Azure OpenAI REST API Completions Extensions - Is more than one data source supported?

I had this same question. I asked my Microsoft contacts, and the answer is No, the API does not support multiple data sources (I'm not sure if it's on their roadmap or not).

You will have to use LLM orchestration tools like Langchain, semantic model, or function calling with Prompt flow etc.

You will have to build your prompt in such a way that your LLM uses the right data source based on the user's questions or use Open AI's function calling feature.

• semantic-kernel
• langchain
• Function calling in Azure OpenAI Service

So Azure Prompt Flow + Function calling would be how you would build a solution on the Azure platform leveraging multiple data sources.  You can also use LangChain in conjunction with Prompt Flow.

Here is one interesting example matching a use case where one of the data sources is Bing search and other are different knowledge base stores.  This one uses Langchain orchestration in python code:

Azure-Cognitive-Search-Azure-OpenAI-Accelerator GitHub

For the prompt flow + function calling approach, you can review the example from the prompt flow gallery.  In 'prompt flow', click 'create new flow' and you will get access to a gallery with pre-built examples.  See Use GPT Function Calling.

Alternatively, if you're using Power Virtual Agents (now Copilot Studio), you can use generative answers to leverage multiple data sources.

Generative answers with Search and summarize - Information Sources

With Copilot Studio you can create copilots with Generative Answers using public websites, SharePoint sources, documents and Azure OpenAI Service. Then you have the option to deploy your copilot to different channels listed here.