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I have a stored procedure in SQL Server and when I open PowerQuery, I can get a preview of the whole table in a minute or two. But once I click 'Apply and Close', it will take AGES to load and finally end with a timeout.

Why is this? Is this a failure at the PowerBI level or at the SQL Server level?

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Previews in Power Query usually filter to 1000 rows. They aren't pulling all the data. Adjust your timeout or shrink the number of rows and columns you pull back.

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