In the property window for the Dimension

In the property window for the DimensionAttribute, the OrderBy shows as Key, I want to set to AttributeKey and the OrderByAttribute dropdown should have a list of Attribute Names. Well, there aren't any. You suggest to create attribute relationships but I don't see any instructions on how to do that. Each Attribute in the Attribute panel has a drill down, but it doesn't explain how to create a relationship. Also Why is this necessary? I would think that the OrderByAttribute should just populate with the list of attributes available and allow selection and assignment. Hope you can help.