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How does Append Queries work under the hood?

I have 3 tables, namely data_2020, data_2021, and data_2022 (all using DirectQuery), which are stored in a cloud server because of how large the datasets are. If I Append Queries as New these three tables such that I have one main table, data, would Power BI know which tables to query from based on the year selected? For example, if I select the year 2021 on a slicer, will Power BI query only data_2021 or will it first perform something like UNION ALL among the three tables and then filter to only 2021?


Here's a reference on what I did if I didn't choose to append the three tables as one: 

Super User
Super User

Read about Query folding.  Use Performance Analyzer and/or DAX Studio to check the query that is actually run when you apply  your filters. 

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