PyODBC takes 6 seconds to establish a connection with Azure SQL Server

PyODBC takes ~7 seconds to establish a connection with Azure SQL Server, is there a way to minimize this?

import os
import sys
import logging, logging.handlers
import getopt
import pyodbc
from database import *
    
# set up logging
logging.getLogger().setLevel(logging.INFO)

console = logging.StreamHandler()
console.setFormatter(logging.Formatter('%(asctime)s %(name)-12s %(levelname)s %(message)s'))
console.setLevel(logging.INFO)
logging.getLogger().addHandler(console)

logger = logging.getLogger("testapp")
def connect():
    return pyodbc.connect('DRIVER={ODBC Driver 17 for SQL Server};SERVER='+server+';DATABASE='+database+';UID='+username+';PWD='+ password)

def purgeStoreData(conn, div_id, purge_days, lookback_days, store_start, store_end):
    store_list = get_store_list(conn, div_id, store_start, store_end)
    cursor = conn.cursor()
    for store in store_list:
       logger.info("Store %s ...", store)
       cursor.execute("some query")

if __name__ == "__main__":
    try:
        conn = connect()
        purgeStoreData(conn, DIV_ID, PURGE_DAYS, LOOKBACK_DAYS, STORE_START, STORE_END)
        logger.info("*** Completed succesfully")
    finally:
        conn.close()

Is there a way to display the network latency ?

Could you please try to connect using the ODBC Driver 17 for SQL Server? You may find this way faster.

import pyodbc
server = '<server>.database.windows.net'
database = '<database>'
username = '<username>'
password = '{<password>}'   
driver= '{ODBC Driver 17 for SQL Server}'

with pyodbc.connect('DRIVER='+driver+';SERVER=tcp:'+server+';PORT=1433;DATABASE='+database+';UID='+username+';PWD='+ password) as conn:
    with conn.cursor() as cursor:
        cursor.execute("SELECT TOP 3 name, collation_name FROM sys.databases")
        row = cursor.fetchone()
        while row:
            print (str(row[0]) + " " + str(row[1]))
            row = cursor.fetchone()

Microsoft drivers for Python are here.

Please add the following to the connection string also: "Encrypt=yes;TrustServerCertificate=no;". When a client first attempts a connection to SQL Azure, it sends an initial connection request. Consider this a "pre-pre-connection" request. At this point the client does not know if SSL/Encryption is required and waits an answer from SQL Azure to determine if SSL is indeed required throughout the session (not just the login sequence, the entire connection session). A bit is set on the response indicating so. Then the client library disconnects and reconnects armed with this information.

When you set "Encrypt connection" to "yes" you avoid the "pre-pre-connection" and the connection is faster.

In addition, please verify latency on your internet connection.