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I have Application Insights configured with a retention period for logs of three months and I want to load them using Data Factory pipelines, scheduled daily, to a Data Lake Gen 2 storage. The purpose of doing this is to not lose data after the retention period passes and to have the data stored for future purposes - Machine Learning and Reporting, mainly.

I am trying to decide what format to use for storing these data, from the many formats available in Data Lake Gen 2, so if anyone has a similar design, any information or reference to documentation would be greater appreciated.

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Per my experience, most format of the log files are .log files. If we want to keep file type and move them to Data Lake Gen 2, please use Binary format. enter image description here

Binary format can help you move all the folder/sub-folder and all the files to other destination.

HTH.