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Extended Events Tracing on Read Scale-Out Azure SQL MI

Kendra Little goes on a journey:

It took me more than half hour to figure out how to start an XEvents trace on a read-scale out instance of Azure SQL Managed Instance. It’s hard to monitor read scale-out instances, so tracing is desirable! I started with a simple trace of sql_statement_completed. Hopefully this saves other folks some time.

Click through for that process. The process seems a bit painful, to put it kindly.