Note: This is an old article. For newer versions of TimeXtender, you may use CData ADO .NET Provider for SharePoint directly (without going through a custom provider).
TX DWA supports extraction of data from SharePoint 2015 using a custom data source with a separate provider. The provider is downloaded and installed through the Custom Components Setup application.
Below you'll find the user guide that explains how to set up and use the custom data source with the SharePoint 2015 provider.