API filter function in web app filters data before the whole dataset loads or after ?

Hello,

I want to use API to load power bi dashboards to my web application. I need to use filter to show different report to different visitors. Since my whole dataset is very big, I don't wanna load the whole dataset in the application. I am wondering if the filter function filters the original dataset and then load to web applicaiton?? Or it loads the whole dataset first then do the filter?