database level firewall
The following documentation states that a database level firewall works for Azure SQL DW databases:
However, running the syntax mentioned results in the error:
Msg 15165, Level 16, State 1, Line 1
Could not find object 'sp_set_database_firewall_rule' or you do not have permission.
Please add or fix support for the database-level firewall in Azure SQL DW
Thanks for reporting this. We are looking into this. 10703354