I am running tests that take many hours to complete on ADW and the amount of SQL involved rolls off the 10,000 row limit of sys.dm_pdw_exec_requests (as documented at https://learn.microsoft.com/en-us/azure/sql-data-warehouse/sql-data-warehouse-service-capacity-limits ) in less than 30 minutes.
Is my only option to create a process to capture into a table in my database the data on sys.dm_pdw_exec_requests every N minutes (where N << 30 )?
I'm not sure what your use case is, but perhaps you can get the same useful information out of the audit logs?
https://learn.microsoft.com/en-us/azure/sql-data-warehouse/sql-data-warehouse-auditing-overview