As part of the Microsoft Build event, we are announcing a developer preview of the Data Connector SDK. You can begin to create your own custom data connectors. What are data connectors? Simply put, they are how you connect to data within Power BI. These are extensions on the connectivity/Mashup engine that powers the “Get Data” experience in Power BI and Excel.
from Microsoft Power BI Blog | Microsoft Power BI https://powerbi.microsoft.com/en-us/blog/data-connectors-developer-preview/