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Spooling in DirectQuery when Moving through On-Premises Gateway

Chris Webb diagnoses and resolves an issue:

Recently I was working with a customer using DirectQuery mode and where all traffic to the data source had to go through an on-premises data gateway for security reasons. They noticed that report performance got worse when traffic went through the gateway and this was particularly true when Power BI generated SQL queries that returned hundreds of thousands of rows. 

Click through to learn more about what Chris found and how to fix the issue.