Live connection to Databasebase

It would be good if I could if I had the option to connect to database from the designer/portal but the entire data I might use is not imported only the metadata/sql query.

Then the sql query is only executed at run time and the only the data needed to render the report is returned.

This would be especially useful when designing the report or for simple reporting where performance is not a big factor.

This is something that as it is SQL based should be generic across databases.

I know that something similar exists for Azure SQL/Warehouse but I want something for other databases and on premise as well.

Thanks