Power BI is saying my data source is missing credentials.

Hi JRTV 

Did you connect via the Excel connector, the Web connector or some other connector?

If the file is in the cloud (OneDrive, SharePoint etc) you can connect without a GateWay.

Whereas if the file is in a local drive you will need a Gateway which makes it worse.

Hi JRTV ,

Please refer to the documentation for steps:

SharePoint and OneDrive for Business files import

And make sure you select OAuth2 as the Authentication method when configuring your refresh settings.

Best Regards,
Gao
Community Support Team

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