If we talk here about Hyperion Essbase data, you could use a calc script command called DATAEXPORT. This can export the data into a relational table with an ODBC connection. This really works great. The description of the techref is good and best is to export first an flatfile and match this to your table.
p.s. To all users, close questions which were answered. Then we do not have to open them to see if we can help = saves us time to help others.
Have a look at the following from the documentation.
DataExportRelationalFile ON | OFF;
For direct export to a relational database using ODBC:
DATAEXPORT "DSN" "dsnName" "tableName" "userName" "password"
I hope this helps.