How to store and handle a large data in power BI fetched through API?

[cte_crest]

Hi fellow Power BI users,

I have one use case, for PowerBI integration and even after searching and reading many documents and forums, I can't seem to come to a conclusion. It would be great if I could get some guidance.

So, I have a use case, in which approx. 2.5 million rows of data are generated daily. This data is available by the third-party provider through the rest API, in JSON format. So, I am looking to build a solution to fetch those data and store it somewhere and then create reports upon it.

From the data sources already supported by the Power BI, like databases or other azure products,  which of the data source will be most suitable with this use case?