1. A computer implemented method for consolidating OLAP (Online Analytical Processing) queries, comprising: displaying a structured report within spreadsheet on client application on a client computing device, wherein the structured report is connected to at least one data source and comprises a layout and regions that comprises a row axis, a column axis, a page filter axis and a data grid including cells, wherein the row and column axes define a structure of the report and the data grid is formed by the cells where the axes intersect, wherein each axis more comprise one or more segment that contain one or more members from a dimension; displaying selectable page filters with the display of the structured report that restricts the data that is displayed within one or more cell of the data grid of the structured report without affecting row and column headers of the structured report; wherein the client application is a spreadsheet application that interacts with a query consolidator plug-in of the client application that is located on the client computing device, and functionality of the query consolidator plug-in is included within the client application, and the query consolidator plug-in is configured to perform the following: directly interact with an OLAP server to retrieve data from an OLAP cube; access the displayed structured report from within the client application; examine the structured report to determine each axis within the structured report that references data within the OLAP cube; wherein examining the structured report includes examining each axis to determine the queries; generate a first Multidimensional Expressions (MDX) query for the first axis of the structured report; wherein the first query is configured to query the OLAP cube for data; generate a second MDX query for the second axis of the structured report; wherein the second query is configured to query the OLAP cube for data; wherein the first MDX query and second MDX query are generated directly from the examination of the structured report; on the client computing device, consolidate the first MDX query and the second MDX query into a single MDX consolidated query configured to query the OLAP cube for data; wherein creating the consolidated query occurs before the client application interacts with the OLAP server to retrieve data from the OLAP cube; and send the consolidated query to retrieve the data from the OLAP cube.