Use a code similar to this one in VBA:

Include following References: Microsoft ActiveX Data Objects 6.* Library

Be sure to return values as “datetime” instead of “date” or “datetime2” to get recognized as a date value in Excel.

Public Sub GetDwhData()
    Dim wksTarget As Worksheet: Set wksTarget = Worksheets(1)
    Dim cellAddressStart As String: cellAddressStart = "B2"
    
    Application.ScreenUpdating = False
    Application.Calculation = xlCalculationManual
    
    On Error GoTo ErrHandling
    
    Set objMyConn = New ADODB.Connection
    Set objMyRecordset = New ADODB.Recordset
    Dim strSQL As String

    objMyConn.ConnectionString = "Provider=SQLOLEDB;Data Source=tcp:localhost,1344;Initial Catalog=DWH;Integrated Security=SSPI"
    objMyConn.Open

    strSQL = "select TOP 1000 * from dbo.Datasource"

    Set objMyRecordset.ActiveConnection = objMyConn
    objMyRecordset.Open strSQL

    'Copy Data to Excel...
    wksTarget.Range(cellAddressStart).CopyFromRecordset (objMyRecordset)
        
        
    objMyRecordset.Close
    objMyConn.Close
    
    wksTarget.Calculate 'Formeln neu berechnen
        
ErrHandling:
    Application.Calculation = xlCalculationSemiautomatic
    Application.ScreenUpdating = True
    
End Sub