Hasan Savran walks us through the idea of a continuation token in CosmosDB:
In CosmosDB, TOP option is required and its default value is 100. You can change the default value by sending a different value using the request header “x-ms-max-item-count“. If you have 40000 rows in your Orders table, and run the same query in CosmosDB, you will get 100 rows(documents) rather than 40000 rows(documents). CosmosDB returns all kind of metadata with the data. You can find this metadata in the response headers. One of those responses is, “x-ms-continuation” and it is responsible to display the rest of the rows of your query. If you like to get the next set of results, you can take “x-ms-continuation” value from the response headers and attach it to your next request to get the next set of rows. CosmosDB SDK does this automatically for you. SDK checks for the x-ms-continuation value when you check HasMoreResults property. If this property is true, that means CosmosDB returned a continuation token.
I have fanciful notions of SQL Server offering something similar—think of a grid built from a query. Get the first 50 rows from the result set and store that off in tempdb somewhere, using the “continuation token” (which might just be the full name in tempdb) and auto-trashing after a certain amount of time.