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Datasets that include a query that merges data coming from a web data source on one side and another set of data coming from an on-Premises data source can't be refreshed using the On-Premises data gateway.
Error messages depend on the kind of the web data source. For example:
I tried to merge data
Every attempt failed. Tested with On-Prem Data Gateway 12-2018. I followed this documentation. According to this announcement this should work.
However, refreshes succeed when I access the identical data sources with reports that do NOT merge the data in a query:
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