Here's the output code from my stored proc:
SELECT *
FROM
(
select q.ccypair, q.vega, t.label
from #parallel q
LEFT JOIN TPRR_vega_weights t ON q.Tenor = t.Tenor
) a
PIVOT
(
Sum(Vega)
for a.label in ([t1],[t2],[t3],[t4],[t5],[t6],[t7],[t8],[t9],[t10],[t11],[t12],[t13],[t14],[t15],[t16],[t17],[t18])
)p
order by ccypair
Works fine in SQL Server Management Studio, but I get a closed ADODB.Recordset when I try to open it in Excel VBA (I tested the same code with a vanilla select * from x query and it was fine).
Any ideas?