I just got approved for the Azure SQL Data Warehouse Preview, and just finished \"provisioning\" my new server and database. I followed a link to a \'Getting Started\' page
I've experienced this. Your connection isn't actually recognised as a SQL DW connection. I bet your query window is a .sql file, not a .dsql as it needs to be.
Go back into the Azure portal and use the link to connect using SSDT from there. You should get a connection in the SQL Server Explorer pane which looks different, and when you start a New Query based on it, you should get a .dsql window, not a .sql one.
I am running Visual Studio 2015 Enterprise, and what I had to do to get this error resolved was install SSDT October 2015 Preview in Visual Studio
. The link I used is: https://msdn.microsoft.com/en-us/library/mt204009.aspx
Prior to installing this, I had the latest released version for VS2015...had to install the Preview to get it to work. Also, it solved the issue where I was not able to see ANY of the tables in the Azure Data Warehouse database - just a couple of views, which made querying difficult (could still get a list of available tables from sys.tables)
I hope this helps somebody!
Have you checked the version of SSDT that you are using? It sounds like you may be on a version prior to 12.0.50623, which doesn't take into account that SET NO COUNT is not supported by SQL Data Warehouse at the moment. Newer versions of SSDT have adjusted for this. We recommend updating SSDT here and then connecting using the SQL Server Object Explorer with the directions in our documentation.