Data Source Connection in PBI Service requires full file path name incl. file?

Hi there,

I would like to create a Data Source Connection in the Power BI Service (Connection / Gateways) for a folder on our on-prem fileshare, so that csv files from this share can be implemented into our reporting models. To my surprise it seems like a connection can only be created for a specific file on the fileshare as a full file path is required for the connection to be successfully created. This seems highly inflexible.

Can it really be true that a data source connection to a folder can not be created, but rather, it is only possible to create a connection a specfic file? If this is true, how does one handle the need to connect to a large number of files and/or files with names changing every day?

And no, we will not start using OneDrive or Sharepoint to store this files.

Thank you,