Azure Cosmos DB Change Feed exposes Cosmos DB Logs to outside of CosmosDB. CosmosDB notifies you immediately when there is any change in your database. It supports all Inserts and Updates, Delete will be available soon. You can always use soft delete to catch delete events if you need to.
By knowing what is changed in your database, you can trigger all kind of events and you can make your application work very smart. SQL Server has similar functionality but like many other features Log shipping is usually blocked by DBAs or the company policies. In CosmosDB, you don’t need to do anything to enable Change Feed feature! It’s already enabled, all you need to do is to configure it. Easiest way to catch change feed events is Azure Functions.
When I hear someone describe the change feed, I immediately imagine it as a Kafka topic.