SYMPTOM:
Error " set version before use" appears when connecting to SAP BW system with JCo 2.x connector files in Strategy Intelligence Server 9.2.x, as shown in the image below:

Database Classes Error <>: Connect failed. Unable to connect. Error type: JCO layer error. JCOConnection.connect failed. java.lang.Exception: set version before use. at com.Strategy.Database.JCO.JCOConnection.checkVersion(Unknown Source) at com.Strategy.Database.JCO.JCOConnection.connect(Unknown Source). Connection String: APPSERVER=;SYSNR=03;CLIENT=800;LANG=EN;JCO;UID=;

ACTION:
Edit SAP BW Database Instance in Administration > Configuration Managers > Database Instances, click Advance tab, switch to the option "Use JCo 2.x".