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Degenerate Dimensions and Power BI DirectQuery

Chris Webb provides a warning:

A few weeks ago my colleague Dany Hoter wrote a post on the Azure Data Explorer blog about how using columns on fact tables as dimensions in DirectQuery mode can lead to errors in Power BI. You can read it here:

In the post he mentioned that he could reproduce the same behaviour in SQL Server, so I thought it would be good to show an example of this to raise awareness of the issue because I think it’s one that anyone using DirectQuery mode on any data source is likely to run into.

Read on to understand what might lead to (expected) errors and what you can do about it.