Recently we were trying out the preview feature of using SQL to query CDS data.
Below are the steps à
To get started,
Download or open SQL Server Management Studio (18.4 or later)
Use Azure Active Directory authentication to connect.
Specify the organization address URL followed by port 5558 in the server name.
If you get the error “TDS protocol endpoint is disabled for this organization”, follow the below steps to enable the TDS i.e. Tabular Data Stream.
Enable the TDS endpoint (preview)
https://docs.microsoft.com/en-us/power-platform/admin/settings-features
or
Download the OrgDBOrgSettingsTool i.e. CRM2016-Tools-KB4046795-ENU-amd64
https://www.microsoft.com/en-us/download/details.aspx?id=56131
Make the following changes in the configuration file of the tool
Highlighted in green
Run the below command (& enter the password for the admin account specified)
Microsoft.Crm.SE.OrgDBOrgSettingsTool Update /u <org-unique-name> EnableTDSEndpoint true
Get the organization unique name from Customization à Developer Resources
After making the above changes, we were able to connect successfully.
This is a definitely one of the most pleasing additions to the product !
Also check out the wonderful XrmToolBox plugin SQL 4 CDS
and
for running SQL query against Dynamics 365.
Hope it helps..
Nishant Rana's Weblog 
I tried the above to enable TDS but I get the following:
Error occurred in OrgDBOrgSettings and the error details are Invalid Organization Setting passed in: EnableTDSEndpoint. Please check the datatype and pass in an appropriate value.
I’ve double checked my values in the config file and appears to connect just won’t update the value.
Using this at command with unique org name: Microsoft.Crm.SE.OrgDBOrgSettingsTool Update /u XXXXXXXXXX EnableTDSEndpoint true
Any suggestions?
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May be it is not available in your Dynamics 365 region https://docs.microsoft.com/en-us/powerapps/developer/common-data-service/cds-sql-query
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or give this a try Marty https://markcarrington.dev/2020/05/13/cds-t-sql-endpoint-pt-1-connecting/
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Thanks for the quick response. Still no luck. I am able to open the SQL 4 CDS tool but when I go to update it gives me this:
“Error updating Organizations”
Not sure what it could be. I’ve double checked the Query and made sure to copy the orgId and ordgdborgsettings, adding the line. I have sys admin rights in CE and Global Admin in D365 tenant.
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It is not working for me, I am getting an error while connecting to SQL:
A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: TCP Provider, error: 0 – A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.) (Microsoft SQL Server, Error: 10060)
In Server name, before 5558 port we need to use comms (,) ? I tried both with comma and full stop but no luck.
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Try as described here https://markcarrington.dev/2020/05/13/cds-t-sql-endpoint-pt-1-connecting/
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Still no luck
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