Merge pull request #116551 from mrbullwinkle/mrb_05_26_2020_continuous_export

clarify that data cannot be retroactively exported

Author: PRMerger20

articles/azure-monitor/app/export-telemetry.md

@@ -2,7 +2,7 @@
 title: Continuous export of telemetry from Application Insights | Microsoft Docs
 description: Export diagnostic and usage data to storage in Microsoft Azure, and download it from there.
 ms.topic: conceptual
-ms.date: 05/20/2020
+ms.date: 05/26/2020
 
 ---
 
@@ -20,7 +20,7 @@ Before you set up continuous export, there are some alternatives you might want
 * [Analytics](../../azure-monitor/app/analytics.md) provides a powerful query language for telemetry. It can also export results.
 * If you're looking to [explore your data in Power BI](../../azure-monitor/app/export-power-bi.md ), you can do that without using Continuous Export.
 * The [Data access REST API](https://dev.applicationinsights.io/) lets you access your telemetry programmatically.
-* You can also access setup [continuous export via Powershell](https://docs.microsoft.com/powershell/module/az.applicationinsights/new-azapplicationinsightscontinuousexport).
+* You can also access setup [continuous export via PowerShell](https://docs.microsoft.com/powershell/module/az.applicationinsights/new-azapplicationinsightscontinuousexport).
 
 After Continuous Export copies your data to storage (where it can stay for as long as you like), it's still available in Application Insights for the usual [retention period](../../azure-monitor/app/data-retention-privacy.md).
 
@@ -49,7 +49,8 @@ Continuous Export **does not support** the following Azure storage features/conf
 
 4. Create or select a container in the storage.
 
-Once you've created your export, it starts going. You only get data that arrives after you create the export.
+> [!NOTE]
+> Once you've created your export, newly ingested data will begin to flow to Azure Blob storage. Continuous export will only transmit new telemetry that is created/ingested after continuous export was enabled. Any data that existed prior to enabling continuous export will not be exported, and there is no supported way to retroactively export previously created data using continuous export.
 
 There can be a delay of about an hour before data appears in the storage.