SQL/C# – Best method for executing a query

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Use a SqlCommand. This code will only keep the connection alive for a very short period of time (as long as your query is performant):

DataTable results = new DataTable();

using(SqlConnection conn = new SqlConnection(connString))
    using(SqlCommand command = new SqlCommand(query, conn))
        using (SqlDataAdapter dataAdapter = new SqlDataAdapter(command))
           dataAdapter.Fill(results);

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