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Currently, a field cache must be built in order to use the NF function with a data warehouse data source. Using the dw_id as the primary key instead would make designing against data warehouses much easier.
Jet 2017 R3 - released Aug 3, 2017
When reporting in the Jet Excel add-in from a Jet Enterprise Data Warehouse, it is no longer necessary to create a "Field Cache" (listing every field in your NL function that you will want to use with an NF function). A simple NL function can now be used and the NF function can reference the results.