Open Active FTP Connection From Azure VM

Yes, that looks like a missing endpoint (+ inbound rule if you want to have firewall enabled).In active mode server is connecting back to the client on specific port (passed by the client, PORT command) - longer explanation

In order to use active mode on azure you have to:

1. Limit you FTP client to use specific port (or range) and public IP (it's on your VM's wallpaper)e.g. FileZilla: Every client should have this somewhere in options. Unless you are unlucky and using .NET Framework FTPWebRequest.

2. Add endpoint with the same port (or range) in Endpoint settings of your Azure VM: There is no way to add port range in one click you have to add every port one by one (quite annoying)

And that's it. You can run FileZilla "Network connection wizard" to verify those settings and you should see something like this:

Connecting to probe.filezilla-project.orgResponse: 220 FZ router and firewall tester readyUSER FileZillaResponse: 331 Give any password.PASS 3.9.0.6Response: 230 logged on.Checking for correct external IP addressIP 23.102.xx.xxx cd-bac-dd-bcgResponse: 200 OKPREP 6000Response: 200 Using port 6000, data token 1941533557PORT 23,102,xx,xxx,23,112Response: 200 PORT command successfulLISTResponse: 150 opening data connectionResponse: 200 SuccessfulQUITResponse: 200 goodbye!