I use the wizard from azure as below,
IF NOT EXISTS (SELECT * FROM sys.external_file_formats WHERE name = 'SynapseParquetFormat')
CREATE EXTERNAL FILE FORMAT [SynapseParquetFormat]
WITH ( FORMAT_TYPE = DELTA)
GO
IF NOT EXISTS (SELECT * FROM sys.external_data_sources WHERE name = 'lake_vyadls_dfs_core_windows_net')
CREATE EXTERNAL DATA SOURCE [lake_vyadls_dfs_core_windows_net]
WITH (
LOCATION = 'https://vyadls.dfs.core.windows.net/lake',
)
Go
CREATE EXTERNAL TABLE lob.customer (
[id] smallint,
[name] varchar(8000),
[etltime] datetime2(7),
[city] varchar(8000)
)
WITH (
LOCATION = 'customer',
DATA_SOURCE = [lake_vyadls_dfs_core_windows_net],
FILE_FORMAT = [SynapseParquetFormat]
)
GO