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Slow loading times with DirectQuery and Azure

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I have a report that is using DirectQuery to interact with an Azure SQL database.  The initial load times for this report vary from 3 seconds, all the way to 45 seconds or more.  When I open up the same report in the Power BI Desktop App, the load and/or refresh times are much less and within an acceptable range - the times are less than 5 seconds.

 

We're looking to have fast report loading times.  We've pre-aggregated our data, and have a simple select statement when reading the data from Azure.

 

I'd like to know if anyone else has seen these same slow loading times and/or if there is a way to improve upon the loading times.


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