Hello @Manish Patel (manpatel) ,
Welcome to the Microsoft Q&A platform.
Unfortunately, there is no connector available to route alerts from Azure Data Factory to ICM.
For more details, refer Azure Data Factory- Supported data stores.
I would suggest you to provide feedback on the same:
https://feedback.azure.com/forums/270578-data-factory
All of the feedback you share in these forums will be monitored and reviewed by the Microsoft engineering teams responsible for building Azure.
Hope this helps. Do let us know if you any further queries.
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