It would be very helpful to be able to specify that a Web / REST API data source be accessed as a direct query. We have several dashboards with the requirement that any changes to the data are reflected IMMEDIATELY upon refresh, no delay due to caching is acceptable.
Because we use a rest api for our data source in Power BI the only options we have right now are to create a CLR stored procedure and then do an OPENQUERY on that so we can do a direct query of that, or have our endpoint persist the data to a table which then can have a directquery select statement pointed to it.
Neither solution is ideal and it would be great to just flag the endpoint as DirectQuery similar to database select statements
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RE: Direct query of Web (Rest API) data source
Really all that would need to happen is to enable the Web.contents method for Direct Query. That would enable custom connectors to leverage DQ...