How do you make a connection to Power BI through an application's API

[Morodin]

I have an Azure SQL Database and have made a direct connection from Power BI to it. The problem is that to successfully import the data, I had to give direct access to the data through the database firewall which I cannot allow.

Is there a way to use my application's API as the data source for Power BI rather than SQL.

[ankitpatira]

@Morodin In powerbi desktop go to Get Data and see there are range of possible connectors for your scenario. While using your application's API might not be possible you can certainly come up with interim solution that will not let powerbi connect straight to your database.