MDX Queries such as SSAS Cubes, SAP InfoCubes or Hyperion Essbase would be greatly appreciated. Tableau has these connectors, and being partners with Tableau you can leverage the work they have done in this space.
There's an SSAS.exe (which is part of a solution) on public gallery you can download. you need Visual studio to open the solution and fix references to dll's but once you recompile it works like a charm!