Azure Storage SDK for Python provides you with the possibility to do so. Check this code out to be able to connect with the Azure Blob storage:
from azure.storage.blob import BlockBlobService
block_blob_service = BlockBlobService(account_name='account name', account_key='accesskey')
block_blob_service.get_blob_to_path('containername', 'blobname', 'filename.txt')
You will have to import modules as such as 'azure.storage' for BlockBlobStorage from Azure Storage and 'azure'.
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