Is it possible to use Excel's pivot table as a kind of query builder against a database, without copying the entire database into Excel? I know that with the External Data Sources feature, you can connect to any ODBC database and create a pivot table out of the results from any SQL query. But at least with MySQL / ODBC, it seems to do this by copying the entire result set onto the local machine and then running the queries locally.
Is there a way to get the same functionality where the queries actually happen on the server, say by using Microsoft SQL server? My problem is that I want to be able to analyze data using pivottables, but the whole database table is too big to load into excel.