Some of the most eagerly anticipated features now available in SQL Server 2019 relate to expanded data virtualization capabilities. Data virtualization enables you to bring all your data together when you query it instead of using complex ETL procedures to physically move the data into one place. In other words, the data stays in its original location, but you can query it just as if it was local.
Data virtualization in SQL Server uses built-in technology known as PolyBase. PolyBase has been available in SQL Server since 2016, but the types of data sources it can query have been significantly expanded in SQL Server 2019. These include Hadoop, Azure Blob Storage, external SQL Server instances, Oracle, Teradata, MongoDB, and any database using ODBC standards. Of course, if your data is in a CSV file, you can query that, too.