Unable to read file in S3 bucket from SQL Server using Polybase

Question

I need to be able to query csv/txt files in an S3 bucket from SQL Server. I have enabled Polybase and successfully created a master key and scoped credential using an AWS access key and secret for the corresponding bucket.

I have created an external data source:

CREATE EXTERNAL DATA SOURCE s3_ds
WITH
(   LOCATION = 's3://<bucket>:1443'
,   CREDENTIAL = s3_dc
);
GO

But when I try and query it I get the error

File cannot be opened because it does not exist or it is used by another process.