Is it possible to create an efficient UDF alternative to Excel's CUBEVALUE function?

Posted by bright on Stack Overflow See other posts from Stack Overflow or by bright
Published on 2010-05-12T00:45:30Z Indexed on 2010/05/12 2:04 UTC
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excel

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udf

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olap

We'd like to create a simpler alternative to Excel's CUBEVALUE function for retrieving data from an OLAP server. The details aren't critical, but briefly, our function will "know" the source connection and accept a very simple ticker-like parameter and a date, in place of CUBEVALUE's MDX-style parameters. This is for internal use within our firm, just FYI.

However, Excel has optimized CUBEVALUE so that calls to the OLAP server are batched.

Question: Is there a way to code the new function so that it can similarly batch calls rather than issue a separate query for each cell?

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