Getting data to PowerBI from Project Server 2016 on-premise

Hello.

We have SharePoint 2016 Enterprise with Project Server 2016 Site Collection.

I'm trying to connect PowerBI to Project.

I open PowerBI Desktop, select get from OData Feed, enter url https://mysharepoint/pwadev/_api/projectdata. It's able to show me some data, but when I select necessary list and click Load, I get error "Failed to save modifications to the server. Error returned: 'OLE DB or ODBC error: [DataSource.NotFound] OData: Request failed (404): The remote server returned an error: (404) Not Found. (Not Found).

Which way should I troubleshoot this error? Thank you.

https://www.dropbox.com/s/vicanmfb66462au/Screenshot%202017-03-17%2014.21.38.png?dl=0

https://www.dropbox.com/s/a8ra37drqhyd6ag/Screenshot%202017-03-17%2014.26.59.png?dl=0