is there a way to configure Azure SQL databases for high-insert scenarios?
Table compression is now supported in V12. You can compress the table to reduce the IO (as you mentioned CPU is not a problem). Try to batch the requests as each commit has overhead. You are just taling about 20 * 4 = 80 bytes per row and 80 * 4k = 320k data which is 0.5MB. This should be doable if tune the app in both S2 &amp; S3. As you mentioned you are not hitting DTU limits, concurrent connections help too.