Cosmos DB data migration

Author: FRC

Originally Sourced from:

Wanted to implement my own backup mechanism for Cosmos DB. In order to do that wanted just to grab the data every x hours and put it onto some other storage account / different cosmos db instance. Since I can't use Data Factory (not available in my region) is there any other easy way to get data from Cosmos and put it somewhere else? First thing that comes to my mind are just some SQL queries that would go through all collections and copy them. Is there an easier way?