Now that we have some data, let’s go back to SQL Server. I assume you’ve already installed and configured PolyBase—if not, check out my presentation on PolyBase. Note that this requires SQL Server 2019 or later, as that’s the first version which supports PolyBase to ODBC. Here’s a script which assumes a database named Scratch and a master key
Click through for step-by-step instructions to get started, though I will freely admit that I don’t have the Postgres knowledge to give you a full listing of sharp edges.