Failure during copy from blob to sql db using ADF

Hello,

 

I get this error when using Azure Data Factory for copying from blob to azure SQL DB:- 

Database operation failed. Error message from database execution : ExecuteNonQuery requires an open and available Connection. The connection's current state is closed..

 

I am able to connect to my DB using SSMS and I have enabled firewall to connect to Azure services.

Has anyone faced this error when using ADF / know how to fix it?

 

Thanks in advance.