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You can mix extracts and live connections in your data model. As an example, I connected to Superstore then created an extract. I then created a new workbook and connected to that extract:
This shows as a live connection but it's a live connection to an extract.
You can then add in a new data source. In this example, I'm just connecting to an Excel version of Superstore.
Then you can do your join.
Is that what you're looking for?
I'm attempting to make the models I create in the future more efficient. I don't know if your solution is the only way of accomplishing this, but until someone else chimes in, this is exactly the solution I needed. Thanks Ken!
Brilliant! I bookmarked this because I wondered whether it was possible or not.