You can choose what data types to export from Application Insights. The easiest way to export telemetry events from Application Insights is using Continuous Export. Continuous export allows export telemetry data periodically and pushes it to Azure storages. This will help you retain data for futures, also allow you to process and Visualize data with your custom developed application.
Choose what data types to export from Application Insights
Application Insights contains several telemetry events including Availability, Custom Event, Dependency, Exception, Traces Etc. While exporting the data, you may not be interested to export all data. You can choose the data types during configuration of Continuous Export.
It is available under “Data types of export” option, and you can turn On/Off the types of data.
This is extremely useful when you want to get access and export only a specific set of data, for an example only custom events to be exported.