Currently you can choose to sort based on another column, such as sorting a month name by the month number. However, this option does not exist in direct query mode. Please extend this functionalit...
This functionality already exists. With a DirectQuery, in Report Mode, in the fields section, highlight the column to be used as the display value, such as 'Month'. Next Under the Modeling menu item, select 'Sort By Column'. Switch the sort by column to the column to be used, such as MonthNumber.
