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As a MicroStrategy customer it would be nice if Alteryx would support output for either the .mstr file format or better direct creation and publication of the iCUBE, intelligent cube format on their server solution. This would be similar to the existing features of writing a twbx or TDE file extract and publish to Tableau server.
Opposite if the Input connector could read from an intelligence cube on the MSTR iServer as datasource that would be great as well.
Below a link to their SOA webservices documentation to pull data into applications, perhaps an option.