>>Regardless, CF wouldn't know if the cfquery was going to return a result
set until after it had sent the commands to the database for execution
and waited for the results to come back, and that would sort of defeat
the purpose, wouldn't it?

No, because the driver does not return the result set, but only the 
presence of a result set.
It is then up to the application to get rows one by one:
See http://msdn.microsoft.com/en-us/library/ms711012(VS.85).aspx
In particular: "If the statement is a SELECT statement, the application 
calls a CLI function to return the results in application buffers. 
Typically, this function returns one row or one column of data at a time."

At least, this is how it works for ODBC, with native drivers, I don't know.

Furthermore, if it is a SELECT statement, and if "the application calls 
a CLI function to return the results", one may suppose that the 
application must know one way or another that there is some result set 
to get.



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