UDM, on the other hand, is the name that Microsoft gives to the data structures used to store data in Analysis Service. For example, when you create a start schema in SSAS with dimensions, facts and hierarchies, you have created a unified dimensional model or UDM. This is how the data is stored in the cube, while MDX is the language you use to query the data stored in the cube.
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Related Q&A from Mark Kromer, Mark Kromer, Database Platform Specialist, Microsoft
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