I don't know what a "Rally instance" is. If Rally is a RDBMS, you can link to the tables if it supports ODBC and your DBA will permit the link. If "Rally" is the name of some software product and the database is a standard such as SQL Server, Oracle, DB2, etc. Then I know there is an ODBC driver available. But your DBA STILL must give you the security permissions you need to link directly to the database.
In any case, the RDBMS will need to be hosted on your local LAN. If it is in the cloud somewhere, there is a whole different problem.