Getting Data From OData feed

Hi Hussein_charif 

One method you can use is applying filters ($filter) in your OData link. This helps reduce the amount of data being pulled into Power BI.

Another approach is to test whether you can pull all 5 million rows directly into the Power BI Service instead of using Power BI Desktop. You can first create a sample report with a smaller dataset, and after publishing it, configure it to extract all 5 million rows.

To do this, you can use parameters. Create a parameter and use it in your OData link to control the number of rows pulled. For example:

= OData.Feed("https://services.odata.org/V3/Northwind/Northwind.svc/Products?$top="&Parameter1&"", null, [Implementation="2.0"])

After publishing the report to the Power BI Service, go to the dataset settings and change the parameter value to 5 million.

check link: 

https://learn.microsoft.com/en-us/power-bi/connect-data/service-parameters 

But at the same time, I’ve seen in a few forums here and there that there might be a 1 million row limit for DirectQuery. I'm not sure if this applies to OData as well, so it's better to use filters to reduce the data as much as possible.