Linked service: SQL Server-2019 to Cosmos DB

I have created linked service for importing data from Azure cosmos DB to on-prem MS-SQL-2019. Services created from SSMS and test connection is successful, but query is getting error. Query:

select * from openquery ( 
linked_service_name,'select * from
cosmos_collection');

>Error: "Error occurred while submitting query text to OLE DB provider "SSISOLEDB" for linked server "linked_service_name" **Linked service set-up:** Provider: SQL Server OLE DB Data Source: User DSN [ Created in ODBC Data source admin ] Provider String: Secondary key from Cosmos DB Catalog: Schema name of Cosmos DB