Before using SQL Database with your applications, it’s important to understand that the connectivity model presented by Azure is not quite the same as you’ve come to rely on using standard SQL Server.
For one thing, connectivity to a SQL database is never 100% guaranteed. This may seem shocking, given that the SQL Database service level agreement (SLA) includes a 99.9% uptime clause. However, there are client-side usage patterns that will result in interrupted connectivity and even forced disconnections. These are the situations you need to be aware of as you build custom applications that depend on SQL Database: