Power Query

Power Query is an ETL tool created by Microsoft for data extraction, loading and transformation, and is used to retrieve data from sources, process it, and load them into one or more target systems.

Power Query was first announced in 2011 under the codename "Data Explorer" as part of Azure SQL Labs.

[6][7] Monthly updates for the add-in were released until 2016, when Power Query was included in Excel natively.

In Excel 2016, the function was renamed "Get & Transform"[8] for a short time, but has since been changed back to Power Query.

In Power BI, use of M-code is somewhat limited in DirectQuery, as opposed to Import which has all capabilities.

This is due to the requirement that M-code in DirectQuery has to be translated from DAX into SQL and then into the data source's native query language (if it isn't SQL) upon user interaction with the data.

Steps like filtering, selecting columns and simple SQL arithmetic are supported.

If a user is the owner/maintainer of the datasource technology they can request Microsoft certify their connector and include it in future releases of Power Bi after the review of the code.