you can migrate data from various data sources to Azure Cosmos DB using different tools and methods. The choice of the migration tool depends on factors such as the data source, the Azure Cosmos DB API, the size of data, and the expected migration duration1. Some of the common migration tools are:

Azure Cosmos DB Data Migration tool: This is an open source tool that can import data to Azure Cosmos DB from sources such as JSON files, MongoDB, SQL Server, CSV files, and Azure Cosmos DB collections. This tool supports the SQL API and the Table API of Azure Cosmos DB2.

Azure Data Factory: This is a cloud-based data integration service that can copy data from various sources to Azure Cosmos DB using connectors. This tool supports the SQL API, MongoDB API, Cassandra API, Gremlin API, and Table API of Azure Cosmos DB3.

Azure Cosmos DB live data migrator: This is a command-line tool that can migrate data from one Azure Cosmos DB container to another container within the same or different account. This tool supports live migration with minimal downtime and works with any Azure Cosmos DB API4.

For your scenario, if you want to migrate data from a third-party application that is exposed through an OData endpoint to a container in Azure Cosmos DB for NoSQL, you should use Azure Data Factory. Azure Data Factory has an OData connector that can read data from an OData source and write it to an Azure Cosmos DB sink using the SQL API5. You can create a copy activity in Azure Data Factory that specifies the OData source and the Azure Cosmos DB sink, and run it on demand or on a schedule.