You use Azure SQL Database Intelligent Insights and Azure Application Insights for monitoring.
You need to write ad-hoc queries against the monitoring data.
Which query language should you use?
Azure Monitor Logs is based on Azure Data Explorer, and log queries are written using the same Kusto query language (KQL). This is a rich language designed to be easy to read and author, and you
should be able to start using it with minimal guidance.
https://docs.microsoft.com/en-us/azure/azure-monitor/log-query/log-query-overview
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