Azure OpenAI Python API Docs | dltHub

Build a Azure OpenAI-to-database pipeline in Python using dlt with AI Workbench support for Claude Code, Cursor, and Codex.

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Azure OpenAI API Key Account is used to connect Azure LLM Snaps with Azure services. It requires an API key and endpoint URL. The Snap Pack supports REST API access to Azure's LLM models. The REST API base URL is https://{your-resource-name}.openai.azure.com and all requests require either an api-key header or a Bearer token (Microsoft Entra ID)..

dlt is an open-source Python library that handles authentication, pagination, and schema evolution automatically. dlthub provides AI context files that enable code assistants to generate production-ready pipelines. Install with uv pip install "dlt[workspace]" and start loading Azure OpenAI data in under 10 minutes.


What data can I load from Azure OpenAI?

Here are some of the endpoints you can load from Azure OpenAI:

ResourceEndpointMethodData selectorDescription
modelsopenai/models?api-version={api-version}GETdataLists all models available to the resource (base and fine‑tuned models).
deploymentsopenai/deployments?api-version={api-version}GETvalueLists deployments for the resource (deployment collection uses value).
deployment_detailsopenai/deployments/{deployment-id}?api-version={api-version}GETRetrieves metadata for a single deployment (response is an object).
completionsopenai/deployments/{deployment-id}/completions?api-version={api-version}POSTbody.choicesCreates a completion; results appear under body.choices.
chat_completionsopenai/deployments/{deployment-id}/chat/completions?api-version={api-version}POSTbody.choicesReturns chat completion results under body.choices.

How do I authenticate with the Azure OpenAI API?

Azure OpenAI accepts either an API key sent in the api-key HTTP header or a Microsoft Entra ID bearer token sent in the Authorization header (Bearer ).

1. Get your credentials

  1. In the Azure portal navigate to your Azure OpenAI resource. 2) Open "Keys and Endpoint" to copy one of the provided API keys and note the endpoint URL. 3) For Entra ID tokens, register an Azure AD app or use a managed identity; request an access token for the scope https://cognitiveservices.azure.com/.default and include it as Authorization: Bearer <token>.

2. Add them to .dlt/secrets.toml

[sources.azure_openai_source] api_key = "your_api_key_here" endpoint = "https://your-resource-name.openai.azure.com"

dlt reads this automatically at runtime — never hardcode tokens in your pipeline script. For production environments, see setting up credentials with dlt for environment variable and vault-based options.


How do I set up and run the pipeline?

Set up a virtual environment and install dlt:

uv venv && source .venv/bin/activate uv pip install "dlt[workspace]"

1. Install the dlt AI Workbench:

dlt ai init --agent <your-agent> # <agent>: claude | cursor | codex

This installs project rules, a secrets management skill, appropriate ignore files, and configures the dlt MCP server for your agent. Learn more →

2. Install the rest-api-pipeline toolkit:

dlt ai toolkit rest-api-pipeline install

This loads the skills and context about dlt the agent uses to build the pipeline iteratively, efficiently, and safely. The agent uses MCP tools to inspect credentials — it never needs to read your secrets.toml directly. Learn more →

3. Start LLM-assisted coding:

Use /find-source to load data from the Azure OpenAI API into DuckDB.

The rest-api-pipeline toolkit takes over from here — it reads relevant API documentation, presents you with options for which endpoints to load, and follows a structured workflow to scaffold, debug, and validate the pipeline step by step.

4. Run the pipeline:

python azure_openai_pipeline.py

If everything is configured correctly, you'll see output like this:

Pipeline azure_openai_pipeline load step completed in 0.26 seconds 1 load package(s) were loaded to destination duckdb and into dataset azure_openai_data The duckdb destination used duckdb:/azure_openai.duckdb location to store data Load package 1749667187.541553 is LOADED and contains no failed jobs

Inspect your pipeline and data:

dlt pipeline azure_openai_pipeline show

This opens the Pipeline Dashboard where you can verify pipeline state, load metrics, schema (tables, columns, types), and query the loaded data directly.


Python pipeline example

This example loads models and deployments from the Azure OpenAI API into DuckDB. It mirrors the endpoint and data selector configuration from the table above:

import dlt from dlt.sources.rest_api import RESTAPIConfig, rest_api_resources @dlt.source def azure_openai_source(api_key=dlt.secrets.value): config: RESTAPIConfig = { "client": { "base_url": "https://{your-resource-name}.openai.azure.com", "auth": { "type": "api_key", "api_key": api_key, }, }, "resources": [ {"name": "models", "endpoint": {"path": "openai/models?api-version=2024-10-21", "data_selector": "data"}}, {"name": "deployments", "endpoint": {"path": "openai/deployments?api-version=2024-10-21", "data_selector": "value"}} ], } yield from rest_api_resources(config) def get_data() -> None: pipeline = dlt.pipeline( pipeline_name="azure_openai_pipeline", destination="duckdb", dataset_name="azure_openai_data", ) load_info = pipeline.run(azure_openai_source()) print(load_info)

To add more endpoints, append entries from the resource table to the "resources" list using the same name, path, and data_selector pattern.


How do I query the loaded data?

Once the pipeline runs, dlt creates one table per resource. You can query with Python or SQL.

Python (pandas DataFrame):

import dlt data = dlt.pipeline("azure_openai_pipeline").dataset() sessions_df = data.deployments.df() print(sessions_df.head())

SQL (DuckDB example):

SELECT * FROM azure_openai_data.deployments LIMIT 10;

In a marimo or Jupyter notebook:

import dlt data = dlt.pipeline("azure_openai_pipeline").dataset() data.deployments.df().head()

See how to explore your data in marimo Notebooks and how to query your data in Python with dataset.


What destinations can I load Azure OpenAI data to?

dlt supports loading into any of these destinations — only the destination parameter changes:

DestinationExample value
DuckDB (local, default)"duckdb"
PostgreSQL"postgres"
BigQuery"bigquery"
Snowflake"snowflake"
Redshift"redshift"
Databricks"databricks"
Filesystem (S3, GCS, Azure)"filesystem"

Change the destination in dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. See the full destinations list.


Next steps

Continue your data engineering journey with the other toolkits of the dltHub AI Workbench:

  • data-exploration — Build custom notebooks, charts, and dashboards for deeper analysis with marimo notebooks.
  • dlthub-runtime — Deploy, schedule, and monitor your pipeline in production.
dlt ai toolkit data-exploration install dlt ai toolkit dlthub-runtime install

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