The default jTDS driver that ships with DBConnect for MS SQL doesn't work with this version of Azure (Premium). The jTDS driver does however work with Azure standard.
To enable connection ...
Download the MSoft jdbc driver (V 4) from Microsoft and drop into /opt/splunk/etc/apps/dbx/bin/lib directory.
Then update /opt/splunk/etc/apps/dbx/local/database_types.conf by appending the following stanza...
[sqlazure]
displayName = SQLAzure
jdbcDriverClass = com.microsoft.sqlserver.jdbc.SQLServerDriver
defaultPort = 1433
connectionUrlFormat = jdbc:sqlserver://{0}:{1};databaseName={2}
testQuery = SELECT 1 AS test
Restart splunk and navigate to "Splunk DB Connect".
Select "Database connections in Splunk Manager" and ensure your connection has Database Type set to SQLAzure (should now be available from dropdown menu)
You should now be able to connect to this instance of Azure ...
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