Hello Antoine,
To access ODATA services you can use ODATA ODBC driver of CDATA.
There is one known issue with this ODBC driver - sometme the nvarchar field imported by this driver have length greather than 4000 characters.
You should correct such fields in AnalyticsCreator and set the length to 4000.
Other way to import data from ODATA service is to use "Externally Filled Tables" in AnaltticsCreator and to develop your own interface/application to fill up these tables.