I think currently it is still a two step process. I might be wrong but the export only has so many formats. You would need to export it as a text but then run another batch file which contain the INSERT statement to SQL database.
The best way to test it is to actually do it. :D
Is there any plan to have a SQL database connector in Anaplan?
It seems like much separate ETL work is needed to get data in and out of Anaplan, which can be costly. If you could query data into Anaplan and save a step, I think this would allow for faster development.
To connect to an on premise SQL database, both source and target (Anaplan and dB) would have to reside on the same network, ie. both be deployed on prem (which isn't possible with Anaplan).
Connecting from a cloud source to any on prem resource requires some sort of middleware to handle the transaction. This is true for ETL offerings as well; Informatica, Dell Boomi, Snaplogic, etc, all require a small application to be deployed in your local network in order to be able to communicate with any on prem database.
Jesse Wilson Solution Architect - Data Integrations Singapore