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Add support for connecting to streams or data files (like csv, tsv) from cosmos paths
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Atleast you should add cosmos streams which is Microsoft internal system

There's a connector (still beta): https://docs.microsoft.com/en-us/azure/cosmos-db/powerbi-visualize

How we can use COSMOS as a source in power BI desktop?

Please make Microsoft system connects to Microsoft system!

Also for sets of streams. E.g. if I have streams created for each day I want to pull in the last X streams based on a stream name pattern that pivots on date.