I want to dive into MDX and learn on Cognos. Is there any way where i can have a "command prompt" or something where i can send mdx queries and use Cognos dimensional functions and get back results?
Of course i dont mean going into report studio and creating test reports..
That would be kind of interesting, and helpful to understand queries. Sadly I do not know of a way. Perhaps something could be conjured up with the SDK, but I do not know for certain.
I will say MDX seems pretty standard so you might just try some other tool if it is just for the purposes of understanding. What you learn there should apply, and many of the Cognos dimensional functions are directly implemented in MDX, or are a very thin layer on top of equivalent MDX functions from what I have seen.
So you say i could learn most of it for example in An analysis services cube and MS tools. Correct?
I believe that would be correct.
MDX was originally a Microsoft invention, but from what I know most vendors adopted their syntax.