For programming questions about Microsoft's Azure Application Insights, which is a monitoring service for deployed live applications, allowing collection of availability, performance, usage, and other diagnostic data. It supports web services, Windows Store apps, and Windows Phone 8 apps.
Application Insights lets you monitor your deployed live applications. It supports web services, web apps, and device apps, across a variety of languages and device ecosystems. Application Insights allows for collection of data around availability, performance, usage, and diagnostics.
Application Insights is part of Microsoft Azure Monitor, which is Microsoft's offering for monitoring applications and infra, in Azure cloud or On-Prem.
For .NET and .NET Core technologies, Application Insights SDKs are available as nuget packages (available from nuget.org), or by functionality built into Visual Studio 2013 (Update 3 and later).
SDKs for other technologies and languages are available on Microsoft's GitHub page.