Sorry I said "closed" but I meant "cleared". When the Notebooks state is cleared (for example, after pulling in Git) the widget in the UI will disappear. The parameter still works if you pass it through a job. But for development I need the widget in the UI.

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SQL warehouses don’t support CREATE WIDGET statements. 

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Yes this was the conclusion I reached, but is it documented anywhere? And shouldn't it be documented where I linked to? Nothing there says anything about limitations of the compute type the notebook is attached to.