The instructions on this page are based on the Power BI Desktop February 2021 release.
Power BI Desktop can load the following data file formats:
Compressed CSV (csv.gz)
Download the Data Files
Download and save the data files to a suitable location. In the examples that follow, the data has been saved to C:\data.
Although you could load data files directly from the data file URLs, this is not recommended because you may quickly hit usage limits or incur additional costs. We always recommend saving the files locally first using the Open Data Blend Dataset UI or the Open Data Blend Dataset API.
Loading Compressed (Gzip) CSV Data Files
You can use the below steps as a guide on how you can load compressed (Gzip) CSV data files in Power BI Desktop.
On the Power BI ribbon, click Get Data > Blank Query.
Use the Advanced Editor to add a Power Query M expression like the following to the blank query. This will allow the compressed (Gzip) data file to be loaded directly.