Does Azure SQL "Elastic Database Query" allow connections to an on-premises SQL Server database?

I would like to query an on-premises SQL Server from an Azure SQL Database. This answer seems to indicate that I can do just that with the "Elastic Database Query" feature.

However, everything I have read about "Elastic Database Query" only mentions connecting to another Azure SQL Database, not an on-premises SQL Server database.

I tried using the "Elastic Database Query" functionality by running these statements one after the other:

CREATE MASTER KEY ENCRYPTION BY PASSWORD = 'MY_SUPER_SECRET_PASSWORD';  

CREATE DATABASE SCOPED CREDENTIAL SSDB_On_Premises_Credentials    
WITH IDENTITY = 'MY_USERNAME',  
SECRET = 'MY_OTHER_SUPER_SECRET_PASSWORD';  

CREATE EXTERNAL DATA SOURCE SSDB_On_Premises WITH   
    (TYPE = RDBMS,   
    LOCATION = 'the.path.to.my.on.premises.database',   
    DATABASE_NAME = 'MyDatabaseName',    
    CREDENTIAL = SSDB_On_Premises_Credentials          
) ;     

CREATE EXTERNAL TABLE USER(
    ID INT NOT NULL, 
    FIRSTNAME NVarchar(255),
    LASTNAME NVarchar(255) NOT NULL
)
WITH
(
    DATA_SOURCE = SSDB_On_Premises 
);

SELECT * FROM USER;

However, I get this error:

A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: Named Pipes Provider, error: 40 - Could not open a connection to SQL Server)

This might be a problem with the configuration settings on my on-premises SQL Server, but I'm guessing its more likely that "Elastic Database Query" just doesn't connect to an on-premises data source.

Solution

No. The doc for CREATE EXTERNAL DATA SOURCE specifies that the target must be Azure SQL Database for an RDBMS external data source:

-- Elastic Database query only: a remote database on Azure SQL Database as data source   
-- (only on Azure SQL Database)  
CREATE EXTERNAL DATA SOURCE data_source_name  
    WITH (   
        TYPE = RDBMS,  
        LOCATION = '<server_name>.database.windows.net',  
        DATABASE_NAME = '<Remote_Database_Name>',  
        CREDENTIAL = <SQL_Credential>  
    )  
[;]

Azure SQL Database Managed Instance supports Linked Server connections to SQL Server:

Linked servers

Linked servers in Managed Instance support limited number of targets: Supported targets: SQL Server and SQL Database Not supported targets: files, Analysis Services, and other RDBMS.

Azure SQL Database Managed Instance T-SQL differences from SQL Serve

Also Managed Instance supports running on a private VNet, from which it's reasonable to connect to on-premesis SQL Server instances. Azure SQL Database would have no way to communicate with your on-premesis servers.