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...
I asked Power BI uservoice about msmdpump.dll support, and the response was as follows: "At the moment we don't support connecting via msmdpump. Please go ahead and suggest it in our forum!" We are using the Telerik Pivot Grid which uses msmdpump.dll, and I also believe infragistics uses it also. Having this support in Power BI is also good for demos and testing SASS scenarios without going through a Federation process. Excel supports msmdpump.dll. msmdpump.dll can be setup as anonymous for quick testing of a new SSAS service, and have basic authentication added.
