How can we improve Application Insights?

Continuous export to Azure Data Lake Store

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/16910

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