Here is an excellent article on using ADO.NET and SQL CLR inside of SQL Server: Managed Data Access Inside SQL Server with ADO.NET and SQLCLR. Besides the obvious code, there are things you should be aware of such as context connections, how transactions work and most importantly, when not to use ADO.NET in the SQL CLR. The article is by the ADO.NET master himself, Pablo Castro, who is the Technical Lead on the ADO.NET team.

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