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Power BI embedded - data sources

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1)From documentation I can read PBI embedded supports only Azure SQL database and Azure SQL Data Warehouse.

Is there any way to use Analysis Service Cube for PBI embedded?

 

2)https://azure.microsoft.com/en-us/blog/using-azure-analysis-services-over-azure-sql-db-and-dw/ - is this for PBI embedded?

 

3)Azure SQL database vs Azure SQL Data Warehouse vs Analysis Service Cube?
My case is to create some statistics based on 500k records and after initial tests when I simply used direct query to database(drag and drop tables directly into PBI desktop) that was fine. Which way should I go in relation to PBI embedded?

 

Thank you,

Marcin


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