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I am having problems using the SET QUERY_BAND via ODBC. I need to use it followed by a SELECT statement in a production context. I am not at liberty to change the SQL code nor post the actual code, but I have created a very basic equivalent to illustrate the problem.
If I use the following code

We perform ETL on a table of transactions.  After loading the transaction table, we want to use Stored Procedures (SPs) to perform the very complex business validations, and then to apply the transactions against a dozen permanent state tables.