I am trying to run following SQL:
INSERT INTO Suppliers ( [SupplierID], [CompanyName])
Select [SupplierID], [CompanyName] From [AlexDB]..Suppliers
<
If you have onprem version that has the sp_addlinkedsrvlogin, you can setup Linked Servers for both source and target database then you can run your insert into query.
See "SQL Server Support for Linked Server and Distributed Queries against Windows Azure SQL Database" in this blog: https://azure.microsoft.com/en-us/blog/announcing-updates-to-windows-azure-sql-database/
Unfortunately there is no way to do this in a single query.
The easiest way to accomplish it is to use "Data Sync" to copy the tables. The benefit of this is that it will also work between servers, and keep your tables in sync.
http://azure.microsoft.com/en-us/documentation/articles/sql-database-get-started-sql-data-sync/
In practise, I haven't had that great of an experience with "Data Sync" running in production, but its fine for once off jobs.
One issue with "Data Sync" is that it will create a large number of "sync" objects in your database, and deleting the actual "Data Sync" from the Azure portal may or may not clean them up. Follow the directions in this article to clean it all up manually:
https://msgooroo.com/GoorooTHINK/Article/15141/Removing-SQL-Azure-Sync-objects-manually/5215
Since 2015, this can be done by use of elastic database queries also known as cross database queries.
I created and used this template, it copies 1.5 million rows in 20 minutes:
CREATE MASTER KEY ENCRYPTION BY PASSWORD = '<password>';
CREATE DATABASE SCOPED CREDENTIAL SQL_Credential
WITH IDENTITY = '<username>',
SECRET = '<password>';
CREATE EXTERNAL DATA SOURCE RemoteReferenceData
WITH
(
TYPE=RDBMS,
LOCATION='<server>.database.windows.net',
DATABASE_NAME='<db>',
CREDENTIAL= SQL_Credential
);
CREATE EXTERNAL TABLE [dbo].[source_table] (
[Id] BIGINT NOT NULL,
...
)
WITH
(
DATA_SOURCE = RemoteReferenceData
)
SELECT *
INTO target_table
FROM source_table
You could use a tool like SQL Data Compare from Red Gate Software that can move database contents from one place to another and fully supports SQL Azure. 14-day free trial should let you see if it can do what you need.
Full disclosure: I work for Red Gate Software
Use the following steps, there is no straight forward way to do so. But by some trick we can.
Step1 : Create another one table with the same structure of Suppliers table inside [AlexDB], Say it as SuppliersBackup
Step2 : Create table with the same structure of Suppliers table inside DesiredDB
Step3 : Enable Data Sync Between AlexDB..Suppliers and DesiredDB..Suppliers
Step4 : Truncate data from AlexDB..Suppliers
Step5 : Copy data from AlexDB..SuppliersBackup to AlexDB..Suppliers
Step6 : Now run the sync
Data Copied to DesiredDB.
You can easily add a "Linked Server" from SQL Management Studio and then query on the fully qualified table name. No need for flat files or export tables. This method also works for on-prem to azure database and vice versa.
e.g.
select top 1 ColA, ColB from [AZURE01_<hidden>].<hidden>_UAT_RecoveryTestSrc.dbo.FooTable order by 1 desc
select top 1 ColA, ColB from [AZURE01_<hidden>].<hidden>_UAT_RecoveryTestTgt.dbo.FooTable order by 1 desc