This restriction places limitations on the text you can choose for the login name. For more information, see CREATE LOGIN (Windows Azure SQL Database).
If you do not specify a database in the connection string, you will be connected to the master database.
The Transact-SQL USE command is not currently supported for switching between databases. Establish a connection directly to the target database.
Not all embedded Transact-SQL statements are supported by Windows Azure SQL Database. Some statements that are supported in Windows Azure SQL Database may not support all of the same optional parameters as SQL Server 2008. For more information about Transact-SQL support in Windows Azure SQL Database, see Transact-SQL Support (Windows Azure SQL Database).
You must connect to the master database to create logins and databases. The master database also has the sys.sql_logins and sys.databases views that you can use to view logins and databases, respectively. For more information, see Managing Databases and Logins in Windows Azure SQL Database.
Windows Azure SQL Database does not support Windows Authentication. Use SQL Server authentication in your connection string.
Connecting to Windows Azure SQL Database by using OLE DB is not supported.
Windows Azure SQL Database does not support distributed transactions, which are transactions that affect several resources. For more information, see General Guidelines and Limitations (Windows Azure SQL Database).
Windows Azure SQL Database provides a large-scale multi-tenant database service on shared resources. In order to provide a good experience to all Windows Azure SQL Database customers, your connection to the service may be closed. For more information, see Connection Constraints and Connection Management in SQL Database article in the TechNet Wiki.

[Windows Azure] Guidelines for Connecting to Windows Azure SQL Database

Guidelines for Connecting to Windows Azure SQL Database

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