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For an introduction to Azure Data Lake, see here: https://azure.microsoft.com/en-us/services/data-lake-store/
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For getting started introduction to the SDK, see here: https://github.com/Azure-samples/data-lake-store-java-upload-download-get-started
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For the SDK Javadoc, see here: http://azure.github.io/azure-data-lake-store-java/javadoc