MDX

SELECT
NON EMPTY
  { [00O2TOGA0GQMBY3GPSFLP5TIR].Members }
ON COLUMNS,
NON EMPTY
  {
    {FILTER([0COMP_CODE].MEMBERS,   "All" <> [0COMP_CODE].[20COMP_CODE])}
   *{FILTER([0CALYEAR].MEMBERS,"All" <> [0CALYEAR].[20CALYEAR])}
  }
DIMENSION PROPERTIES
   [0COMP_CODE].[20COMP_CODE]
  ,[0CALYEAR].[20CALYEAR]

ON ROWS
FROM
  [cube/query]

 SAP VARIABLES
[!V000001] INCLUDING [0CALDAY].[20180505]
[0CMPCODE] INCLUDING [0COMP_CODE].[0001]
[!V000003] INCLUDING [0CALYEAR].[2018]

Нашел более производительный вариант, использовать c Level01.Member

SELECT
  {[Measures].[00O2TOGA0GQMBWHEA5HWM60RN]}
ON COLUMNS,
NON EMPTY {
  {[ZDIM1].[LEVEL01].Members}
 *{[ZDIM2].[LEVEL01].Members}
 *{[ZDIM5].[LEVEL01].Members}
}
DIMENSION PROPERTIES
  [ZDIM1].[2ZATT1]
 ,[ZDIM1].[2ZATT2]
 ,[ZDIM1].[1ZATT3]
 ,[ZDIM5].[5ZITEM]
 ,[ZDIM5].[20CALDAY]
 ,[ZDIM5].[10COMP_CODE]

ON ROWS
FROM
  [cube/query]]

WHERE {
  {[ZDIM1__ZATTR1].[valA],[ZDIM1__ZATTR1].[valB],[ZDIM1__ZATTR1].[valG]}
 *{[0INFOPROV].[cubeA],[0INFOPROV].[cubeB],[0INFOPROV].[cubeC]}
 *{[ZDIM2__ZATTR1].[#]}
}

SAP VARIABLES
  [!V000001] INCLUDING [ZDIM2__ZATTR1].[D]
 ,[!V000002] INCLUDING [ZDIM2].[USD]
 ,[!V000012] INCLUDING [0CALDAY].[20200101] : [0CALDAY].[20200421]