Direct query or import

Robbisweden A couple things I'll mention:

1) Direct Query to a database is reliant on the speed at which the query can be executed and returned, this can be slow in some cases and should be evaluated to determine if it is the best option.

2) Import is faster because all the data is in memory/in you model within the Desktop. I can't really comment on the limitations to size as that is most likely determined by performance, load, etc.

3) Another solution would be to use a "Live Connection" to a SSAS cube or model. I use a lot of Tabular models that the live connection works extremely well and fast.

As to the size of your file, it all depends on how wide, and how compressable the data within is that will dictate size limits.

In order of implementation on my end, I personally use import the most, and use SSAS Tabular models with live connections for all business use cases. I use Direct Query only on rare occasions.