Build array columns in a dataflow

Hi joseanmarsol ,
if my understanding is correct, you need the JSON as a textual representation in a column in dataflow to use it in a later pipeline action to make that API call?
Then the solution from Anonymous  won't work, as it returns a binary that cannot be loaded properly into a lakehouse table.
But with a small adjustment, you will get it as needed:

let
    Source = ExchangeRates,
    #"Changed Type" = Table.TransformColumnTypes(Source,{{"date", type date}}),
    #"Grouped Rows" = Table.Group(#"Changed Type", {"provider", "date", "baseCurrency"}, {
        {"exchangeRates", each Table.SelectColumns(_, {"currency", "rate"})}
    }),
    #"Added Custom" = Table.AddColumn(#"Grouped Rows", "JSON", each Text.FromBinary(Json.FromValue([exchangeRates]))),
    #"Removed Columns" = Table.RemoveColumns(#"Added Custom",{"exchangeRates"})
in
    #"Removed Columns"

I don't know about the size limits for fields in fabric lakehouse, but if you have really large tables, you might want to check for that.