First this can be accomplished through ETL, but I'd like to know if there is an alternative for the sake of saving space and having less compute time.
I have 3 dimensions. Symbol, Date and Time.
What I would like to do is create a cube that is composed of a set of symbols with a specific date range. Essentially creating a new symbol composed of many other symbols.
SymbolNew = Symbol A, Jan 1 - March 10, Symbol B, March 11 - May 15, Symbol C, May 16 - July 4...
Rather than loading this pre-sliced from ETL, is there a dynamic means to pull from my existing cubes pre-computed values?
Second, the joins between each symbol will happen mid week. My Date Dimension is composed of the levels Day, Week, Month, Quarter, Year. So Aggregations at Week level would have to be re-computed using Day level from Date and the top most level in my time dimension (for at least the weeks where this join happens, remainder would be intact).
Suggestions on how to approach this?