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When you use the legacy connection, it appears to use the Microsoft Jet database engine (basically what MS Access uses). Despite ATAN2 being part of ANSI standard SQL, it does not appear that this is supported by the Jet engine. Furthermore, support for legacy connections to text files will be dropped starting in Tableau version 2019.1, so you may wish to reconsider use of this type of connection (see Legacy Connection Alternatives). Why don't you just connect to the file, then perform the ATAN2 function using a Tableau calculated field?