There are three different connectivity modes in PowerBI which are:
Import Mode:
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In PowerBI, Import Mode is the default mode since it is most frequently used and delivers fast performance. It can integrate the data from a data source as shown. Imported data is stored in the disk and it is fully loaded while querying or refreshing.
Direct Query Mode
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Direct Query Mode is another method of importing data with query to retrieve data from a pre-existing data source. When the data volume is too large, we use DirectQuery to avoid refreshing data as it can take a long time.
Composite Mode
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This mode is an amalgamation of both Import and DirectQuery modes. This mode supports calculated tables which DirectQuery doesn’t. It delivers the best of Import Query and DirectQuery modes.