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Help on filtering/loading a large data set!

Scenario: PBI Service report with about 3 million rows, works fine if not a little laggy at times. The problem is, I need to join in another data set to the report now that will contain about 300 million rows (called Activity). I only want to see the data from these rows when I drill through from on an Order ID to view the Activity data. 


I did look at using a paginated report for the Activity data and the paginated report visual - but one of the fields in the activity data is a link to a file (based locally) - but the link doesn't work on a paginated report via PBI Service. The link just opens as "" rather than the actual link. It works fine in PBI RS and it works fine in PBI Service but not through a paginated report, oddly, so I gave up on that idea. 


I think my head is a bit scrambled from various things today - but is there a way of using Direct Query on the Activity data so it only pulls in the data/runs the query when drilling through on the Order ID and only pulls back data for that Order ID?


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