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@Flávio Lúcio Naves Júnior 

Check out my thread: https://community.intersystems.com/post/use-cache-write-excel-files

Basically people mentioned using Zen, Apache POI or Python.

What we ended up doing was reverse engineering a Excel spreadsheet and using the %XML.Writer class, created functions to build out an XML file that is built and optimized for Excel.  The problem is that you're left with just and XML file and not a true Excel file.  We are working on that post processing challenge now.

Hope this helps!