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Hong Ooi takes us through an R library for working with Cosmos DB:

Among other features, Azure Cosmos DB is notable in that it supports multiple data models and APIs. When you create a new Cosmos DB account, you specify which API you want to use: SQL/core API, which lets you use a dialect of T-SQL to query and manage tables and documents; MongoDB; Azure table storage; Cassandra; or Gremlin (graph). AzureCosmosR provides a comprehensive interface to the SQL API, as well as bridges to the MongoDB and table storage APIs. On the Resource Manager side, AzureCosmosR extends the AzureRMR class framework to allow creating and managing Cosmos DB accounts.

AzureCosmosR is now available on CRAN. You can also install the development version from GitHub, with devtools::install_github("Azure/AzureCosmosR").

Hong provides examples for us using three of the Cosmos DB APIs, so check it out.