Microsoft does not announce support for OLE DB connections to Azure and there are limitations. Some required OLE DB schema rowsets are not available from an Azure connection, and some properties that identify features in SQL Server are not adjusted to represent SQL Azure limitations. For most common connect/query/update tasks it seems to work fine.

Provider=SQLNCLI10;Password=myPassword;User ID=[username]@[servername];
Initial Catalog
=databasename;Data Source=tcp:[servername].database.windows.net;


This connection string (Standard using SQLNCLI10 OLEDB) can be used for connections to SQL Azure.

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