Microsoft SQL Server is a relational database management system that supports applications on a single machine, on a local area network, or across the web. SQL Server supports Microsoft's .NET framework out of the box, and integrates nicely into the Microsoft ecosystem.

When it was released in 2013, Amazon Redshift was the first cloud data warehouse. It uses defined schemas, columnar data storage, and massively parallel processing (MPP) architecture to provide a base for analytics reporting.

The most common way most folks who work with databases get their data is by using queries for extraction. With SELECT statements you can filter, sort, and limit the data you want to retrieve. If you need to export data in bulk, you can use Microsoft SQL Server Management Studio, which enables you to export entire tables and databases in formats like text, CSV, or SQL queries that can restore the database if run.

Once you've identified all the columns you want to insert, you can use the CREATE TABLE statement in Reshift to set up a table to receive your data.

With the table built, you might think that the easiest way to migrate your data (especially if there isn't much of it) would be to build INSERT statements to add data to your Redshift table row by row. Think again! Redshift isn't optimized for inserting data one row at a time. If you have a high volume of data to be inserted, we suggest moving the data into Amazon S3 and then using the COPY command to load it into Redshift.

All set! You've written a script to move data from SQL Server into your data warehouse. But data freshness is one of the most important aspects of any analysis – what happens when you have new data that you need to add?

You could load the entire SQL Server database again. Doing this is almost guaranteed to be slow and painful, and cause all kinds of latency.

A better approach is to build your script to recognize new and updated records in the source database. Using an auto-incrementing field as a key is a great way to accomplish this. The key functions something like a bookmark, so your script can resume where it left off. When you've built in this functionality, you can set up your script as a cron job or continuous loop to get new data as it appears in SQL Server.

Redshift is great, but sometimes you need to optimize for different things when you're choosing a data warehouse. Some folks choose to go with Google BigQuery, PostgreSQL, Snowflake, or Microsoft Azure SQL Data Warehouse, which are RDBMSes that use similar SQL syntax, or Panoply, which works with Redshift instances. Others choose a data lake, like Amazon S3 or Delta Lake on Databricks. If you're interested in seeing the relevant steps for loading data into one of these platforms, check out To BigQuery, To Postgres, To Snowflake, To Panoply, To Azure Synapse Analytics, To S3, and To Delta Lake.