Using VBA to get MDX Data - excel

Question

I'm having a hard time getting results back in Excel connecting to an MDX database. Below is my code (I am incredibly new at this, so please be patient.) I did hijack someone's error code, so that part is not mine. The query runs through but I receive no data in Excel. Any help would be appreciated.
Sub Test()
Sheets("DataDump").Select
ActiveSheet.Range("A1").Value = "Department"
Set cn = New ADODB.Connection
cn.Open "provider=MSOLAP.3;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=XXX;Data Source=XXXXX;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error"
Set rs = New ADODB.Recordset
strSQL = "select [product].[base color] on columns "
strSQL = strSQL & " From XXX "
strSQL = strSQL & " Where [Date].[Fiscal Week].&[2016]&[10] "
rs.Open strSQL, cn
Sheets("DataDump").Range("A2").CopyFromRecordset rs
rs.Close
Set rs = Nothing
Set Lists = Nothing
strSQL = vbNullString
StartDate = 0
EndDate = 0
SeasonYear = vbNullString
PriorYear = vbNullString
TXTYear = 0
With Application
.ScreenUpdating = True
.DisplayAlerts = True
.Calculation = xlCalculationAutomatic
.EnableEvents = True
.StatusBar = False
End With
Exit Sub
ErrorHandler:
Sheets("DataDump").Visible = xlVeryHidden
Set Lists = Nothing
strSQL = vbNullString
StartDate = 0
EndDate = 0
SeasonYear = vbNullString
PriorYear = vbNullString
TXTYear = 0
With Application
.ScreenUpdating = True
.DisplayAlerts = True
.Calculation = xlCalculationAutomatic
.EnableEvents = True
.StatusBar = False
End With
'Error Message
MsgBox "An Error occurred while retrieving data: " & Err.Description
End Sub

Answer 1

Here is an example of going straight to a cube via vba.
I've used this additional object ADOMD.Cellset to capture the results of the mdx.
Sub getFromCube()
Dim strConn As String
strConn = _
"Provider=MSOLAP.6;" & _
"Data Source=imxxxxxx;" & _ '<<<name of your server here
"Initial Catalog=AdventureWorksDW2012Multidimensional-EE;" & _ '<<<name of your Adv Wrks db here
"Integrated Security=SSPI"
Dim pubConn As ADODB.Connection
Set pubConn = New ADODB.Connection
pubConn.CommandTimeout = 0
pubConn.Open strConn
Dim cs As ADOMD.Cellset
Set cs = New ADOMD.Cellset
Dim myMdx As String
myMdx = _
" SELECT" & _
" NON EMPTY" & _
" [Customer].[Customer Geography].[State-Province].&[AB]&[CA] ON 0," & _
" NON EMPTY" & _
" [Measures].[Internet Sales Amount] ON 1" & _
" FROM [Adventure Works];"
With cs
.Open myMdx, pubConn
ActiveSheet.Range("A1") = cs(0, 0)
.Close
End With
End Sub