There is no Essbase connector for Qlik Sense. However, what you can do is create the connection using the Essbase connector in QlikView, then paste the script into Qlik Sense. In order for this to work - you will need to disable DATA LOADING Standard mode and revert to Legacy mode - instructions on how to do this are in the online help: Disable Standard Mode.
You can take a look at this post for more information and a video on converting from QlikView to Qlik Sense: Qlik Sense Desktop - Converting a QlikView Data Model (video).
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