In on premise SQL databases, it is normal to have a maintenance plan for rebuilding the indexes once in a while, when it is not being used that much.
How can I set it up in Azure SQL DB?
P.S: I tried it before, but since I couldn't find any options for that, I thought maybe they are doing it automatically until I've read this post and tried:
SELECT
DB_NAME() AS DBName
,OBJECT_NAME(ps.object_id) AS TableName
,i.name AS IndexName
,ips.index_type_desc
,ips.avg_fragmentation_in_percent
FROM sys.dm_db_partition_stats ps
INNER JOIN sys.indexes i
ON ps.object_id = i.object_id
AND ps.index_id = i.index_id
CROSS APPLY sys.dm_db_index_physical_stats(DB_ID(), ps.object_id, ps.index_id, null, 'LIMITED') ips
ORDER BY ps.object_id, ps.index_id
Update: Note that the engineering team has published updated guidance to better codify some of the suggestions in this answer in a more "official" from Microsoft place as some customers asked for that. SQL Server/DB Index Guidance. Thanks, Conor
original answer:
I'll point out that most people don't need to consider rebuilding indexes in SQL Azure at all. Yes, B+ Tree indexes can become fragmented, and yes this can cause some space overhead and some CPU overhead compared to having perfectly tuned indexes. So, there are some scenarios where we do work with customers to rebuild indexes. (The primary scenario is when the customer may run out of space, currently, as disk space is somewhat limited in SQL Azure due to the current architecture). So, I will encourage you to step back and consider that using the SQL Server model for managing databases is not "wrong" but it may or may not be worth your effort.
(If you do end up needing to rebuild an index, you are welcome to use the models posted here by the other posters - they are generally fine models to script tasks. Note that SQL Azure Managed Instance also supports SQL Agent which you can also use to create jobs to script maintenance operations if you so choose).
Here are some details that may help you decide if you may be a candidate for index rebuilds:
The official recommendation that I give customers is to not bother with index rebuilds unless they have a tier-1 app where they've demonstrated real need (benefits outweigh the costs) or where they are a SaaS ISV where they are trying to tune a workload over many databases/customers in elastic pools or in a multi-tenant database design so they can reduce their COGS or avoid running out of disk space (as mentioned earlier) on a very big database. In the largest customers we have on the platform, we sometimes see value in doing index operations manually with the customer, but we often do not need to have a regular job where we do this kind of operation "just in case". The intent from the SQL team is that you don't need to bother with this at all and you can just focus on your app instead. There are always things that we can add or improve into our automatic mechanisms, of course, so I completely allow for the possibility that an individual customer database may have a need for such actions. I've not seen any myself beyond the cases I mentioned, and even those are rarely an issue.
I hope this gives you some context to understand why this isn't being done in the platform yet - it just hasn't been an issue for the vast majority of customer databases we have today in our service compared to other pressing needs. We revisit the list of things we need to build each planning cycle, of course, and we do look at opportunities like this regularly.
Good luck - whatever your outcome here, I hope this helps you make the right choice.
Sincerely, Conor Cunningham Architect, SQL