Andy Leonard answers a challenge:
I searched and found some promising Parquet SSIS components available from CData Software and passed that information along. I shared my inexperience in exporting to parquet format and asked a few friends how they’d done it.
I thought: How many times have I demonstrated Azure Data Factory and clicked right past file format selection without giving Parquet a second thought? Too many times. It was time to change that.
Another route is to use PolyBase. If you’re okay with writing the results to Azure Blob Storage, you can insert directly into Parquet files the results of a SQL query. If that sounds interesting, here are posts on connecting to Azure Blob Storage via PolyBase and inserting into Azure Blob Storage. I insert in CSV format to make it easier for people to follow, but swap the file format with Parquet and it works all the same.