How to insert multiple rows into SQL Server Parallel Data Warehouse table

I am on PDW AU5 with SQL Server 2012 servers. I have an empty replicated table that I'm trying to load data into. I'm only loading 2 records. So, I'm doing:

INSERT INTO dbo.some_table
(Col1, Col2, Col3)
VALUES
(1, 'x', 'a'),
(2, 'y', 'b')

From the books online, this should work. (It works on SMP.) However, PDW throws an error stating: Parse error at line: 4, column: x: Incorrect syntax near ','.

The comma that this error is referring to is the one after the first tuple. What am I doing wrong? Is inserting multiple rows via INSERT INTO not allowed on AU5?

Solution

The documentation on MSDN for INSERT INTO states that Parallel Data Warehous and Azure SQL Data Warehouse uses a different syntax for insertions compared to normal SQL Server which crucially does not support multiple VALUES tuples unfortunately: https://msdn.microsoft.com/en-us/library/ms174335.aspx

-- Azure SQL Data Warehouse and Parallel Data Warehouse
INSERT INTO [ database_name . [ schema_name ] . | schema_name . ] table_name 
    [ ( column_name [ ,...n ] ) ]
    { 
      VALUES ( { NULL | expression } [ ,...n ] )
      | SELECT <select_criteria>
    }
    [ OPTION ( <query_option> [ ,...n ] ) ]
[;]

However note that it does support INSERT INTO [...] SELECT [..] syntax, so you could hack it like so:

INSERT INTO foo ( x, y, z )
SELECT 1, 'x', 'a' UNION ALL
SELECT 2, 'y', 'b' UNION ALL
SELECT 3, 'z', 'c' UNION ALL
SELECT 4, 'a', 'd' UNION ALL
SELECT 5, 'b', 'e'

(The last line doesn't have a UNION ALL expression)