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To add Azure SQL as a data source, go to Settings → Workspace → Integrations → Datasources and click New Datasource. Select Azure SQL and fill in the connection parameters below, then click Test & Save Datasource.

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Connection parameters

FieldDescription
Connection NameA label for this connection within Datachecks
HostThe server name hosting your database
PortDefault is 1433. Specify an alternative if your server uses a different port
UsernameThe dedicated user for Datachecks
PasswordThe password for the Datachecks user
DatabaseThe name of the Azure SQL database you want to connect to
SchemaThe schema you want to access
ODBC DriverThe driver required to establish the connection (for example, ODBC Driver 18)

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Setup

Run the following SQL on your Azure SQL instance to create a dedicated user for Datachecks. 
USE DatabaseName;

CREATE SCHEMA datachecks_tmp;

CREATE LOGIN DatachecksUser WITH PASSWORD = 'YourSecurePassword';
CREATE USER DatachecksUser FOR LOGIN DatachecksUser;

GRANT SELECT ON SCHEMA::YourSchema TO DatachecksUser;
GRANT SELECT, INSERT, UPDATE, DELETE ON SCHEMA::datachecks_tmp TO DatachecksUser;
The datachecks_tmp schema is used for intermediate processing and keeps Datachecks operations isolated from your production data.