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There is a feature called Bring Your Own Database (BYOD) that has been in the D365 since platform update 2 that you might be interested to play with if you have an existing reporting or data warehouse your might want to push D365 data into.
The concept is simple, you have data in D365 running in the cloud but you still have other applications that you run on-premise or somewhere else. So you need to get data from D365 into a common environment that you could then report on or use in those other applications. The BYOD feature allows you to push data into a database that you manage.
This is done with the use of data entities. This means you can use existing entities or build your own entities to structure the data how you need for your external database. The default target database is an Azure SQL database but you can use any database that you can provide a connect to, for example a SQL 2016 database running in your own subscription. Keep in mind there are features like the column store index that is only supported by these database so if you are not using these you will want to turn that feature off in the setup.
Here is a quick overview of the setup on a one box environment.
D365 July 2017 Update 8 (7.0.4565.16211)