I have a program that uploads about 1gb of data to a SQL Azure Database. I use a SqlBulkCopy to upload this data. I upload about 8,000,000 entities, on average 32,000 entities at a time, with a maximum of about 1,200,000 in one time.
I am receiving a lot of SqlExceptions, with error code 4815.
At first I thought this may be due to me uploading too many at a time and Azure throttling my connection or employing ddos defense, but I allowed mhy program to only submit 25,000 entities with each SqlBulkCopy, and I got even more errors! A lot more!
I have had good results using BCP to move large amounts of data into SQL Azure. The SQL Azure migration wizard uses this approach behind the scenes. This blog post is a bit dated, but the concepts are sound when it comes to importing a lot of data: Brute Force Migration of Existing SQL Server Databases to SQL Azure
Question did not specify source of the data, so obviously this will not work for you if you are not importing from another database.
In my case, I got a 4815 when the data I was sending in one of the fields was larger than the field size in the table definition... sending 13 characters into a VARCHAR(11).