
Explanation/Reference:
Explanation:
SQL Data Warehouse supports loading data from HDInsight via PolyBase. The process is the same as loading data from Azure Blob Storage - using PolyBase to connect to HDInsight to load data.
Use PolyBase and T-SQL
Summary of loading process:
Move your data to HDInsight and store it in text files, ORC or Parquet format.

Configure external objects in SQL Data Warehouse to define the location and format of the data.

Run a T-SQL command to load the data in parallel into a new database table.

Recommendations
Create statistics on newly loaded data. Azure SQL Data Warehouse does not yet support auto create or auto update statistics. In order to get the best performance from your queries, it's important to create statistics on all columns of all tables after the first load or any substantial changes occur in the data.
Reference: https://docs.microsoft.com/en-us/azure/sql-data-warehouse/sql-data-warehouse-overview- load#load-from-hdinsight