Advanced Threat Protection (ATP) for Azure Storage now allows customers to protect data stored in file shares and Azure Data Lake Storage Gen2 API data stores. ATP is designed as an additional security intelligence layer to help detect malware uploaded to cloud storage accounts, access from suspicious sources, and potentially harmful data exfiltration activities. ATP was released in public preview in October 2018, reaching general availability in March 2019, and it is available for Blob storage, Azure Files, and. Azure Files.
Source: https://www.bleepingcomputer.com/news/security/microsoft-extends-security-for-azure-storage-file-shares-data-lakes/