Thank You Mircho. I just tried it. For some reason it won't work for me. What am I doing wrong?

FlatDataSource flatDataSource = DataConverter.ConvertDataTableToFlatDataSource(dt);

                            flatDataSource.Measures = DataSourceBase.GenerateInitialItems("Effective Bid");
                            flatDataSource.Cube = DataSourceBase.GenerateInitialCube("Input");
                            flatDataSource.Columns = DataSourceBase.GenerateInitialItems("[Index Name].[Index Name]");
                            flatDataSource.Rows = DataSourceBase.GenerateInitialItems("[End Date].[End Date],[Gpt Name].[Gpt Name]");

                            CubeMetadata cubeMetaData = new CubeMetadata();
                            cubeMetaData.DimensionSettings.Add(new DimensionMetadata()
                            {
                                SourcePropertyName = "Index Id",
                                AutoGenerateField = false
                            });
                            cubeMetaData.DimensionSettings.Add(new DimensionMetadata()
                            {
                                SourcePropertyName = "Gpt Id",
                                AutoGenerateField = false
                            });
                            cubeMetaData.DimensionSettings.Add(new DimensionMetadata()
                            {
                                SourcePropertyName = "Is Active",
                                AutoGenerateField = false
                            });
                            cubeMetaData.DimensionSettings.Add(new DimensionMetadata()
                            {
                                SourcePropertyName = "Is Hidden",
                                AutoGenerateField = false
                            });
                            flatDataSource.CubesSettings.Add(cubeMetaData);

Thanks

Sangeetha