Azure Machine Learning + R: Reading Files

I am trying to run my R code in an Azure Machine Learning environment and I am running into a dead end trying to import data from a blob store.

Locally, I can easily import a file like this:

data <- read.delim("myfile.xls", sep = "\t", skip = 9)

      

        
        
        
      

    

When I use Azure Learning by simply referencing a file in a blob memory location, I get a "connection cannot be opened" error.

data <- read.delim("https://knnstorage.blob.core.windows.net/knn/myfile.xls", sep = "\t", skip = 9)

      

        
        
        
      

    

I also tried to import the file using the Import Data option, but it only allows importing csv or excel files with the maximum length of the missing line.

In the future, I also need to import unstructured text into Azure Machine Learning. Is this really not possible using R?