Create on prem sink in Azure Data Factory

Hi,

I'm trying to use Azure Data Factory to copy data from a REST API to a data srouce. The REST API returns a JSON file with the data. Creating the sink (destination) as an Azure SQL Server / Data warehouse is fairly expensive. I was wondering if it's possible to save the data in an on prem SQL Server? (e.g. the sink is on prem). I currently have an existing SQL server and though about reusing it.

Jason