I'm trying to install Brent Ozar's
SP_BlitzFirst on a user database on an Azure SQL Database instance.
However, I get the error:
The module 'sp_BlitzFirst' depends on the missing object 'sp_MSforeachdb'. The module will still be created; however, it cannot run successfully until the object exists."
I have a nasty feeling that I'm missing something obvious, but I don't really know where to go from here... Can anyone advise please?
I downloaded it today from https://www.brentozar.com/first-aid/ so I'm assuming it's the latest version.