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I believe this is one of the downsides of working with cubes -- the built-in date hierarchy is not available. All hierarchies must be defined by the cube.
Here's a knowledge base article that gives some of the limitations of cubes and some possible workarounds:
Thanks a lot for quick reply. - Ketan
I am having this same issue. I am trying to setup a dashboard for a client who uses Microsoft Analysis Services.
Tableau Change Data Type to a Date When connected to a cube, changing the data type of a cube dimension to a date using the Change Data Type feature in Tableau sometimes gives incorrect information. This feature is available for certain cube dimensions, depending on how the dates are formatted in the cube.
Alternative: You can write Multidimensional Expressions (MDX) directly in Tableau using a calculated member to change the data type of a cube dimension to a date. For example:
For an example of how to change the data type of a cube dimension to date using MDX, see Changing Data Type to Date in Cubes.
When I get to this step in the Changing Data Type in Cubes article,
I get nulls where there should be dates at each end of the range. I think this is a problem with how Tableau is seeing the MSAS data but would like to get verification and understand how to troubleshoot or workaround.