Recently Microsoft announced Power BI DirectQuery support (in preview) to the Common Data Service (CDS) using Tabular Data Stream. You can also leverage this CDS TDS endpoint within SQL Server Management Studio to write SQL queries against the CDS database. You can connect using the base url of your CDS instance and add the port 5558. To authenticate you will need to use Azure Active Directory - Password.
By default this functionality is not enabled, so you if you try to use SQL Server Management Studio you will get below exception.
As outlined on http://aka.ms/enablesqlforcds, you will need to to go the Power Platform Admin Center to switch on the TDS support.
References:
- DirectQuery CDS for Power BI
- Tabular Data Stream (TDS) Protocol endpoint for Common Data Service (CDS)
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