Power BI Embedded: Using Local SQL DB...

Hi, 

So I'm simply trying to find out whether or not its possible to use a local SQL database to pull and refresh a dataset. The only options I've seen so far are:

- Azure hosted SQL Database. 

- The On-premises Data Gateway (which as far as I can see steams the local db to the cloud.)

Both options seem innappropriate for my situation. I really dont want to assign online DB resources or put further strain on the network. 

Thanks