You have now used ODX to load a small SQL Server data source using the native functionality. But what about Big Data? The ODX can just as easily leverage Azure Data Factory's powerful scale-out capabilities to move massive amounts from both on-premise and cloud based data sources.
Note: If you don't already have an Azure account but are interested in trying this functionality, you can start with a free trial here.
For Azure Data Factory setup instructions and more detailed information, please see Use Azure Data Factory for Data Movement.