Hi Ingrid
I have not used BICA sourced data so may be incorrect but ...
First run a report (or dataview) on some base level data to prove the values exist. This will merely confirm what you suspect; that the data is not yet consolidated.
I believe the document CONSOLINFO is generated by CubeBuilder and controls automatic consolidation of data loaded through entry and approval. The thinking here is if you used CubeBuilder to build the cube you are not able to write your own code and so need the consolidation done on your behalf.
If you are writing BICA loads and know how to use the rollup editor you can write your own consilidation procs and so CONSOLINFO is not needed.
The error seems to indicate the BICA data can't be consolidated. I suspect it is similar to a virtual variable and expects all data to load from the source. If so perhaps you need to load the data from BICA at all levels. In your load job are you restricting the load selections to input?
Cheers
Cliff