In the latest Power BI Desktop a new Preview features was released that now allows you to connect using DirectQuery to either SQL Server or Azure SQL Databases. DirectQuery is a really neat feature that allows you to point to the live version of the data source rather than importing the data into a data model in Power BI Desktop.
Normally when you want to get an updated dataset in the Power BI Desktop you would have to manually click the refresh button (this can be automated in the Power BI Service), which would initiate a full reimport of your data. This refresh could take a variable amount of time depending on how much data your have. For instance, if you’re refreshing a very large table you may be waiting quite a while to see the newly added data.
With DirectQuery data imports are not required because you’re always looking at a live version of the data. Let me show you how it works!
Turning on the DirectQuery Preview
Now, because DirectQuery is still in Preview you must first activate the feature by navigating to File->Options and settings->Options->Preview Features then check DirectQuery for SQL Server and Azure SQL Database
Once you click OK you may be prompted to restart the Power BI Desktop to utilize the feature.
Using DirectQuery in Power BI Desktop
Next make a connection either to an On-Premises SQL Server or Azure SQL database.
Go to the Home ribbon and select Get Data then SQL Server.
Provide your Server and Database names then click OK. ***Do not use a SQL statement. It is not currently supported with DirectQuery***
From the Navigator pane choose the table(s) you would like to use. I’m just going to pick the DimProduct table for this example and then click Load. You could select Edit and that would launch the Query Editor where you could manipulate the extract. This would allow you to add any business rules needed to the data before visualizing it.
Next you will be prompted to select what you want to connect to the data. Again, Import means the data