So, you don’t want to go down the whole ETL (Extract Transform Load) route in order to access external data from your Microsoft SQL server?
Okay, what about MS SQL Polybase?
Take a listen to learn more and to see how you could access external data using T-SQL without having to ETL the data into your environment - leaving the external data where it is.
For me personally, the CSV option via say Amazon S3 buckets, Azure Storage is an interesting option as well as being able to query SAP HANA data and possibly even joining to SQL database data ;)
Here are some links to delve deeper if you so wish:
What is Polybase / Data Virtualization
Virtualize a CSV file into SQL
Episode 87 - MS SQL Polybase