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I just made a sql query through a component which returned me a server side recordset. Is there a way I can make it as a client side recordset?

Creation of the recordset is not in my control. I am not going to need server side recordset again. Basically I want to minimize round trips to the server at the cost of client memory. What could be the most efficient way to do so?

Technologies involved here are ADO, MSSQL 2005, COM (component that creates recordset), .NET (that needs client side recordset)