How to migrate Essbase index files and page files for one location to another using Essbase, not symlinks.
Log into EAS, and expand the application that you are wanting to move the data for. Right click on the Database and choose properties. Click on the storage tab. Add a location for the new Essbase files. Choose whether you would like index and page files, just index or just page. Set the default setting like I have in the example below. Click apply and Save.
Finally, to move the files, you much export the database, clear all, import, and then agg. The files will automatically be created on the drives you specified.