Hi Hema,
Cross Database query is yet not available as part of Azure SQL Database. The reason being, even if multiple DBs are lying in one logical server on Azure SQL, but they might not be one physical server.
With
Elastic Database Query, currently you can use only SELECT statements on remote database, however INSERT INTO operations are yet not supported.
In your scenario, is it possible to use the remote database as the one from where you read the data (only use SELECT statements), and INSERT INTO local database?
I would love to learn about your scenario, can you please share your feedback with the team using this short <5 min survey:
http://www.instant.ly/s/PTdK