I want to create one single database server for all the resource groups I have created. Earlier, I have used one database server for each resource group but now I wish to have only one server for all the resource groups.
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Resource Groups really are an organization construct. They don't put any restrictions on the resources you have that can access a database. That is, the database access is going to be governed by 1) credentials and 2) any type of firewall filtering you set up. Resource Groups will help with, say, deleting all resources at once, or displaying related resources within the portal dashboard as a single unit. But you can put your database in any RG (including its own), and still access it from all other resources in all other RGs that you have. – David Makogon Aug 23 '18 at 17:24
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and on top of that you can access your azure sql\vm with db from anywhere in the world (doesnt have to be in the azure) – 4c74356b41 Aug 23 '18 at 18:15
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Jus put your database in it own resource group ??? – Thomas Aug 24 '18 at 02:34
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I must say, I believe your former setup more closely follows best practices. Having one server for each resource group allows you to scale each one independent of each other and monitor/configure independently. But to answer your question, every resource in Azure must belong to a resource group. You can create a common resource group and create the SQL db/server under that. Other resources in other groups will still be able to access it.

Mehdi Ibrahim
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1Resource groups have nothing to do with scaling; they are just organizational bounding boxes for deployments and permissions. As far as best practices: there really isn't such a "best practice" for one database server per resource group. – David Makogon Aug 23 '18 at 17:23
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I don't think you read my answer. Having a separate server does indeed offer the ability to scale independently of each other and having multiple resource groups DOES allow you to monitor AND configure independently. This is very useful. Please be careful before down voting other peoples contributions to the community. – Mehdi Ibrahim Aug 23 '18 at 23:46
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1I did read your answer. Resource groups have *nothing* to do with monitoring and scaling. You can monitor and scale in the exact same way, whether resources are placed in a single resource group or a dozen. Makes no difference whatsoever. The downvote was because you are giving incorrect guidance, incorrectly stating functionality of a resource group. – David Makogon Aug 23 '18 at 23:51
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David, no where have I said that resource groups have anything to do with scaling. Everybody knows what a resource group is. My response was "Having one server for each resource group allows you to scale each one independent of each other and monitor/configure independently.". In light of the question that was posted, I recommended having separate servers to allow for independent scaling and configurability. Segmenting resources by resource groups is in an excellent way to monitor and track costs by related resources such as different environments. – Mehdi Ibrahim Aug 24 '18 at 00:46