Unable to authenticate to Web API in Power BI service using an API key

Hello,

I am creating a report on application insights logs and authenticating to application insights resource from Power BI report using API key 
I am able to authenticate from Power BI desktop by adding updating the power query as below:

let AnalyticsQuery =
let Source = Json.Document(Web.Contents("https://api.applicationinsights.io/v1/apps/***********/query",
[ApiKeyName="api_key",Query=[#"query"="customEvents...

I would like to know how can I authenticate in Power BI service using API key or how can I authenticate anonymously