I normally use SQL Management Studio to query tables on Azure SQL Database. You have to explicitly white-list the IP address from which you want to connect by a specifying a firewall rule in the Azure Management Portal. You know you're missing this step when you see a message of this sort -
Cannot connect to your_sql_database_name.database.windows.net.
Cannot open server 'your_sql_database_name' requested by the login. Client with IP address ’xxx.xxx.xxx.xxx' is not allowed to access the server. To enable access, use the Windows Azure Management Portal or run sp_set_firewall_rule on the master database to create a firewall rule for this IP address or address range. It may take up to five minutes for this change to take effect. Login failed for user 'SQLAdmin'. This session has been assigned a tracing ID of '5534b48e0110'. Provide this tracing ID to customer support when you need assistance. (Microsoft SQL Server, Error: 40615)
When I needed to access the database on a machine that didn't have SSMS, I tried the online querying tool that is accessible from this generic URL - https://your_sql_database_name.database.windows.net/
As I was yak-shaving before I reached this step, I forgot that I had to add a firewall rule and all that the online Silverlight-based Azure SQL Database Management tool could do to help me was to provide the terse message - There was an error connecting to the server
It didn't strike me immediately then that the message was a hyperlink and clicking it would reveal the actual reason for the error:
I don't understand why essential details should be concealed for the sake of minimalist UI design
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