Hello @Feiyue Jiang . I will be assisting you in Himanshu's place.
If I understand correctly, you are referring to the change feed stream.
If you want Data Factory pipeline to run whenever a new change has been made, that is a push model. Currently, the only "push" Data Factory accepts, is the Blob Event trigger. Fortunately, this is relatively simple to implement.
- Cosmos feed pushes event to processor
- Processor writes to Blob
- ADF Blob Event trigger subscribes to blob creation events. Pipeline runs.
Depending upon which cosmos API you are using, there is good support with Azure Functions to act as the processor.