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cube is a language for expressing analytical quries. cube is the extention to the Ms SQL.
Multidimensional Expressions (MDX) is the query language that you use to work with and retrieve multidimensional data in Microsoft Analysis Services. MDX is based on the XML for Analysis (XMLA) specification, with specific extensions for SQL Server Analysis Services. MDX utilizes expressions composed of identifiers, values, statements, functions, and operators that Analysis Services can evaluate to retrieve an object (for example a set or a member), or a scalar value (for example, a string or a number).
Multidimensional Expressions (MDX) is a query language for OLAP databases,
much like SQL is a query language for relational databases MDX is a query language that is used to interact and perform tasks with multidimensional databses (also called: OLAP Cubes).
Cube is a multidimensional database for Online Analytical Process (OLAP). Multidimensional Query or MDX is the scripting language is using to extract output form an OLAP cube