Wow, been a little bit since I've worked with linked servers. But, I'm going to go with probably not on this one. Typically linked servers are configured to enable the Database Engine to execute a Transact-SQL statement that includes tables in another instance of SQL Server, or another database product such as Oracle. But, those linked servers are still essentially separate instances or references and you generally have to write some funky SQL to reference them.
I have made some tests in my Power BI desktop (Feb 2018 update). And I can use Direct Query to load linked server data with SQL statement in Advanced options:
Also, there's other way to load linked server in Power BI. Please refer:
Thanks for the fast reply @v-xjiin-msft! I see you were able to query the linked server by itself but are you able to query both the linked Server and non-linked Server in the same query using Direct Query mode?
Sorry, I should have been more clear in my question. Let me ask it a different way: in a scenario where two servers are linked, can both be queried in Direct Query mode at the same time or can just one of them?
Direct quyery have a several limitations
You should use a Data Virtualization Plataform such as Querona querona.com to connect multiple data sources and also permit to have the data on line
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