If you have a still an SAP BW that is not running on HANA, you can even get the data from there into ADP.
Remember that ADP uses SAP HANA SDI to connect to different sources, and there is a BW connector there.
Mind SAP Note: 1968598 – Mass data in Bex queries: Options and Workarounds which says: “Bex queries are not made for mass data extraction.”
Do not try to load millions of records when connecting to a BW query!
If your BW is on HANA, you can connect to the HANA database and skip the slow BW Query layer. (ABAP application server). You can generate HANA views for your queries (RS2HANA)
Take a look at the video!