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MS Azure - SQL Questions

1.      Can we upgrade the SQL performance level from P4 to P6 easily or does this require a migration?

2.      Do we have full control over the SQL config?  For example; changing compatibility mode on a SQL 2014 instance to SQL 2012.

3.      To place the SQL TempDB on premium disk (SSD), how is this component added using the online pricing calculator?

Kind regards.  Thanks for your help, experts.
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Mlanda T
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Thanks so much for your answers.  We need control over SQL, I am considering installing a D4 server running Server 2012 R2 with SQL 2014, this way we control TempDB location on premium disks, and a few deeper SQL params beyond compatibility mode.  

Is it uncommon to run SQL outside their managed SQL offering?
It is not uncommon to deploy your own SQL Server VM. The problem with that is that you miss out on the additional benefits of the cloud based infrastructure offered by SQL Azure (e.g. scale-out, cost management, easy upgrade, auto-scaling, etc) which you would have to manually establish (where possible) and monitor on your own SQL Server in a VM (https://docs.microsoft.com/en-us/azure/sql-database/sql-database-paas-vs-sql-server-iaas).

What is the actual load on your SQL Servers in terms of volume of transactions? The Premium tiers of SQL Azure give really great performance and scale really well. Have you run the Azure SQL DTU Calculator (http://dtucalculator.azurewebsites.net/). You run it on your on-premise SQL Server and it will record some metrics into a file. Upload the file onto the page given and it will estimate the correct tier for your load. TEMPDB on Azure SQL does have limits which might not be as easy to get around as you would on your own VM. Though to be honest, I am struggling to see a situation where the Azure SQL tiers cannot handle the load.