Sample for reading Trace Events from a Power BI Premium XMLA Endpoint using raw XMLA and Adomd.net.

Tracing is also available using the higher-level AMO API and the Microsoft.AnalysisServices.Tabular.Trace object, and a sample tracing utility that uses it is here: Rui Romano's PbiTracer

To Trace using Power BI XMLA endpoint you must create a database-scoped trace, and this is acomplished by adding a "Catalog" property to your AdomdCommand, eg

var cmd = (AdomdCommand)con.CreateCommand();
cmd.Properties.Add(new AdomdProperty("Catalog", db));

To subscribe to the trace open an AdomdDataReader with the Subscribe command. The DataReader will return trace events until the AdomdCommand is Canceled.

See generally XMLA Tracing