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Combining different data sources/modelling with REST data

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I have a data source which uses oAuth2 authentication so is unsupported for direct use with Power BI.  I can get the data into Power BI desktop but then it is not possible to set up scheduled refresh.

I created an app that pushes the data into Power BI using the REST API but, if I do that it seems I lose the potential to model anything on top of that source or combine it with other data sources.  Am I missing something?  If not then this seems like a hugely limiting restriction on REST data - it all needs to be modelled externally.

 

I'm getting very frustrated with Power BI's handling of data sources, it seems fine for the most simple of scenarios but as soon as I look at anything even slightly more complex I hit a brick wall.  Am I alone in this?


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