Allow to query analysis services directly from sql database
Right now there is no way to combine results from sql and azure analysis services without additional layer of code that would query analysis services and insert results to sql database.
Before azure we had something called OPENQUERY, that would allow us to query on the specified linked server using syntax that makes sense for that linked server (for example MDX).
Current implementation of azure elastic query doesn't really help in this situation.
The OPENQUERY for MDX (MSOLAP) seems broken in 2017 too. We get excessive PREEMPTIVE_OLEDB_SETPROPERTIES waits (ranging into minutes!) since we upgraded to 2017; was not an issue on 2014.
I need this feature too, thanks