Can I create and Save a file in Azure storage at the same time?

It is certainly possible to do so. One solution would be to use StringBuilder and keep on adding data to it. Once all the data is added, create a byte array and then a memory stream from it and upload that memory stream.

Here's the sample code (untested though):

    public static void ExportCsvToStorageAccount(string fileName, CloudBlobContainer container, IEnumerable<ReportRow> reportEntries)
    {
        using (var ms = new MemoryStream())
        {
            StringBuilder sb = new StringBuilder();
            sb.AppendLine("Date,StoreId,ItemId,SalesQuantity");
            foreach (var row in reportEntries)
            {
                var line = $"\"{row.Date}\",\"{row.StoreId}\",\"{row.ItemId}\",\"{row.SalesQuantity}\"";
                sb.AppendLine(line);
            }
            var buffer = Encoding.UTF8.GetBytes(sb.ToString());
            ms.Write(buffer, 0, buffer.Length);
            var blockBlob = container.GetBlockBlobReference($"{fileName}.csv");
            ms.Position = 0;
            blockBlob.UploadFromStream(ms);
        }
    }

UPDATE

Assuming you're using SDK version 9.3.3, you can use UploadText method and directly upload the string to Azure Storage. Something like:

    public static void ExportCsvToStorageAccount(string fileName, CloudBlobContainer container, IEnumerable<string> reportEntries)
    {
        StringBuilder sb = new StringBuilder();
        sb.AppendLine("Date,StoreId,ItemId,SalesQuantity");
        foreach (var row in reportEntries)
        {
            var line = $"\"{row.Date}\",\"{row.StoreId}\",\"{row.ItemId}\",\"{row.SalesQuantity}\"";
            sb.AppendLine(line);
        }
        var blockBlob = container.GetBlockBlobReference($"{fileName}.csv");
        blockBlob.UploadText(sb.ToString());
    }

UPDATE 2

Yet another alternative would be to upload each line as a separate block and then finally commit the block list. However please keep in mind that there can be only 50000 blocks in a blob and this method will fail if you have more than 50000 records in your data. To circumvent this limitation you may want to combine certain records and save them as a block.

Here's the sample code:

    public static void ExportCsvToStorageAccount(string fileName, CloudBlobContainer container, IEnumerable<string> reportEntries)
    {
        List<string> blockIds = new List<string>();
        CloudBlockBlob blob = container.GetBlockBlobReference(fileName);
        int counter = 0;
        foreach (var row in reportEntries)
        {
            var line = $"\"{row.Date}\",\"{row.StoreId}\",\"{row.ItemId}\",\"{row.SalesQuantity}\"";
            var blockId = Convert.ToBase64String(Encoding.UTF8.GetBytes(counter.ToString("d6")));
            blob.PutBlock(blockId, new MemoryStream(Encoding.UTF8.GetBytes(line)), string.Empty);
            blockIds.Add(blockId);
            counter++;
        }
        blob.PutBlockList(blockIds);
    }

I'm going to have a go, largely based on Gaurav Mantri-AIS' answer. Because I think you guys are on to something.

Let's combine efforts here... On one hand, you would like to write to to the Blob as soon as possible to limit memory usage. On the other hand we don't want to write every line since that surpasses the block limit. So we need to have an X amount of records in memory before writing it to the blob.

I'm trying some pseudo code here with X at a value of 50. I think this value can (and should) be optimized for memory usage, performance and block count:

public static void ExportCsvToStorageAccount(string fileName, CloudBlobContainer container, IEnumerable<string> reportEntries)
{
    List<string> blockIds = new List<string>();
    CloudBlockBlob blob = container.GetBlockBlobReference(fileName);
    int counter = 0;
    StringBuilder builder = new StringBuilder();
    foreach (var row in reportEntries)
    {
        builder.Append($"\"{row.Date}\",\"{row.StoreId}\",\"{row.ItemId}\",\"{row.SalesQuantity}\"");
        counter++;

        if (counter % 50 == 0)
        {
            var blockId = Convert.ToBase64String(Encoding.UTF8.GetBytes(counter.ToString("d6")));
            blob.PutBlock(blockId, new MemoryStream(Encoding.UTF8.GetBytes(line)), string.Empty);
            builder = new StringBuilder();
            blockIds.Add(blockId);
        }
    }
    // Check if there's anything still in the String Builder and write it
    if (builder.Length != 0)
    {
        var blockId = Convert.ToBase64String(Encoding.UTF8.GetBytes(counter.ToString("d6")));
        blob.PutBlock(blockId, new MemoryStream(Encoding.UTF8.GetBytes(line)), string.Empty);             
    }
    blob.PutBlockList(blockIds);
}

Another thing to take into account is the fact that Azure Function bindings for storage enable you to bind a blob to a Stream. This gives me two things to contemplate:

• you could use an Azure Function for this
• it should be possible to get a stream reference to a Blob

EDIT:
I dove into the source for the azure-webjobs-sdk and found that it uses CloudBlobStream. Despite the fact that it is marked as it being legacy, you can still get a CloudBlobStream by calling OpenWriteAsync on a CloudBlockBlob. I didn't have time to test an example, but I did find this example here on SO: Uploading a file to Azure Blob on the fly.

public async Task<Stream> GetWriteStreamAsync(string storagePath, string contentType)
{
    var blockBlob = blobContainer.GetBlockBlobReference(storagePath);
    blockBlob.Properties.ContentType = contentType;
    CloudBlobStream bb = await blockBlob.OpenWriteAsync();
    return bb;
}