I am trying to use "Database Engine Tuning Advisor" for queries in Azure SQL.
According to https://docs.microsoft.com/en-us/sql/relational-databases/performance/start-and-use-the-database-engine-tuning-advisor it should work with Azure SQL.
However it gives me "Failed to open a new connection".
ADDITIONAL INFORMATION: Database Engine Tuning Advisor does not support Microsoft Azure SQL Database. (DTAClient)
Is it still supported in Sql Server Management Studio v17.3 (Database Engine Tuning Advisor 14.0.1000.169), that I am using? What should I do to enable it?
I've tried Azure Performance Insights, but it doesn't allow me to get suggestions of indexes for individual queries that I have to analyse.