I am doing research to see what is the best way to take data from a live database, and transform it to be able to put the data into data cubes. Currently as a prototype, we used normal queries, to copy data from the live database as a sequence of SQL Statements, and put into the intermediate DB that is used for OLAP, but for the real thing we are considering to use MDX.
Any tips, if this is the best and most efficient way?