Using stored procedures in SQL Data Warehouse

Tips for implementing stored procedures in Azure SQL Data Warehouse for developing solutions.

What to expect

SQL Data Warehouse supports many of the T-SQL features that are used in SQL Server. More importantly, there are scale-out specific features that you can use to maximize the performance of your solution.

However, to maintain the scale and performance of SQL Data Warehouse there are also some features and functionality that have behavioral differences and others that are not supported.

Introducing stored procedures

Stored procedures are a great way for encapsulating your SQL code; storing it close to your data in the data warehouse. Stored procedures help developers modularize their solutions by encapsulating the code into manageable units; facilitating greater reusability of code. Each stored procedure can also accept parameters to make them even more flexible.

SQL Data Warehouse provides a simplified and streamlined stored procedure implementation. The biggest difference compared to SQL Server is that the stored procedure is not pre-compiled code. In data warehouses, the compilation time is small in comparison to the time it takes to run queries against large data volumes. It is more important to ensure the stored procedure code is correctly optimized for large queries. The goal is to save hours, minutes, and seconds, not milliseconds. It is therefore more helpful to think of stored procedures as containers for SQL logic.

When SQL Data Warehouse executes your stored procedure, the SQL statements are parsed, translated, and optimized at run time. During this process, each statement is converted into distributed queries. The SQL code that is executed against the data is different than the query submitted.

Nesting stored procedures

When stored procedures call other stored procedures, or execute dynamic SQL, then the inner stored procedure or code invocation is said to be nested.

SQL Data Warehouse supports a maximum of eight nesting levels. This is slightly different to SQL Server. The nest level in SQL Server is 32.

The top-level stored procedure call equates to nest level 1.

EXEC prc_nesting

If the stored procedure also makes another EXEC call, the nest level increases to two.

EXEC prc_nesting_2  -- This call is nest level 2
EXEC prc_nesting

If the second procedure then executes some dynamic SQL, the nest level increases to three.

CREATE PROCEDURE prc_nesting_2
EXEC sp_executesql 'SELECT 'another nest level'  -- This call is nest level 2
EXEC prc_nesting

Note, SQL Data Warehouse does not currently support @@NESTLEVEL. You need to track the nest level. It is unlikely for you to exceed the eight nest level limit, but if you do, you need to rework your code to fit the nesting levels within this limit.


SQL Data Warehouse does not permit you to consume the result set of a stored procedure with an INSERT statement. However, there is an alternative approach you can use. For an example, see the article on temporary tables.


There are some aspects of Transact-SQL stored procedures that are not implemented in SQL Data Warehouse.

They are:

  • temporary stored procedures
  • numbered stored procedures
  • extended stored procedures
  • CLR stored procedures
  • encryption option
  • replication option
  • table-valued parameters
  • read-only parameters
  • default parameters
  • execution contexts
  • return statement

Next steps

For more development tips, see development overview.