Once we've created a new project and configured it appropriately, the next step is to create a data source object. Even though you can create multiple data sources in a project, you probably shouldn't. If you've read the previous chapter, then you'll know that we recommend that all of the data needed for your cube should already be present in a single data mart.

You are then faced with the choice of which OLE DB provider to use, since there are often several different options for any given relational database. For SQL Server data sources, you have the option of using the SQLClient .NET data provider, the Microsoft OLE DB provider for SQL Server and the SQL Server Native Client (often referred to as SNAC). You should always choose the SQL Server Native Client since it offers the best performance. For Oracle data sources, the choice is more complicated since, even though Oracle is a supported data source for Analysis Services, there is a long list of bugs and issues. Some...