Windows Azure ExpressRoute, currently in public preview and only available in the US, is a service that provides a dedicated private connection between your Azure datacenter and on-premise datacenter.
Because connections don’t go over the public internet, you will get a connection that is not available to everyone.
There are two ways to establish an ExpressRoute connection to Azure.
Directly using the WAN – your co-located or on-premise infrastructure connects directly to Azure datacenters via a WAN network.
An ExpressRoute Location is an exchange provider that facilitates the connection between your Azure datacenter and ExpressRoute Location. This is ideal for situations where a direct WAN link to Azure is not possible.
AT&T and Equinix provide ExpressRoute service.
Your datacenter will feel natural and extend due to its low latency and higher throughput.
Large volumes of data such as VMs, data sets and old data can be moved quickly to Azure.
Greater availability and faster disaster recovery
Applications that span on-premise and cloud require secure connections and high performance.
Read more FAQs about the service @ https://msdn.microsoft.com/en-us/library/azure/dn606292.aspx
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