I read a post where the writer said that OData is slower than a Direct Query of SQL Server data. I was wondering if the majority of people agree with it or if it's just a known fact. If it is, is there a reason you would choose OData if given the choice of both methods?
They are two different things that are used in different scenarios.
1. OData can't act like Direct Query. We don't need to store data locally when using Direct Query.
2. OData is a protocol which is usually used in web service while Direct Query is a connection method.
I think Direct Query is faster. Because Power BI send queries directly into the database. It's obvious we can't do this with OData.