The BULK INSERT Statement in SQL Server/Azure SQL has a DATA_SOURCE option that enables importing files from the paths relative to the DATA_SOURCE location, and also adding a custom authentication in data source.
Without the DATA_SOURCE option the BULK INSERT s limited to EntraID authentication only so SQL Server/Azure SQL BULK INSERT statements that use SAS, SPN, Managed Identity for authentication cannot be migrated to Fabric DW.
We need a DATA_SOURCE to migrate this kind of statements BULK INSERT (Transact-SQL) - SQL Server | Microsoft Learn
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