Application Insights should support continuous export to Azure Data Lake Store the same way as support for continuous export to Blob Storage.
Azure Data Lake Store is the new and "future proof" place to store all raw Big Data that you want to analyze using HD Insights / Azure Data Lake Analytics / Power BI etc.
Attached is a slide from the "Introducing Data Lake" that shows the difference between Data Lake Store and Blob Storage https://mva.microsoft.com/en-US/training-courses/169102 votes
Allow Application Insights to continuous export to Event Hubs for 3rd Party SIEM integration. This follows other patterns like Azure Monitor using export logging to Event Hubs to be consumed by a 3rd party SIEM, like Splunk.16 votes
Thank you for this suggestion. I certainly understand how this would streamline many scenarios for exporting data from Application Insights, but at this point this work is not scheduled.
Exported data older than 90 days can be analyzed using Stream Analytics, etc. However, this requires learning/managing an additional query language. It would be great if there was a way to run regular Analytics queries on exported data, either by pointing to a blob or uploading the exported data.3 votes
It would be great to pump or export the data from AI to Event Hub directly. Event hub is scalable and more reliable, and we can easily make this available to our partners to consume system and well as custom events3 votes
I would be helpful to be able to programmatically configure Continuous Export rules (see https://social.msdn.microsoft.com/Forums/en-US/151ef9ac-0df1-4867-a16e-ab2c6720ff1b/how-to-enable-continuos-export-of-telemetry-using-arm?forum=ApplicationInsights for example).29 votes
We’re almost done with some PowerShell cmdlets which will enable this.
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