Data Set above one million with filter

Hi Community, 

I connected to an Azure hosted Database, the table I would like to built a report on has more then 1 mio entries. So I used a filter to restrict the result set. But seems like PowerBI Web-Based reporting still doesnt likes the requests and shows errors. 

Couldn't retrieve the data for this visual. Please try again later.
Please try again later or contact support. If you contact support, please provide these details.