Power BI :: Do I need a Gateway Connection when importing data from a web page?

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I have a dilemma.

I'm picking up data from this page where I can have a clear view of all lithium companies listed on the Australian market. So this means that the data source is... web!

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I save and publish the dashboard on my Power BI account and because the source is Web I would like Power BI to automatically refresh the data every few hours.

But apparently it doesn't work like that.

My Power BI account is asking me to install a Gateway connection, thig that you usually do for an on-prem data source:

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You don't have any data gateways. We didn't find any suitable data gateways to connect to the data sources that this dataset uses. Either install an on-premises data gateway and add the data sources that this dataset uses to it, or install a data gateway in personal mode to connect this dataset to its data sources

This is so idiotic.

The data are coming from the web, there is no point to install any gateway connection whatsoever.

I've seen that other folks are having the same problem:

Please, tell me I'm absolutely wrong and there is an easy way out of this.

Thank you

EDIT: @ffffrank tried to help me out but the solution isn't working.

Plus I believe the root cause is something else:

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Last refresh failed: Fri Apr 22 2022 10:41:47 GMT+0200 (Central European Summer Time)
Scheduled refresh has been disabled.Hide details
Data source error:  Scheduled refresh is disabled because at least one data source is missing credentials. To start the refresh again, go to this dataset's settings page and enter credentials for all data sources. Then reactivate scheduled refresh.
1 Answers

Go to Power Query and Advanced editor. Your first line hopefully looks something like this:

Source = Web.BrowserContents("https://www.marketindex.com.au/commodities/lithium")

Switch it to:

Source = Web.Contents("https://www.marketindex.com.au/commodities/lithium")

Now it should work without a gateway.

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