I just gained access to the DirectQuery early access so was trying to switch over from the PostgreSQL Gateway to the official DirectQuery solution. When experimenting with the types of queries I can include in my SaaS application code, I use Azure Data Studio to query Postgres.
Through ADS, I always get an error with DirectQuery:
cursor "b07f4a07-c9db-4d5d-9f7c-c9adb01abaf7" does not exist
Even for simple queries like this:
select "timestamp"
from public.datapoint_aggregates
WHERE timeseries_external_id = '419b9b45-8e09-48a9-9912-08da820807fc'
AND "timestamp" > '2022-08-23T00:00:00'
AND "timestamp" < '2050-08-23T00:00:00'
This is likely caused by something the client is doing because using this same login, I am able to run the example PowerBI queries.