The general steps are
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Set up your source query.
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Pass the data through a Lookup for your Dimension with the missing results routed to a “No Match” output.
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Insert those “No Match” rows into your Dimension using a SQL task – checking to make sure that this particular row hasn’t already been inserted (this is important).
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Do another lookup using a “Partial Cache” to catch these newly-inserted members.
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Use a UNION ALL transform to bring the existing and late-arriving members together.
Click through for more information and a helpful package diagram.