USE SM

GO

	SELECT		
		CAST(F1."[Города].[Город].[Город].[MEMBER_CAPTION]" AS NVARCHAR(50))AS [Город],
		CAST(F1."[Measures].[Отгрузки шт]" AS DECIMAL (12,0)) AS [Отгрузки шт]
	FROM OPENROWSET(
		'MSOLAP',
		'Provider=MSOLAP.3;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=profit;Data Source=xxx.yyy.ru;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error',
		'SELECT
			[Measures].[Отгрузки шт]
		ON 0,
			[Города].[Город].[Город]
		ON 1
		FROM 
			(SELECT [Время].[Месяц].&[2018-05-01T00:00:00] ON 0 FROM PROFIT)'
				) AS F1

USE SM

GO

	SELECT		
		CAST(F1."[Города].[Город].[Город].[MEMBER_CAPTION]" AS NVARCHAR(50))AS [Город],
		CAST(F1."[Measures].[Отгрузки шт]" AS DECIMAL (12,0)) AS [Отгрузки шт]
	FROM OPENROWSET(
		'MSOLAP',
		'Provider=MSOLAP.3;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=profit;Data Source=xxx.yyy.ru;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error',
		'SELECT
			[Measures].[Отгрузки шт]
		ON 0,
			[Города].[Город].[Город]
		ON 1
		FROM 
			(SELECT [Время].[Месяц].&[2018-05-01T00:00:00] ON 0 FROM PROFIT)'
				) AS F1

USE SM

GO

	SELECT		
		CAST(F1."[Города].[Город].[Город].[MEMBER_CAPTION]" AS NVARCHAR(50))AS [Город],
		CAST(F1."[Measures].[Отгрузки шт]" AS DECIMAL (12,0)) AS [Отгрузки шт]
	FROM OPENROWSET(
		'MSOLAP',
		'Provider=MSOLAP.3;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=profit;Data Source=xxx.yyy.ru;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error',
		'SELECT
			[Measures].[Отгрузки шт]
		ON 0,
			[Города].[Город].[Город]
		ON 1
		FROM 
			(SELECT [Время].[Месяц].&[2018-05-01T00:00:00] ON 0 FROM PROFIT)'
				) AS F1

//USE SM

//GO

if exists (SELECT * FROM tempdb.dbo.sysobjects o WHERE o.xtype in ('U') AND o.id = object_id(N'tempdb..#Выгрузка')) BEGIN DROP TABLE #Выгрузка; END;

DECLARE @TabletableOfNovelties table ([Код продукции] nvarchar(50));
INSERT INTO @TabletableOfNovelties VALUES ('11801'), ('11745'), ('11800'), ('11731'), ('11747'), ('11754');

WITH
	ТаблицаИзOLAP1 AS (
            CAST(F1."[Продукция].[Код продукции].[Код продукции].[MEMBER_CAPTION]" AS NVARCHAR(20)) AS [Код продукции],
        ...	
	FROM OPENROWSET(
		'MSOLAP',
		'Provider=MSOLAP.3;...',
		'SELECT
			...'
				) AS F1
	),

	ТаблицаИзOLAP2 AS (
	SELECT
		F1."[Measures].[Отгрузки шт]" AS [Отгрузки шт],
		...	
	FROM OPENROWSET(
		'MSOLAP',
		'Provider=MSOLAP.3...',
		'SELECT
			...') AS F1
	),

Список AS (
	SELECT DISTINCT
        ...	
		FROM
			ТаблицаИзOLAP2),

Выгрузка AS (
SELECT	
	...
)
Select * INTO #Выгрузка FROM Выгрузка
CREATE /*CLUSTERED*/ INDEX i1 ON #Выгрузка([Поле1], [Поле2], [Поле3], [Поле4], [Поле5]); 

WITH
Выгрузка2 AS (
	SELECT
		...
),

Выгрузка3 AS (
	SELECT
		...
),

Выгрузка4 AS (
	SELECT
		...
	FROM
		Выгрузка3 Таб1
	OUTER APPLY
		...) Таб2
)
SELECT
	*
FROM
	Выгрузка4
ORDER BY
	[Город],
	[Клиент],
	[Код ТТ]	

DROP table #Выгрузка;

DECLARE @TabletableOfNovelties table ([Код продукции] nvarchar(50));
INSERT INTO @TabletableOfNovelties VALUES ('11801'), ('11745'), ('11800'), ('11731'), ('11747'), ('11754');

WITH
	ТаблицаИзOLAP1 AS (
            CAST(F1."[Продукция].[Код продукции].[Код продукции].[MEMBER_CAPTION]" AS NVARCHAR(20)) AS [Код продукции],
        ...	
	FROM OPENROWSET(
		'MSOLAP',
		'Provider=MSOLAP.3;...',
		'SELECT
			...'
				) AS F1
	)
SELECT * FROM ТаблицаИзOLAP1