Hello @Thorsten ,
Time Series Insight ingests telemetry data from both Event Hubs and IoT Hubs.
The incoming data is persisted in an Azure storage data lake (Gen2 is the preferred version) and stored in the Apache Parquet format.
To acquire superior speed when querying the incoming data, Time Series Insights makes use of JSON flattening.
Both ways of ingestion are 'hard-coded' and at the heart of Time Series Insights.
If you need an alternative way of storing incoming data in a cold store, check out IoT Hub routing to blob storage or the Event Hub archiving ability.