Excel VBA; Updating a connection string

Got it. The following code has worked.

Sub UpdateQueryConnectionString(ConnectionString As String)

  Dim cn As WorkbookConnection
  Dim oledbCn As OLEDBConnection
  Set cn = ThisWorkbook.Connections("Connection Name")
  Set oledbCn = cn.OLEDBConnection
  oledbCn.Connection = ConnectionString

End Sub

Just feed ConnectionString in as a string like I illustrated in my initial question.

This line works for me to refresh code that uses OLEDB:

ActiveWorkbook.Connections("Connection Name").OLEDBConnection.Refresh

The reason seems to be that excel requires you to indicate the type even if you are referencing a specific, named, connection.

Even we can refresh particular connection and in turn it will refresh all the pivots linked to it.

For this code I have created slicer from table present in Excel:

Sub UpdateConnection()
    Dim ServerName As String
    Dim ServerNameRaw As String
    Dim CubeName As String
    Dim CubeNameRaw As String
    Dim ConnectionString As String

    ServerNameRaw = ActiveWorkbook.SlicerCaches("Slicer_ServerName").VisibleSlicerItemsList(1)
    ServerName = Replace(Split(ServerNameRaw, "[")(3), "]", "")

    CubeNameRaw = ActiveWorkbook.SlicerCaches("Slicer_CubeName").VisibleSlicerItemsList(1)
    CubeName = Replace(Split(CubeNameRaw, "[")(3), "]", "")

    If CubeName = "All" Or ServerName = "All" Then
        MsgBox "Please Select One Cube and Server Name", vbOKOnly, "Slicer Info"
    Else
        ConnectionString = GetConnectionString(ServerName, CubeName)
        UpdateAllQueryTableConnections ConnectionString, CubeName
    End If
End Sub

Function GetConnectionString(ServerName As String, CubeName As String)
    Dim result As String
    result = "OLEDB;Provider=MSOLAP.5;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=" & CubeName & ";Data Source=" & ServerName & ";MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error;Update Isolation Level=2"
    '"OLEDB;Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=" & CubeName & ";Data Source=" & ServerName & ";Use Procedure for Prepare=1;Auto Translate=True;Packet Size=4096;Use Encryption for Data=False;Tag with column collation when possible=False"
    GetConnectionString = result
End Function

Sub UpdateAllQueryTableConnections(ConnectionString As String, CubeName As String)
    Dim cn As WorkbookConnection
    Dim oledbCn As OLEDBConnection
    Dim Count As Integer, i As Integer
    Dim DBName As String
    DBName = "Initial Catalog=" + CubeName

    Count = 0
    For Each cn In ThisWorkbook.Connections
        If cn.Name = "ThisWorkbookDataModel" Then
            Exit For
        End If

        oTmp = Split(cn.OLEDBConnection.Connection, ";")
        For i = 0 To UBound(oTmp) - 1
            If InStr(1, oTmp(i), DBName, vbTextCompare) = 1 Then
                Set oledbCn = cn.OLEDBConnection
                oledbCn.SavePassword = True
                oledbCn.Connection = ConnectionString
                Count = Count + 1
            End If
        Next
    Next

    If Count = 0 Then
         MsgBox "Nothing to update", vbOKOnly, "Update Connection"
    ElseIf Count > 0 Then
        MsgBox "Connection Updated Successfully", vbOKOnly, "Update Connection"
    End If
End Sub