Hello anonymous user,
Thanks for reaching out.
You can't use Managed Identity locally because the security boundary of the managed identity is the Azure resource to which it is attached to. For example, the security boundary for a Virtual Machine with managed identities for Azure resources enabled, is the Virtual Machine. Any code running on that VM, is able to call the managed identities for Azure resources endpoint and request tokens. It is the similar experience with other resources that support managed identities for Azure resources.
To know more about What are managed identities for Azure resources? refer: https://learn.microsoft.com/en-us/azure/active-directory/managed-identities-azure-resources/overview
Alternative you can register app (service principal) in Azure AD to authentication and acquire a token to access Azure resources through visual studio where code is running locally.
Access keys from an Azure Cosmos DB account with AAD Application:
Access to blob and queue data with AAD Application:
Hope this helps
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