Using multiple SSAS Cubes as PowerBI source for reporting

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I have a requirement to produce some PowerBI reports. I have three different SSAS Cubes having most of the measures already available/calculated. So I want to use these cubes as source for PowerBI. But there are few calculations those need measures from different cubes. PowerBI does not allow to create measures with live connection to Cubes. Also due to data volume import is not the feasible solution. I am looking for a possible solutions for this problem please. Please suggest.

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Alexis Olson On

It should be possible now to connect to multiple SSAS sources now using DirectQuery and a composite data model.

I recommend these articles for an overview:

DirectQuery for Power BI datasets and Analysis Services. The composite model with Analysis Services. What is it and why it is a big deal?

Power BI Composite Models using Analysis Services -Direct Query Mode