Azure SQL Database Auditing tracks database events and writes audited events to an audit log in your Azure Storage account. Auditing is available in preview for Basic, Standard, and Premium service tiers.
Auditing can help you maintain regulatory compliance, understand database activity, and gain insight into discrepancies and anomalies that could indicate business concerns or suspected security violations.
This article explains how to enable Azure SQL auditing: http://azure.microsoft.com/en-us/documentation/articles/sql-database-auditing-get-started/
For more information and a free consult, please contact Henson Group at http://www.thehensongroup.com or 800-980-1130.