Gist to show how the first request to Azure Document DB is much slower than subsequent requests. See: http://stackoverflow.com/questions/39272563/why-is-the-first-request-to-azure-document-db-much-slower-than-subsequent-reques

Document DB Slow First Request.cs

Stopwatch stopwatch = new Stopwatch();
Dictionary<string, TimeSpan> times = new Dictionary<string, System.TimeSpan>();

async Task Main()
{
	var endpoint = "";
	var key = "";
		
	var connectionPolicy = new ConnectionPolicy 
	{
		ConnectionMode = ConnectionMode.Direct,
		ConnectionProtocol = Protocol.Tcp
	};
		
	Start();
	var client = new DocumentClient(new Uri(endpoint), key, connectionPolicy);
	Stop("New up client");
	
	Start();
	var collection = UriFactory.CreateDocumentCollectionUri("test", "TestCollection");
	Stop("New up collection uri");

	Start();
	await client.OpenAsync();
	Stop("Open client");

	for (int i = 0; i < 5; i++)
	{
		var test = new Test { Foo = $"Test doc {i}" };

		Start();
		await client.CreateDocumentAsync(collection, test);
		Stop($"Save doc {i}");
	}
	
	times.Dump();
}

class Test
{ 
	public string id { get; set; }
	public string Foo { get; set; }
}

void Start()
{
	stopwatch.Reset();
	stopwatch.Start();
}

void Stop(string desc)
{
	stopwatch.Stop();
	times.Add(desc, stopwatch.Elapsed);	
}