Is it possible to capture a database trace on azure using T-SQL

I know that you cannot run SQL Profiler for azure databases. I recently found out that SQL Profiler is just an interface for functionality implicit in SQL Server, i.e. The SQL profiler does not actually capture, it just starts and stops the traces that are actually executed by the SQL server, and that you can start, pause and stop traces using T-SQL statements.

I donโ€™t think that anyone has direct access to the file system in which the azure database lives, so if you can run a trace, you need to find a way to place this trace somewhere. Is it possible to fix traces in windows of azure databases using direct T-SQL, or is the trace function simply not applicable at all to SQL databases in azure?

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You can use dynamic management views to diagnose performance issues. http://msdn.microsoft.com/en-us/library/windowsazure/ff394114.aspx

The T-SQL you reference to non-Azure is sp_trace_start, which is not an Azure stored procedure.

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