Azure digital twin gives example of using Time Series Insights. Looking for steps how to persist Sensor telemetry data into cold storage such as big data storage or cosmosdb for later retrieval for the business application.
We are currently implementing such a system and I made a few tests, among which create an endpoint of type "Event Hub" (through the API) and then configuring the "Capture" feature to put the collected data into AVRO files in a Data Lake. This works but may not be the most ideal solution for what we need so I'll explore streaming data from the IoT Hub to a SQL DB... Now I need to access that IoT Hub that was created through the API and is not available in the Azure Portal... Will keep you posted.