MDAC 2.5 SDK - OLE DB Programmer's Reference
Chapter 23: Rowsets in OLE DB for OLAP

Deleting Cells

Deleting a cell means there will be no value for that point in the n-dimensional space. If that cell is included in a dataset and fetched by using IMDDataset::GetCellData, the STATUS part of the consumer's buffer has the value MDSTATUS_S_CELLEMPTY.

Deletion also can be accomplished by setting the STATUS part of the consumer's buffer that corresponds to the VALUE column to MDSTATUS_S_CELLEMPTY and then calling IRowsetChange::SetData.