Event Hubs Capture went to general availability in June 2017. To this feature, we are adding Azure Data Lake Store as a new Capture provider. Yes, you can now choose your Azure Data Lake Store to capture events from Event Hubs.
Event Hubs Capture addresses key scenarios of data-streaming such as long-term data retention and downstream micro-batch processing. Capture enabled on your event hub pulls the data directly from Event Hubs to your Azure Data Lake Store. Capture will manage all the compute and downstream processing required to do this. Create your Azure Data Lake Store and set up appropriate permissions for your event hub that has Capture enabled, and you will see how easy it is to stream data into Azure.
Read about it in the Azure blog.