Understanding Event Hub Capture
Azure Event Hubs enables you to automatically capture the streaming data in Event Hubs in an Azure Blob storage or Azure Data Lake Storage Gen 1 or Gen 2 account of your choice, with the added flexibility of specifying a time or size interval : https://docs.microsoft.com/en-us/azure/event-hubs/event-hubs-capture-overview
The destination storage (Azure Storage or Azure Data Lake Storage) account must be in the same subscription as the event hub.
Event Hubs doesn't support capturing events in a premium storage account.
How does Capture work ?
A window (a minimum size and time configuration) is set up to control capturing. Each partition captures independently and writes a completed block blob at the time of capture, named for the time at which the capture interval was encountered.
