UPDATE – 2013-11-17 – After installing the November 2013 refresh of the Data Management Gateway Preview, this restriction appears to have been removed. The workaround is not longer necessary, but is still valid.
After successfully setting up the Power BI On Premises Data Gateway, and setting up a data source, you can use Power Query to query that source through the oData data source. However, if you have a significant amount of data, you may encounter an error:
[DataSource.Error] Cannot parse OData response result. Error: The maximum number of bytes allowed to be read from the stream has been exceeded. After the last read operation, a total of 104858624 bytes has been read from the stream; however a maximum of 104857600 bytes is allowed.
As has been recently confirmed by the product team, the maximum amount of data that can be returned from the gateway is 100 MB. I have no confirmation of this, but it may be removed or increased in the future. However, for now, if you hit this limit, you are stuck. One way around it is to create segmented queries that come in under the limit, and merge them together through Power Query’s Append function.