You never wanted to make quick extractions from CRM online?....  Have you ever wanted to have SQL Server Management Studio's access to your database and make live queries on synchronized real-time data? Now yes you can ....

The Microsoft Dynamics 365-Data Export Service is an add-on service made available on Microsoft AppSource that adds the ability to replicate Microsoft Dynamics 365 (online) data to a Microsoft Azure SQL Database store in a customer-owned Microsoft Azure subscription. The supported target destinations are Microsoft Azure SQL Database and Microsoft Azure SQL Server on Microsoft Azure virtual machines. The Data Export Service intelligently synchronizes the entire Dynamics 365 data initially and thereafter synchronizes on a continuous basis as changes occur (delta changes) in the Microsoft Dynamics 365 (online) system. This helps enable several analytics and reporting scenarios on top of Dynamics 365 data with Azure data and analytics services and opens up new possibilities for customers and partners to build custom solutions.

The Technet topic :

https://technet.microsoft.com/en-us/library/mt744592.aspx

Here is a great video, just 20 minutes to GO :