Unfortunately the current version of the RadPivotGrid does not have mechanism for handling errors from the OLAP servers; however I will forward this requirement to our developers for further considerations. At a meantime please note that you need to be sure that you have correct definition of your connection string:
Note that the name of the DB is set to Database and in the ConnectionString as Catalog. You need declared it on both places.
Also could you please verify that you have Microsoft.AnalysisServices library
into the bin folder of the application.
the Telerik team
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