To better support Extended Events in Azure SQL, in recent months we have made several improvements. Now, you can:
- View event data in SSMS without downloading xel files from Azure Storage
- Watch live data for an event session
- Use the XEvent Profiler
- Use the histogram target
- Monitor Extended Events performance
- Use granular Extended Events permissions
Much of this is already available in the box product. Dimitri also notes some performance improvements and other updates as well.