Bulk Insert into SQL Server with Python not working

this will help bulk copy is an utility program: bcp.exe BULK INSERT is a Transact-SQL statement.
bcp.exe uses BULK INSERT to do its job. It's the same relation that the one between sqlcmd.exe (a tool) and SELECT (a statement).

I hope this helps . By the way BULK INSERT doesn’t support UTF-8.
See Reference Link MSDN

I hope this helps . This is a script that i run in python. I am getting a Bulk Load Conversion error (type mismatch or invalid character for the specified codepage) error.. for the datetime field. , try with the following statement (you can put it on a single line):

This might help you Firstly the rowterminators appear to be windows line endings 0D 0A in the file. (CR LF). I believe this translates to \r\n. However the issue still holds.
There appears to be a hotfix from MS http://support.microsoft.com/kb/935446

Hope this helps I'd suggest you set sqlBulkCopy.BatchSize to a reasonable amount, instead of inserting everything in one batch. Depending on the data you're inserting, try starting with 10.000 and work your way up or down until you're satisfied with the performance.
Edit for some extra clarification: When you consider your batch size, you need to take into consideration that SqlBulkCopy will need to not only insert the data, but also read AND send it - the last part is probably the reason why it works on your local SQL server, but not on Azure - it also means that, if you're working with a large dataset, that you will need to work with lower batch size, or a considerably higher BulkCopyTimeout setting, to allow each batch the chance to finish before reaching the timeout limit.