Please check the new capability we recently unveiled called Wrangling Data Flows, available in preview! Wrangling Data Flow allows you to discover and explore your data using the familiar Power Query Online mashup editor to do data preparation, and then execute at scale using Spark runtime.
Sign up for preview access at: https://forms.office.com/Pages/ResponsePage.aspx?id=v4j5cvGGr0GRqy180BHbR9-OHbkcd7NIvtztVhbGIU9UNk5QM0dSWkFDSkFPUlowTFJMRVZUUUZGRi4u and check out more details at https://aka.ms/wranglingdfdocs
Now OData connector support AAD-based OAuth, you can try it out via copy wizard. And more details on OData connector can be found at https://azure.microsoft.com/en-us/documentation/articles/data-factory-odata-connector/. Keep this feedback live – if you need OAuth for Web, please leave comment.Trutz-Sebastian Stephani commented
OData OAuth Support for O365 Services like Project Online are needed in v2. Can't understand why this is only possible with v1.
For applications that require cross document join, please consider the Gremlin API: https://docs.microsoft.com/en-us/azure/cosmos-db/create-graph-dotnet, which has primitives for joins, traversals, and other graph operations.
We are evaluating expanding the SQL grammar to support graph functionality, which will provide the ability to perform cross-document JOINs. Please upvote this item to help us prioritize this work.
Pleas see Kay’s comment below. Now that AS works on PQ, this of course becomes much easier. However still some work & testing to make each connector available, so likely will evaluate which are more suited to traditional BI and prioritize accordingly