The data archive mechanism with Azure SQL Database generally will be an export from Azure SQL Database. Export creates a non–transactionally consistent copy of some or all database tables using the BACPAC format (schema and data). This BACPAC file can be stored in Azure blog storage and/or downloaded to an on-premises environment and imported when desired to either Azure SQL Database or SQL Server.
To obtain a transactionally consistent export (without using third-party tools), you must either ensure that no writes occur on the source database during the export or create a database copy (which is guaranteed to be transactionally consistent).
Microsoft provides a number of options for you to use to export your data to a BACPAC file. These are as follows:
Using the Azure portal
Using the Export Data Tier Application Wizard in Microsoft SQL Server Management Studio, version 13.0.11000 or higher (Download SQL Server Management Studio)
Using the SQLPackage.exe command-line utility
Using the Start-AzureSqlDatabaseExport PowerShell cmdlet, which can be combined with the Start-AzureSqlDatabaseCopy PowerShell cmdlet
Generally, for databases smaller than 200 GB, using the Azure portal is the simplest method. If the operation goes over 20 hours, it may be cancelled. If the export does not have a clustered index, it may fail if it takes longer than 6 to 12 hours.
Source of Information : Migrating SQL Server Databases to Azure