Application Insights is an all-in-one analytics solution, and it is part of the Visual Studio Online services.
Application Insights is in preview.
This update includes many bug fixes and performance improvements. Additionally, continuous export is available for your telemetry data, performance improvements, and customization of segmentation charts in Metrics Explorer.
You can set up a continuous export of your telemetry data from the Application Insights portal in JSON format. The data is in blob storage in your Microsoft Azure account. You can access it there, and write whatever code you need to process it.
Learn more about Applications Insights telemetry export
In Application Insights, you can enable, disable, and customize segmentation charts in Metrics Explorer.