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I have noticed that copy only backups does not allow for differential backups. What is the reason the copy-only backup option is disabled for differential backups?

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It can be specified in TSQL but the documentation states

COPY_ONLY has no effect when specified with the DIFFERENTIAL option.

There's no need for copy only differential backups because you can just take a normal differential backup.

Taking a differential backup doesn't break anything as each such backup is cumulative and contains all changes since the last full backup.

If you were to take a full backup without copy_only that would potentially be problematic as it resets the differential base (clears the bitmaps containing information about which extents have changed).

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    It is a bit unexpected (to me anyway) that a differential can't be applied to a copy only backup. On the face of it, I would have thought differential with copy only could be useful in some scenarios. – Paul White Jun 11 '16 at 3:02

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