I know its a bit strange that we would want to configure the Power BI SSAS connector to point to an HTTP msmdpump, but it allows us to do something we can't do when going directly to the server. How...
Yes, I can access the AS server using the HTTP pump in Excel and SSMS. It's bit complicated, but the reason I want the pump is I want to allow users on external domains to access our data warehouse. We provide our clients a hosted BI solution. I can easily write a proxy web application for the pump that will take the EffectiveUsername from their domain (client\username) and convert it to our domain via a lookup in LDAP (we can store their local AD name in a AD field in our domain). I have done a similar proxy in the past to add certificate based authentication for the pump. However, if the Power BI will not allow me to use the pump, then I have no way hijack via a proxy to convert the EffectiveUsername to our domain. Here is a link to someone who did something similar to my proxy... https://code.msdn.microsoft.com/SSASProxy-Custom-HTTP-7db6d016#content
