If you expect to query the same dataset repeatedly, loading it into Teradata avoids repeated object store reads and potential egress charges. Use CREATE TABLE AS ... WITH DATA:
CREATE MULTISET TABLE nyc_yellow_taxi_june2016 AS (
SELECT *
FROM READ_NOS (
USING
LOCATION ('/az/azureopendatastorage.blob.core.windows.net/nyctlc/yellow/puYear=2016/puMonth=6/')
STOREDAS ('PARQUET')
) AS d
)
WITH DATA
NO PRIMARY INDEX;