Started with the same problem, and always received the answer that, no it's not possible. But it is, you just need to build the MDX query with some minor changes.
QlikView never interprets the SELECT statement. It only sends it to the ODBC driver or OLE DB provider.
So if you have have an OLE DB provider that supports MDX, you should be able to do this. Look in the documentation of the OLE DB provider for syntax and possible limitations.
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I used your QV.Mdx query generator. I added the sample olap cubes that ship with AdventureWorks for sql 2012 and could connect to them with ease. I tested the results back to excel and confirmed all was working as expected. I could not choose all Dimensions and Metrics and run the query in either your tool or QlikView. I suspect it was just too big for my laptop but other than that it worked perfectly. Thank you.
If anyone else needs some help please post here as I will monitor this discussion.
Out of the box and supported by Qliktech - No (not to date, as far as I am aware - I had enquired about it a while back - but going forward - who knows?)
But there is nothing stopping you from building a custom framework that works for you as some of the other posters have alluded to.
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