Can we retain the data in the table, and add newly fetched data through refresh in custom connector?

[cte_crest]

Hi folks, I am thinking to develop a custom connector, in which I fetch the data through API. My use case is to keep on adding the data to the table. 

So, is that supported in Power BI custom connectors/template apps? I suppose, currently, whenever I press refresh, the data is deleted from the dataset and all the data is fetched again. 

Is that correct? Or I am getting it wrong?

[Greg_Deckler]

https://www.thebiccountant.com/2017/01/11/incremental-load-in-powerbi-using-dax-union/

[cte_crest]

@Greg_Deckler 

I think this approach will only work on Power BI desktop and is still isn't supported on Power BI service. Right?

Also, if I have a large dataset (Around 2.5 Million events daily fetched through API), do you suggest that I could leverage this approach?