Hello @Cássio Luis Ferreira,
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Yes, you need to use a managed identity to authenticate your Azure Stream Analytics job to Power BI.
Only system-assigned managed identities are supported with the Power BI output. Currently, using user-assigned managed identities with the Power BI output isn't supported.
The data will be stored in a workspace or in a group:
To enable sharing data with other Power BI users, you can select groups inside your Power BI account or choose My Workspace if you don't want to write to a group.
Power BI uses the first-in, first-out (FIFO) retention policy. Data is collected in a table until it hits 200,000 rows.
A more flexible solution is to output the data first to a database like CosmosDB, SQL Server, PostgreSQL or Azure Data Explorer and query that with PowerBI if applicable.
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